Euro Bund Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Nov-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Nov-2014 | 
                    24-Nov-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        152.38 | 
                        152.78 | 
                        0.40 | 
                        0.3% | 
                        152.81 | 
                     
                    
                        | High | 
                        152.86 | 
                        152.86 | 
                        0.00 | 
                        0.0% | 
                        152.88 | 
                     
                    
                        | Low | 
                        152.35 | 
                        152.60 | 
                        0.25 | 
                        0.2% | 
                        151.72 | 
                     
                    
                        | Close | 
                        152.80 | 
                        152.68 | 
                        -0.12 | 
                        -0.1% | 
                        152.80 | 
                     
                    
                        | Range | 
                        0.51 | 
                        0.26 | 
                        -0.25 | 
                        -49.0% | 
                        1.16 | 
                     
                    
                        | ATR | 
                        0.55 | 
                        0.53 | 
                        -0.02 | 
                        -3.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        23,603 | 
                        24,361 | 
                        758 | 
                        3.2% | 
                        91,199 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Nov-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                153.49 | 
                153.35 | 
                152.82 | 
                 | 
             
            
                | R3 | 
                153.23 | 
                153.09 | 
                152.75 | 
                 | 
             
            
                | R2 | 
                152.97 | 
                152.97 | 
                152.73 | 
                 | 
             
            
                | R1 | 
                152.83 | 
                152.83 | 
                152.70 | 
                152.77 | 
             
            
                | PP | 
                152.71 | 
                152.71 | 
                152.71 | 
                152.69 | 
             
            
                | S1 | 
                152.57 | 
                152.57 | 
                152.66 | 
                152.51 | 
             
            
                | S2 | 
                152.45 | 
                152.45 | 
                152.63 | 
                 | 
             
            
                | S3 | 
                152.19 | 
                152.31 | 
                152.61 | 
                 | 
             
            
                | S4 | 
                151.93 | 
                152.05 | 
                152.54 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Nov-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                155.95 | 
                155.53 | 
                153.44 | 
                 | 
             
            
                | R3 | 
                154.79 | 
                154.37 | 
                153.12 | 
                 | 
             
            
                | R2 | 
                153.63 | 
                153.63 | 
                153.01 | 
                 | 
             
            
                | R1 | 
                153.21 | 
                153.21 | 
                152.91 | 
                152.84 | 
             
            
                | PP | 
                152.47 | 
                152.47 | 
                152.47 | 
                152.28 | 
             
            
                | S1 | 
                152.05 | 
                152.05 | 
                152.69 | 
                151.68 | 
             
            
                | S2 | 
                151.31 | 
                151.31 | 
                152.59 | 
                 | 
             
            
                | S3 | 
                150.15 | 
                150.89 | 
                152.48 | 
                 | 
             
            
                | S4 | 
                148.99 | 
                149.73 | 
                152.16 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                152.86 | 
                151.72 | 
                1.14 | 
                0.7% | 
                0.51 | 
                0.3% | 
                84% | 
                True | 
                False | 
                20,314 | 
                 
                
                | 10 | 
                152.88 | 
                151.72 | 
                1.16 | 
                0.8% | 
                0.45 | 
                0.3% | 
                83% | 
                False | 
                False | 
                15,561 | 
                 
                
                | 20 | 
                152.88 | 
                150.83 | 
                2.05 | 
                1.3% | 
                0.47 | 
                0.3% | 
                90% | 
                False | 
                False | 
                8,944 | 
                 
                
                | 40 | 
                153.30 | 
                149.92 | 
                3.38 | 
                2.2% | 
                0.56 | 
                0.4% | 
                82% | 
                False | 
                False | 
                5,785 | 
                 
                
                | 60 | 
                153.30 | 
                148.17 | 
                5.13 | 
                3.4% | 
                0.52 | 
                0.3% | 
                88% | 
                False | 
                False | 
                3,919 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            153.97 | 
         
        
            | 
2.618             | 
            153.54 | 
         
        
            | 
1.618             | 
            153.28 | 
         
        
            | 
1.000             | 
            153.12 | 
         
        
            | 
0.618             | 
            153.02 | 
         
        
            | 
HIGH             | 
            152.86 | 
         
        
            | 
0.618             | 
            152.76 | 
         
        
            | 
0.500             | 
            152.73 | 
         
        
            | 
0.382             | 
            152.70 | 
         
        
            | 
LOW             | 
            152.60 | 
         
        
            | 
0.618             | 
            152.44 | 
         
        
            | 
1.000             | 
            152.34 | 
         
        
            | 
1.618             | 
            152.18 | 
         
        
            | 
2.618             | 
            151.92 | 
         
        
            | 
4.250             | 
            151.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Nov-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                152.73 | 
                                152.58 | 
                             
                            
                                | PP | 
                                152.71 | 
                                152.47 | 
                             
                            
                                | S1 | 
                                152.70 | 
                                152.37 | 
                             
             
         |