Euro Bund Future September 2013

Trading Metrics calculated at close of trading on 06-Sep-2013

Day Change Summary
	Previous	Current
	05-Sep-2013	06-Sep-2013	Change	Change %	Previous Week
Open	139.43	138.35	-1.08	-0.8%	140.16
High	139.48	138.99	-0.49	-0.4%	140.27
Low	138.42	138.35	-0.07	-0.1%	138.35
Close	138.59	138.98	0.39	0.3%	138.98
Range	1.06	0.64	-0.42	-39.6%	1.92
ATR	0.79	0.78	-0.01	-1.4%	0.00
Volume	26,926	3,509	-23,417	-87.0%	1,481,289

Daily Pivots for day following 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	140.69	140.48	139.33
R3	140.05	139.84	139.16
R2	139.41	139.41	139.10
R1	139.20	139.20	139.04	139.31
PP	138.77	138.77	138.77	138.83
S1	138.56	138.56	138.92	138.67
S2	138.13	138.13	138.86
S3	137.49	137.92	138.80
S4	136.85	137.28	138.63

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	144.96	143.89	140.04
R3	143.04	141.97	139.51
R2	141.12	141.12	139.33
R1	140.05	140.05	139.16	139.63
PP	139.20	139.20	139.20	138.99
S1	138.13	138.13	138.80	137.71
S2	137.28	137.28	138.63
S3	135.36	136.21	138.45
S4	133.44	134.29	137.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140.94	138.35	2.59	1.9%	0.68	0.5%	24%	False	True	419,641
10	140.95	138.35	2.60	1.9%	0.73	0.5%	24%	False	True	484,895
20	142.52	138.35	4.17	3.0%	0.72	0.5%	15%	False	True	553,712
40	144.37	138.35	6.02	4.3%	0.71	0.5%	10%	False	True	566,285
60	144.37	138.35	6.02	4.3%	0.73	0.5%	10%	False	True	613,732
80	145.93	138.35	7.58	5.5%	0.73	0.5%	8%	False	True	562,041
100	147.53	138.35	9.18	6.6%	0.71	0.5%	7%	False	True	450,141
120	147.53	138.35	9.18	6.6%	0.69	0.5%	7%	False	True	375,155

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.12
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141.71
2.618	140.67
1.618	140.03
1.000	139.63
0.618	139.39
HIGH	138.99
0.618	138.75
0.500	138.67
0.382	138.59
LOW	138.35
0.618	137.95
1.000	137.71
1.618	137.31
2.618	136.67
4.250	135.63

Fisher Pivots for day following 06-Sep-2013
Pivot	1 day	3 day
R1	138.88	139.15
PP	138.77	139.09
S1	138.67	139.04

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These figures are updated between 7pm and 10pm EST after a trading day.

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