Euro Bund Future March 2014

Trading Metrics calculated at close of trading on 06-Mar-2014

Day Change Summary
	Previous	Current
	05-Mar-2014	06-Mar-2014	Change	Change %	Previous Week
Open	144.67	144.59	-0.08	-0.1%	143.97
High	144.75	144.61	-0.14	-0.1%	145.33
Low	144.38	144.39	0.01	0.0%	143.49
Close	144.70	144.47	-0.23	-0.2%	144.38
Range	0.37	0.22	-0.15	-40.5%	1.84
ATR	0.65	0.62	-0.02	-3.7%	0.00
Volume	47,556	15,389	-32,167	-67.6%	4,987,805

Daily Pivots for day following 06-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	145.15	145.03	144.59
R3	144.93	144.81	144.53
R2	144.71	144.71	144.51
R1	144.59	144.59	144.49	144.54
PP	144.49	144.49	144.49	144.47
S1	144.37	144.37	144.45	144.32
S2	144.27	144.27	144.43
S3	144.05	144.15	144.41
S4	143.83	143.93	144.35

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	144.18	1.22	0.8%	0.51	0.4%	24%	False	False	706,422
10	145.40	143.45	1.95	1.3%	0.58	0.4%	52%	False	False	764,183
20	145.40	143.09	2.31	1.6%	0.58	0.4%	60%	False	False	702,334
40	145.40	139.26	6.14	4.3%	0.58	0.4%	85%	False	False	719,472
60	145.40	138.68	6.72	4.7%	0.56	0.4%	86%	False	False	626,948
80	145.40	138.68	6.72	4.7%	0.55	0.4%	86%	False	False	493,978
100	145.40	138.68	6.72	4.7%	0.52	0.4%	86%	False	False	395,365

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.07
Narrowest range in 81 trading days

Fibonacci Retracements and Extensions
4.250	145.55
2.618	145.19
1.618	144.97
1.000	144.83
0.618	144.75
HIGH	144.61
0.618	144.53
0.500	144.50
0.382	144.47
LOW	144.39
0.618	144.25
1.000	144.17
1.618	144.03
2.618	143.81
4.250	143.46

Fisher Pivots for day following 06-Mar-2014
Pivot	1 day	3 day
R1	144.50	144.69
PP	144.49	144.62
S1	144.48	144.54

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

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