Euro Bund Future March 2014

Trading Metrics calculated at close of trading on 04-Mar-2014

Day Change Summary
	Previous	Current
	03-Mar-2014	04-Mar-2014	Change	Change %	Previous Week
Open	144.95	145.00	0.05	0.0%	143.97
High	145.40	145.00	-0.40	-0.3%	145.33
Low	144.84	144.60	-0.24	-0.2%	143.49
Close	145.14	144.76	-0.38	-0.3%	144.38
Range	0.56	0.40	-0.16	-28.6%	1.84
ATR	0.68	0.67	-0.01	-1.5%	0.00
Volume	1,414,561	710,493	-704,068	-49.8%	4,987,805

Daily Pivots for day following 04-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	145.99	145.77	144.98
R3	145.59	145.37	144.87
R2	145.19	145.19	144.83
R1	144.97	144.97	144.80	144.88
PP	144.79	144.79	144.79	144.74
S1	144.57	144.57	144.72	144.48
S2	144.39	144.39	144.69
S3	143.99	144.17	144.65
S4	143.59	143.77	144.54

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	149.92	148.99	145.39
R3	148.08	147.15	144.89
R2	146.24	146.24	144.72
R1	145.31	145.31	144.55	145.78
PP	144.40	144.40	144.40	144.63
S1	143.47	143.47	144.21	143.94
S2	142.56	142.56	144.04
S3	140.72	141.63	143.87
S4	138.88	139.79	143.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145.40	143.90	1.50	1.0%	0.72	0.5%	57%	False	False	1,137,048
10	145.40	143.41	1.99	1.4%	0.66	0.5%	68%	False	False	897,769
20	145.40	143.09	2.31	1.6%	0.60	0.4%	72%	False	False	793,878
40	145.40	139.08	6.32	4.4%	0.59	0.4%	90%	False	False	748,265
60	145.40	138.68	6.72	4.6%	0.57	0.4%	90%	False	False	648,880
80	145.40	138.68	6.72	4.6%	0.55	0.4%	90%	False	False	493,202
100	145.40	138.68	6.72	4.6%	0.52	0.4%	90%	False	False	394,736

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.10
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	146.70
2.618	146.05
1.618	145.65
1.000	145.40
0.618	145.25
HIGH	145.00
0.618	144.85
0.500	144.80
0.382	144.75
LOW	144.60
0.618	144.35
1.000	144.20
1.618	143.95
2.618	143.55
4.250	142.90

Fisher Pivots for day following 04-Mar-2014
Pivot	1 day	3 day
R1	144.80	144.79
PP	144.79	144.78
S1	144.77	144.77

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

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