Euro Bund Future March 2014

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

Day Change Summary
	Previous	Current
	25-Nov-2013	26-Nov-2013	Change	Change %	Previous Week
Open	141.05	141.60	0.55	0.4%	141.83
High	141.58	141.96	0.38	0.3%	142.07
Low	141.02	141.46	0.44	0.3%	140.69
Close	141.49	141.89	0.40	0.3%	141.08
Range	0.56	0.50	-0.06	-10.7%	1.38
ATR	0.55	0.54	0.00	-0.6%	0.00
Volume	37,171	31,877	-5,294	-14.2%	15,000

Daily Pivots for day following 26-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	143.27	143.08	142.17
R3	142.77	142.58	142.03
R2	142.27	142.27	141.98
R1	142.08	142.08	141.94	142.18
PP	141.77	141.77	141.77	141.82
S1	141.58	141.58	141.84	141.68
S2	141.27	141.27	141.80
S3	140.77	141.08	141.75
S4	140.27	140.58	141.62

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	145.42	144.63	141.84
R3	144.04	143.25	141.46
R2	142.66	142.66	141.33
R1	141.87	141.87	141.21	141.58
PP	141.28	141.28	141.28	141.13
S1	140.49	140.49	140.95	140.20
S2	139.90	139.90	140.83
S3	138.52	139.11	140.70
S4	137.14	137.73	140.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141.96	140.69	1.27	0.9%	0.53	0.4%	94%	True	False	15,688
10	142.07	140.65	1.42	1.0%	0.52	0.4%	87%	False	False	8,817
20	142.25	140.56	1.69	1.2%	0.52	0.4%	79%	False	False	4,754
40	142.25	138.70	3.55	2.5%	0.43	0.3%	90%	False	False	2,769

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	0.12
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144.09
2.618	143.27
1.618	142.77
1.000	142.46
0.618	142.27
HIGH	141.96
0.618	141.77
0.500	141.71
0.382	141.65
LOW	141.46
0.618	141.15
1.000	140.96
1.618	140.65
2.618	140.15
4.250	139.34

Fisher Pivots for day following 26-Nov-2013
Pivot	1 day	3 day
R1	141.83	141.73
PP	141.77	141.56
S1	141.71	141.40

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

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