Euro Bund Future September 2013

Trading Metrics calculated at close of trading on 24-Jun-2013

Day Change Summary
	Previous	Current
	21-Jun-2013	24-Jun-2013	Change	Change %	Previous Week
Open	141.94	140.85	-1.09	-0.8%	143.62
High	142.09	141.01	-1.08	-0.8%	143.99
Low	141.07	139.90	-1.17	-0.8%	141.07
Close	141.39	140.31	-1.08	-0.8%	141.39
Range	1.02	1.11	0.09	8.8%	2.92
ATR	0.85	0.89	0.05	5.4%	0.00
Volume	1,148,490	942,739	-205,751	-17.9%	4,542,795

Daily Pivots for day following 24-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	143.74	143.13	140.92
R3	142.63	142.02	140.62
R2	141.52	141.52	140.51
R1	140.91	140.91	140.41	140.66
PP	140.41	140.41	140.41	140.28
S1	139.80	139.80	140.21	139.55
S2	139.30	139.30	140.11
S3	138.19	138.69	140.00
S4	137.08	137.58	139.70

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	150.91	149.07	143.00
R3	147.99	146.15	142.19
R2	145.07	145.07	141.93
R1	143.23	143.23	141.66	142.69
PP	142.15	142.15	142.15	141.88
S1	140.31	140.31	141.12	139.77
S2	139.23	139.23	140.85
S3	136.31	137.39	140.59
S4	133.39	134.47	139.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.73	139.90	3.83	2.7%	0.96	0.7%	11%	False	True	972,216
10	143.99	139.90	4.09	2.9%	0.77	0.5%	10%	False	True	810,986
20	144.44	139.90	4.54	3.2%	0.77	0.5%	9%	False	True	731,754
40	147.53	139.90	7.63	5.4%	0.73	0.5%	5%	False	True	368,981
60	147.53	139.90	7.63	5.4%	0.68	0.5%	5%	False	True	246,283
80	147.53	139.90	7.63	5.4%	0.61	0.4%	5%	False	True	184,725

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.16
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	145.73
2.618	143.92
1.618	142.81
1.000	142.12
0.618	141.70
HIGH	141.01
0.618	140.59
0.500	140.46
0.382	140.32
LOW	139.90
0.618	139.21
1.000	138.79
1.618	138.10
2.618	136.99
4.250	135.18

Fisher Pivots for day following 24-Jun-2013
Pivot	1 day	3 day
R1	140.46	141.25
PP	140.41	140.94
S1	140.36	140.62

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

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