Euro Bund Future September 2013

Trading Metrics calculated at close of trading on 26-Aug-2013

Day Change Summary
	Previous	Current
	23-Aug-2013	26-Aug-2013	Change	Change %	Previous Week
Open	139.77	139.65	-0.12	-0.1%	139.77
High	139.85	140.15	0.30	0.2%	140.69
Low	139.06	139.57	0.51	0.4%	139.06
Close	139.58	140.05	0.47	0.3%	139.58
Range	0.79	0.58	-0.21	-26.6%	1.63
ATR	0.76	0.74	-0.01	-1.7%	0.00
Volume	216,149	667,325	451,176	208.7%	2,751,924

Daily Pivots for day following 26-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	141.66	141.44	140.37
R3	141.08	140.86	140.21
R2	140.50	140.50	140.16
R1	140.28	140.28	140.10	140.39
PP	139.92	139.92	139.92	139.98
S1	139.70	139.70	140.00	139.81
S2	139.34	139.34	139.94
S3	138.76	139.12	139.89
S4	138.18	138.54	139.73

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	144.67	143.75	140.48
R3	143.04	142.12	140.03
R2	141.41	141.41	139.88
R1	140.49	140.49	139.73	140.14
PP	139.78	139.78	139.78	139.60
S1	138.86	138.86	139.43	138.51
S2	138.15	138.15	139.28
S3	136.52	137.23	139.13
S4	134.89	135.60	138.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140.69	139.06	1.63	1.2%	0.63	0.5%	61%	False	False	565,195
10	141.93	139.06	2.87	2.0%	0.73	0.5%	34%	False	False	587,471
20	143.29	139.06	4.23	3.0%	0.73	0.5%	23%	False	False	603,769
40	144.37	139.06	5.31	3.8%	0.69	0.5%	19%	False	False	590,786
60	144.37	139.06	5.31	3.8%	0.73	0.5%	19%	False	False	666,339
80	147.42	139.06	8.36	6.0%	0.73	0.5%	12%	False	False	512,820
100	147.53	139.06	8.47	6.0%	0.70	0.5%	12%	False	False	410,515
120	147.53	139.06	8.47	6.0%	0.66	0.5%	12%	False	False	342,111

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	142.62
2.618	141.67
1.618	141.09
1.000	140.73
0.618	140.51
HIGH	140.15
0.618	139.93
0.500	139.86
0.382	139.79
LOW	139.57
0.618	139.21
1.000	138.99
1.618	138.63
2.618	138.05
4.250	137.11

Fisher Pivots for day following 26-Aug-2013
Pivot	1 day	3 day
R1	139.99	139.90
PP	139.92	139.75
S1	139.86	139.61

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

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