User blog comment:B214/Season 3 confirmed!!!!!!/@comment-117.195.100.150-20141206145749/@comment-16281343-20141206151832

The general consensus before the PV was released is Volumes 5 & 6.

Now, it's still 5 & 6 but most concerned with the 'Sairaorg vs Issei' fight. It is still a preview and the first one at that. So, we just have to wait for the next to ascertain what Volumes will be covered and whether it is still a 1-cour or not.