Euro Bund Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Dec-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Dec-2014 | 
                    08-Dec-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        153.04 | 
                        152.72 | 
                        -0.32 | 
                        -0.2% | 
                        153.84 | 
                     
                    
                        | High | 
                        153.17 | 
                        153.70 | 
                        0.53 | 
                        0.3% | 
                        153.86 | 
                     
                    
                        | Low | 
                        152.50 | 
                        152.59 | 
                        0.09 | 
                        0.1% | 
                        152.50 | 
                     
                    
                        | Close | 
                        152.68 | 
                        153.49 | 
                        0.81 | 
                        0.5% | 
                        152.68 | 
                     
                    
                        | Range | 
                        0.67 | 
                        1.11 | 
                        0.44 | 
                        65.7% | 
                        1.36 | 
                     
                    
                        | ATR | 
                        0.53 | 
                        0.58 | 
                        0.04 | 
                        7.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        622,808 | 
                        760,944 | 
                        138,136 | 
                        22.2% | 
                        3,386,486 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Dec-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                156.59 | 
                156.15 | 
                154.10 | 
                 | 
             
            
                | R3 | 
                155.48 | 
                155.04 | 
                153.80 | 
                 | 
             
            
                | R2 | 
                154.37 | 
                154.37 | 
                153.69 | 
                 | 
             
            
                | R1 | 
                153.93 | 
                153.93 | 
                153.59 | 
                154.15 | 
             
            
                | PP | 
                153.26 | 
                153.26 | 
                153.26 | 
                153.37 | 
             
            
                | S1 | 
                152.82 | 
                152.82 | 
                153.39 | 
                153.04 | 
             
            
                | S2 | 
                152.15 | 
                152.15 | 
                153.29 | 
                 | 
             
            
                | S3 | 
                151.04 | 
                151.71 | 
                153.18 | 
                 | 
             
            
                | S4 | 
                149.93 | 
                150.60 | 
                152.88 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Dec-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                157.09 | 
                156.25 | 
                153.43 | 
                 | 
             
            
                | R3 | 
                155.73 | 
                154.89 | 
                153.05 | 
                 | 
             
            
                | R2 | 
                154.37 | 
                154.37 | 
                152.93 | 
                 | 
             
            
                | R1 | 
                153.53 | 
                153.53 | 
                152.80 | 
                153.27 | 
             
            
                | PP | 
                153.01 | 
                153.01 | 
                153.01 | 
                152.89 | 
             
            
                | S1 | 
                152.17 | 
                152.17 | 
                152.56 | 
                151.91 | 
             
            
                | S2 | 
                151.65 | 
                151.65 | 
                152.43 | 
                 | 
             
            
                | S3 | 
                150.29 | 
                150.81 | 
                152.31 | 
                 | 
             
            
                | S4 | 
                148.93 | 
                149.45 | 
                151.93 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                153.70 | 
                152.50 | 
                1.20 | 
                0.8% | 
                0.66 | 
                0.4% | 
                83% | 
                True | 
                False | 
                741,511 | 
                 
                
                | 10 | 
                153.86 | 
                152.50 | 
                1.36 | 
                0.9% | 
                0.57 | 
                0.4% | 
                73% | 
                False | 
                False | 
                462,249 | 
                 
                
                | 20 | 
                153.86 | 
                151.72 | 
                2.14 | 
                1.4% | 
                0.51 | 
                0.3% | 
                83% | 
                False | 
                False | 
                238,905 | 
                 
                
                | 40 | 
                153.86 | 
                150.77 | 
                3.09 | 
                2.0% | 
                0.59 | 
                0.4% | 
                88% | 
                False | 
                False | 
                121,042 | 
                 
                
                | 60 | 
                153.86 | 
                148.17 | 
                5.69 | 
                3.7% | 
                0.55 | 
                0.4% | 
                93% | 
                False | 
                False | 
                80,946 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            158.42 | 
         
        
            | 
2.618             | 
            156.61 | 
         
        
            | 
1.618             | 
            155.50 | 
         
        
            | 
1.000             | 
            154.81 | 
         
        
            | 
0.618             | 
            154.39 | 
         
        
            | 
HIGH             | 
            153.70 | 
         
        
            | 
0.618             | 
            153.28 | 
         
        
            | 
0.500             | 
            153.15 | 
         
        
            | 
0.382             | 
            153.01 | 
         
        
            | 
LOW             | 
            152.59 | 
         
        
            | 
0.618             | 
            151.90 | 
         
        
            | 
1.000             | 
            151.48 | 
         
        
            | 
1.618             | 
            150.79 | 
         
        
            | 
2.618             | 
            149.68 | 
         
        
            | 
4.250             | 
            147.87 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Dec-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                153.38 | 
                                153.36 | 
                             
                            
                                | PP | 
                                153.26 | 
                                153.23 | 
                             
                            
                                | S1 | 
                                153.15 | 
                                153.10 | 
                             
             
         |