Euro Bund Future September 2013

Trading Metrics calculated at close of trading on 05-Aug-2013

Day Change Summary
	Previous	Current
	02-Aug-2013	05-Aug-2013	Change	Change %	Previous Week
Open	142.30	142.73	0.43	0.3%	142.57
High	142.81	142.95	0.14	0.1%	143.29
Low	141.67	142.11	0.44	0.3%	141.67
Close	142.60	142.22	-0.38	-0.3%	142.60
Range	1.14	0.84	-0.30	-26.3%	1.62
ATR	0.78	0.78	0.00	0.6%	0.00
Volume	459,866	427,754	-32,112	-7.0%	3,551,602

Daily Pivots for day following 05-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	144.95	144.42	142.68
R3	144.11	143.58	142.45
R2	143.27	143.27	142.37
R1	142.74	142.74	142.30	142.59
PP	142.43	142.43	142.43	142.35
S1	141.90	141.90	142.14	141.75
S2	141.59	141.59	142.07
S3	140.75	141.06	141.99
S4	139.91	140.22	141.76

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	147.38	146.61	143.49
R3	145.76	144.99	143.05
R2	144.14	144.14	142.90
R1	143.37	143.37	142.75	143.76
PP	142.52	142.52	142.52	142.71
S1	141.75	141.75	142.45	142.14
S2	140.90	140.90	142.30
S3	139.28	140.13	142.15
S4	137.66	138.51	141.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.29	141.67	1.62	1.1%	0.89	0.6%	34%	False	False	704,836
10	144.31	141.67	2.64	1.9%	0.85	0.6%	21%	False	False	662,262
20	144.37	141.67	2.70	1.9%	0.70	0.5%	20%	False	False	602,196
40	144.37	139.90	4.47	3.1%	0.75	0.5%	52%	False	False	675,140
60	145.93	139.90	6.03	4.2%	0.75	0.5%	38%	False	False	540,963
80	147.53	139.90	7.63	5.4%	0.71	0.5%	30%	False	False	406,226
100	147.53	139.90	7.63	5.4%	0.67	0.5%	30%	False	False	325,020

Crabel Price Patterns
NR	True
NR4	True
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	0.25
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	146.52
2.618	145.15
1.618	144.31
1.000	143.79
0.618	143.47
HIGH	142.95
0.618	142.63
0.500	142.53
0.382	142.43
LOW	142.11
0.618	141.59
1.000	141.27
1.618	140.75
2.618	139.91
4.250	138.54

Fisher Pivots for day following 05-Aug-2013
Pivot	1 day	3 day
R1	142.53	142.48
PP	142.43	142.39
S1	142.32	142.31

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

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