Euro Bund Future September 2013

Trading Metrics calculated at close of trading on 21-Aug-2013

Day Change Summary
	Previous	Current
	20-Aug-2013	21-Aug-2013	Change	Change %	Previous Week
Open	140.25	140.52	0.27	0.2%	142.44
High	140.68	140.69	0.01	0.0%	142.44
Low	140.14	139.96	-0.18	-0.1%	139.72
Close	140.61	140.14	-0.47	-0.3%	140.22
Range	0.54	0.73	0.19	35.2%	2.72
ATR	0.76	0.76	0.00	-0.3%	0.00
Volume	533,959	680,043	146,084	27.4%	3,242,165

Daily Pivots for day following 21-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	142.45	142.03	140.54
R3	141.72	141.30	140.34
R2	140.99	140.99	140.27
R1	140.57	140.57	140.21	140.42
PP	140.26	140.26	140.26	140.19
S1	139.84	139.84	140.07	139.69
S2	139.53	139.53	140.01
S3	138.80	139.11	139.94
S4	138.07	138.38	139.74

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	148.95	147.31	141.72
R3	146.23	144.59	140.97
R2	143.51	143.51	140.72
R1	141.87	141.87	140.47	141.33
PP	140.79	140.79	140.79	140.53
S1	139.15	139.15	139.97	138.61
S2	138.07	138.07	139.72
S3	135.35	136.43	139.47
S4	132.63	133.71	138.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141.01	139.71	1.30	0.9%	0.72	0.5%	33%	False	False	564,974
10	142.71	139.71	3.00	2.1%	0.72	0.5%	14%	False	False	583,576
20	143.29	139.71	3.58	2.6%	0.72	0.5%	12%	False	False	594,179
40	144.37	139.71	4.66	3.3%	0.72	0.5%	9%	False	False	598,108
60	144.44	139.71	4.73	3.4%	0.73	0.5%	9%	False	False	654,075
80	147.53	139.71	7.82	5.6%	0.73	0.5%	5%	False	False	492,766
100	147.53	139.71	7.82	5.6%	0.70	0.5%	5%	False	False	394,400
120	147.53	139.71	7.82	5.6%	0.65	0.5%	5%	False	False	328,678

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	143.79
2.618	142.60
1.618	141.87
1.000	141.42
0.618	141.14
HIGH	140.69
0.618	140.41
0.500	140.33
0.382	140.24
LOW	139.96
0.618	139.51
1.000	139.23
1.618	138.78
2.618	138.05
4.250	136.86

Fisher Pivots for day following 21-Aug-2013
Pivot	1 day	3 day
R1	140.33	140.20
PP	140.26	140.18
S1	140.20	140.16

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

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