Euro Bund Future September 2013

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

Day Change Summary
	Previous	Current
	04-Sep-2013	05-Sep-2013	Change	Change %	Previous Week
Open	139.74	139.43	-0.31	-0.2%	139.65
High	139.95	139.48	-0.47	-0.3%	140.95
Low	139.51	138.42	-1.09	-0.8%	139.57
Close	139.73	138.59	-1.14	-0.8%	140.66
Range	0.44	1.06	0.62	140.9%	1.38
ATR	0.75	0.79	0.04	5.3%	0.00
Volume	426,404	26,926	-399,478	-93.7%	3,151,512

Daily Pivots for day following 05-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	142.01	141.36	139.17
R3	140.95	140.30	138.88
R2	139.89	139.89	138.78
R1	139.24	139.24	138.69	139.04
PP	138.83	138.83	138.83	138.73
S1	138.18	138.18	138.49	137.98
S2	137.77	137.77	138.40
S3	136.71	137.12	138.30
S4	135.65	136.06	138.01

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	144.53	143.98	141.42
R3	143.15	142.60	141.04
R2	141.77	141.77	140.91
R1	141.22	141.22	140.79	141.50
PP	140.39	140.39	140.39	140.53
S1	139.84	139.84	140.53	140.12
S2	139.01	139.01	140.41
S3	137.63	138.46	140.28
S4	136.25	137.08	139.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140.94	138.42	2.52	1.8%	0.71	0.5%	7%	False	True	527,642
10	140.95	138.42	2.53	1.8%	0.72	0.5%	7%	False	True	557,394
20	142.71	138.42	4.29	3.1%	0.72	0.5%	4%	False	True	570,485
40	144.37	138.42	5.95	4.3%	0.70	0.5%	3%	False	True	582,851
60	144.37	138.42	5.95	4.3%	0.73	0.5%	3%	False	True	627,415
80	145.93	138.42	7.51	5.4%	0.73	0.5%	2%	False	True	562,047
100	147.53	138.42	9.11	6.6%	0.71	0.5%	2%	False	True	450,109
120	147.53	138.42	9.11	6.6%	0.69	0.5%	2%	False	True	375,126

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	143.99
2.618	142.26
1.618	141.20
1.000	140.54
0.618	140.14
HIGH	139.48
0.618	139.08
0.500	138.95
0.382	138.82
LOW	138.42
0.618	137.76
1.000	137.36
1.618	136.70
2.618	135.64
4.250	133.92

Fisher Pivots for day following 05-Sep-2013
Pivot	1 day	3 day
R1	138.95	139.35
PP	138.83	139.09
S1	138.71	138.84

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

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