Euro Bund Future September 2014

Trading Metrics calculated at close of trading on 09-Jul-2014

Day Change Summary
	Previous	Current
	08-Jul-2014	09-Jul-2014	Change	Change %	Previous Week
Open	146.88	147.40	0.52	0.4%	146.90
High	147.47	147.54	0.07	0.0%	147.25
Low	146.81	147.23	0.42	0.3%	145.85
Close	147.38	147.33	-0.05	0.0%	146.53
Range	0.66	0.31	-0.35	-53.0%	1.40
ATR	0.57	0.56	-0.02	-3.3%	0.00
Volume	436,753	759,989	323,236	74.0%	1,995,630

Daily Pivots for day following 09-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	148.30	148.12	147.50
R3	147.99	147.81	147.42
R2	147.68	147.68	147.39
R1	147.50	147.50	147.36	147.44
PP	147.37	147.37	147.37	147.33
S1	147.19	147.19	147.30	147.13
S2	147.06	147.06	147.27
S3	146.75	146.88	147.24
S4	146.44	146.57	147.16

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	150.74	150.04	147.30
R3	149.34	148.64	146.92
R2	147.94	147.94	146.79
R1	147.24	147.24	146.66	146.89
PP	146.54	146.54	146.54	146.37
S1	145.84	145.84	146.40	145.49
S2	145.14	145.14	146.27
S3	143.74	144.44	146.15
S4	142.34	143.04	145.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	147.54	145.85	1.69	1.1%	0.54	0.4%	88%	True	False	537,467
10	147.54	145.85	1.69	1.1%	0.50	0.3%	88%	True	False	524,911
20	147.54	144.58	2.96	2.0%	0.54	0.4%	93%	True	False	521,756
40	147.54	144.03	3.51	2.4%	0.56	0.4%	94%	True	False	421,821
60	147.54	142.46	5.08	3.4%	0.50	0.3%	96%	True	False	281,398
80	147.54	141.01	6.53	4.4%	0.41	0.3%	97%	True	False	211,049

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	0.10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	148.86
2.618	148.35
1.618	148.04
1.000	147.85
0.618	147.73
HIGH	147.54
0.618	147.42
0.500	147.39
0.382	147.35
LOW	147.23
0.618	147.04
1.000	146.92
1.618	146.73
2.618	146.42
4.250	145.91

Fisher Pivots for day following 09-Jul-2014
Pivot	1 day	3 day
R1	147.39	147.26
PP	147.37	147.19
S1	147.35	147.13

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

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