Euro Bund Future June 2014

Trading Metrics calculated at close of trading on 06-Jun-2014

Day Change Summary
	Previous	Current
	05-Jun-2014	06-Jun-2014	Change	Change %	Previous Week
Open	145.99	146.49	0.50	0.3%	146.72
High	146.43	146.86	0.43	0.3%	147.04
Low	145.25	146.40	1.15	0.8%	145.25
Close	146.19	146.77	0.58	0.4%	146.77
Range	1.18	0.46	-0.72	-61.0%	1.79
ATR	0.59	0.59	0.01	1.0%	0.00
Volume	236,312	18,728	-217,584	-92.1%	2,958,741

Daily Pivots for day following 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	148.06	147.87	147.02
R3	147.60	147.41	146.90
R2	147.14	147.14	146.85
R1	146.95	146.95	146.81	147.05
PP	146.68	146.68	146.68	146.72
S1	146.49	146.49	146.73	146.59
S2	146.22	146.22	146.69
S3	145.76	146.03	146.64
S4	145.30	145.57	146.52

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	151.72	151.04	147.75
R3	149.93	149.25	147.26
R2	148.14	148.14	147.10
R1	147.46	147.46	146.93	147.80
PP	146.35	146.35	146.35	146.53
S1	145.67	145.67	146.61	146.01
S2	144.56	144.56	146.44
S3	142.77	143.88	146.28
S4	140.98	142.09	145.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	147.04	145.25	1.79	1.2%	0.68	0.5%	85%	False	False	591,748
10	147.12	145.25	1.87	1.3%	0.57	0.4%	81%	False	False	582,134
20	147.12	144.62	2.50	1.7%	0.56	0.4%	86%	False	False	602,964
40	147.12	143.15	3.97	2.7%	0.54	0.4%	91%	False	False	586,273
60	147.12	142.07	5.05	3.4%	0.56	0.4%	93%	False	False	633,884
80	147.12	141.20	5.92	4.0%	0.55	0.4%	94%	False	False	540,375
100	147.12	138.60	8.52	5.8%	0.53	0.4%	96%	False	False	432,526
120	147.12	136.93	10.19	6.9%	0.47	0.3%	97%	False	False	360,442

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	False
Bull Hook	False
Stretch	0.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	148.82
2.618	148.06
1.618	147.60
1.000	147.32
0.618	147.14
HIGH	146.86
0.618	146.68
0.500	146.63
0.382	146.58
LOW	146.40
0.618	146.12
1.000	145.94
1.618	145.66
2.618	145.20
4.250	144.45

Fisher Pivots for day following 06-Jun-2014
Pivot	1 day	3 day
R1	146.72	146.53
PP	146.68	146.29
S1	146.63	146.06

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

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