Euro Bund Future March 2014

Trading Metrics calculated at close of trading on 08-Nov-2013

Day Change Summary
	Previous	Current
	07-Nov-2013	08-Nov-2013	Change	Change %	Previous Week
Open	141.13	141.87	0.74	0.5%	141.91
High	141.97	141.99	0.02	0.0%	142.03
Low	141.13	140.93	-0.20	-0.1%	140.93
Close	141.90	141.06	-0.84	-0.6%	141.06
Range	0.84	1.06	0.22	26.2%	1.10
ATR	0.50	0.54	0.04	8.1%	0.00
Volume	408	429	21	5.1%	2,125

Daily Pivots for day following 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	144.51	143.84	141.64
R3	143.45	142.78	141.35
R2	142.39	142.39	141.25
R1	141.72	141.72	141.16	141.53
PP	141.33	141.33	141.33	141.23
S1	140.66	140.66	140.96	140.47
S2	140.27	140.27	140.87
S3	139.21	139.60	140.77
S4	138.15	138.54	140.48

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	144.64	143.95	141.67
R3	143.54	142.85	141.36
R2	142.44	142.44	141.26
R1	141.75	141.75	141.16	141.55
PP	141.34	141.34	141.34	141.24
S1	140.65	140.65	140.96	140.45
S2	140.24	140.24	140.86
S3	139.14	139.55	140.76
S4	138.04	138.45	140.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142.03	140.93	1.10	0.8%	0.61	0.4%	12%	False	True	425
10	142.25	140.92	1.33	0.9%	0.52	0.4%	11%	False	False	1,907
20	142.25	138.70	3.55	2.5%	0.45	0.3%	66%	False	False	973
40	142.25	137.47	4.78	3.4%	0.43	0.3%	75%	False	False	505

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.03
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	146.50
2.618	144.77
1.618	143.71
1.000	143.05
0.618	142.65
HIGH	141.99
0.618	141.59
0.500	141.46
0.382	141.33
LOW	140.93
0.618	140.27
1.000	139.87
1.618	139.21
2.618	138.15
4.250	136.43

Fisher Pivots for day following 08-Nov-2013
Pivot	1 day	3 day
R1	141.46	141.46
PP	141.33	141.33
S1	141.19	141.19

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

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