EU legislation includes treaties and protocols. Legislation is published in the L series.
Format: Title of the legislation including amendments if necessary | [year] | OJ series | issue/first page
Examples: Protocol to the Agreement on the Member States that do not fully apply the Schengen acquis-Joint Declarations  OJ L129/35.
Consolidated Version of the Treaty on European Union  OJ C115/13.
As of 1 Jan 2015 the numbering of EU legislation has changed and EU legislation now has a unique sequential number.
Regulations, Directives, Decisions, Recommendation and Opinions
Format: Legislation type | number | title | [year] | OJ L issue/first page
Example of directive: Council Directive 2002/60/EC of 27 June 2002 laying down specific provisions for the control of African swine fever and amending Directive 92/119/EEC as regards Teschen disease and African swine fever  OJ L192/27
(Note the year comes before the running number in citations to Directives.)
Example of a regulation: Council Regulation (EC) 1984/2003 of 8 April 2003 introducing a system for the statistical monitoring of trade in bluefin tuna, swordfish and big eye tuna with the Community  OJ L295/1.
(Note the year follows the running number in citations to regulations).
Example of legislation from 2015 onwards: Decision 2019/326 on Measures for Entering the Data in the Entry/Exit System  OJ L057/5.
There is no difference between footnotes and the bibliography except that there is a full stop at the end of the citation in the footnote.