Euro Bund Future December 2013

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

Day Change Summary
	Previous	Current
	20-Nov-2013	21-Nov-2013	Change	Change %	Previous Week
Open	141.31	140.77	-0.54	-0.4%	141.08
High	141.60	141.04	-0.56	-0.4%	141.77
Low	140.81	140.56	-0.25	-0.2%	140.53
Close	141.44	140.98	-0.46	-0.3%	141.63
Range	0.79	0.48	-0.31	-39.2%	1.24
ATR	0.60	0.62	0.02	3.4%	0.00
Volume	844,423	552,505	-291,918	-34.6%	2,737,758

Daily Pivots for day following 21-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	142.30	142.12	141.24
R3	141.82	141.64	141.11
R2	141.34	141.34	141.07
R1	141.16	141.16	141.02	141.25
PP	140.86	140.86	140.86	140.91
S1	140.68	140.68	140.94	140.77
S2	140.38	140.38	140.89
S3	139.90	140.20	140.85
S4	139.42	139.72	140.72

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	145.03	144.57	142.31
R3	143.79	143.33	141.97
R2	142.55	142.55	141.86
R1	142.09	142.09	141.74	142.32
PP	141.31	141.31	141.31	141.43
S1	140.85	140.85	141.52	141.08
S2	140.07	140.07	141.40
S3	138.83	139.61	141.29
S4	137.59	138.37	140.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141.95	140.56	1.39	1.0%	0.55	0.4%	30%	False	True	634,021
10	141.95	140.53	1.42	1.0%	0.57	0.4%	32%	False	False	577,536
20	142.32	140.53	1.79	1.3%	0.55	0.4%	25%	False	False	613,990
40	142.32	138.79	3.53	2.5%	0.55	0.4%	62%	False	False	597,873
60	142.32	136.42	5.90	4.2%	0.62	0.4%	77%	False	False	606,770
80	142.32	136.42	5.90	4.2%	0.63	0.4%	77%	False	False	456,700
100	142.37	136.42	5.95	4.2%	0.61	0.4%	77%	False	False	365,368
120	142.37	136.42	5.95	4.2%	0.62	0.4%	77%	False	False	304,484

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	0.12
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	143.08
2.618	142.30
1.618	141.82
1.000	141.52
0.618	141.34
HIGH	141.04
0.618	140.86
0.500	140.80
0.382	140.74
LOW	140.56
0.618	140.26
1.000	140.08
1.618	139.78
2.618	139.30
4.250	138.52

Fisher Pivots for day following 21-Nov-2013
Pivot	1 day	3 day
R1	140.92	141.24
PP	140.86	141.15
S1	140.80	141.07

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

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