Euro Bund Future September 2014

Trading Metrics calculated at close of trading on 16-May-2014

Day Change Summary
	Previous	Current
	15-May-2014	16-May-2014	Change	Change %	Previous Week
Open	144.62	145.54	0.92	0.6%	143.53
High	145.63	145.59	-0.04	0.0%	145.63
Low	144.62	145.13	0.51	0.4%	143.51
Close	145.54	145.20	-0.34	-0.2%	145.20
Range	1.01	0.46	-0.55	-54.5%	2.12
ATR	0.47	0.47	0.00	-0.2%	0.00
Volume	13,639	4,500	-9,139	-67.0%	50,115

Daily Pivots for day following 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	146.69	146.40	145.45
R3	146.23	145.94	145.33
R2	145.77	145.77	145.28
R1	145.48	145.48	145.24	145.40
PP	145.31	145.31	145.31	145.26
S1	145.02	145.02	145.16	144.94
S2	144.85	144.85	145.12
S3	144.39	144.56	145.07
S4	143.93	144.10	144.95

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	151.14	150.29	146.37
R3	149.02	148.17	145.78
R2	146.90	146.90	145.59
R1	146.05	146.05	145.39	146.48
PP	144.78	144.78	144.78	144.99
S1	143.93	143.93	145.01	144.36
S2	142.66	142.66	144.81
S3	140.54	141.81	144.62
S4	138.42	139.69	144.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145.63	143.51	2.12	1.5%	0.57	0.4%	80%	False	False	10,023
10	145.63	143.20	2.43	1.7%	0.45	0.3%	82%	False	False	5,256
20	145.63	142.46	3.17	2.2%	0.43	0.3%	86%	False	False	2,699
40	145.63	141.01	4.62	3.2%	0.29	0.2%	91%	False	False	1,352

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.05
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	147.55
2.618	146.79
1.618	146.33
1.000	146.05
0.618	145.87
HIGH	145.59
0.618	145.41
0.500	145.36
0.382	145.31
LOW	145.13
0.618	144.85
1.000	144.67
1.618	144.39
2.618	143.93
4.250	143.18

Fisher Pivots for day following 16-May-2014
Pivot	1 day	3 day
R1	145.36	145.10
PP	145.31	145.00
S1	145.25	144.90

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

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