Euro Bund Future September 2014

Trading Metrics calculated at close of trading on 08-Sep-2014

Day Change Summary
	Previous	Current
	05-Sep-2014	08-Sep-2014	Change	Change %	Previous Week
Open	150.63	151.13	0.50	0.3%	151.52
High	151.28	151.38	0.10	0.1%	151.53
Low	150.60	151.05	0.45	0.3%	150.49
Close	151.11	151.30	0.19	0.1%	151.11
Range	0.68	0.33	-0.35	-51.5%	1.04
ATR	0.60	0.58	-0.02	-3.2%	0.00
Volume	37,382	37,382	0	0.0%	3,529,795

Daily Pivots for day following 08-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	152.23	152.10	151.48
R3	151.90	151.77	151.39
R2	151.57	151.57	151.36
R1	151.44	151.44	151.33	151.51
PP	151.24	151.24	151.24	151.28
S1	151.11	151.11	151.27	151.18
S2	150.91	150.91	151.24
S3	150.58	150.78	151.21
S4	150.25	150.45	151.12

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	154.16	153.68	151.68
R3	153.12	152.64	151.40
R2	152.08	152.08	151.30
R1	151.60	151.60	151.21	151.32
PP	151.04	151.04	151.04	150.91
S1	150.56	150.56	151.01	150.28
S2	150.00	150.00	150.92
S3	148.96	149.52	150.82
S4	147.92	148.48	150.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151.53	150.49	1.04	0.7%	0.65	0.4%	78%	False	False	713,435
10	151.83	150.40	1.43	0.9%	0.58	0.4%	63%	False	False	649,187
20	151.83	149.07	2.76	1.8%	0.54	0.4%	81%	False	False	603,777
40	151.83	147.43	4.40	2.9%	0.53	0.4%	88%	False	False	603,311
60	151.83	144.91	6.92	4.6%	0.53	0.3%	92%	False	False	568,013
80	151.83	144.03	7.80	5.2%	0.54	0.4%	93%	False	False	520,797
100	151.83	142.46	9.37	6.2%	0.52	0.3%	94%	False	False	417,133
120	151.83	141.01	10.82	7.2%	0.45	0.3%	95%	False	False	347,611

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.10
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	152.78
2.618	152.24
1.618	151.91
1.000	151.71
0.618	151.58
HIGH	151.38
0.618	151.25
0.500	151.22
0.382	151.18
LOW	151.05
0.618	150.85
1.000	150.72
1.618	150.52
2.618	150.19
4.250	149.65

Fisher Pivots for day following 08-Sep-2014
Pivot	1 day	3 day
R1	151.27	151.20
PP	151.24	151.09
S1	151.22	150.99

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

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