Euro Bund Future September 2014

Trading Metrics calculated at close of trading on 13-Aug-2014

Day Change Summary
	Previous	Current
	12-Aug-2014	13-Aug-2014	Change	Change %	Previous Week
Open	149.31	149.24	-0.07	0.0%	148.40
High	149.54	149.87	0.33	0.2%	149.84
Low	149.25	149.07	-0.18	-0.1%	147.84
Close	149.37	149.73	0.36	0.2%	149.48
Range	0.29	0.80	0.51	175.9%	2.00
ATR	0.56	0.57	0.02	3.1%	0.00
Volume	695,009	719,442	24,433	3.5%	3,278,638

Daily Pivots for day following 13-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	151.96	151.64	150.17
R3	151.16	150.84	149.95
R2	150.36	150.36	149.88
R1	150.04	150.04	149.80	150.20
PP	149.56	149.56	149.56	149.64
S1	149.24	149.24	149.66	149.40
S2	148.76	148.76	149.58
S3	147.96	148.44	149.51
S4	147.16	147.64	149.29

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	155.05	154.27	150.58
R3	153.05	152.27	150.03
R2	151.05	151.05	149.85
R1	150.27	150.27	149.66	150.66
PP	149.05	149.05	149.05	149.25
S1	148.27	148.27	149.30	148.66
S2	147.05	147.05	149.11
S3	145.05	146.27	148.93
S4	143.05	144.27	148.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	149.87	148.86	1.01	0.7%	0.55	0.4%	86%	True	False	625,867
10	149.87	147.65	2.22	1.5%	0.59	0.4%	94%	True	False	636,906
20	149.87	147.65	2.22	1.5%	0.56	0.4%	94%	True	False	606,357
40	149.87	144.91	4.96	3.3%	0.52	0.3%	97%	True	False	558,950
60	149.87	144.03	5.84	3.9%	0.54	0.4%	98%	True	False	524,159
80	149.87	142.48	7.39	4.9%	0.52	0.3%	98%	True	False	394,042
100	149.87	141.34	8.53	5.7%	0.44	0.3%	98%	True	False	315,235

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	153.27
2.618	151.96
1.618	151.16
1.000	150.67
0.618	150.36
HIGH	149.87
0.618	149.56
0.500	149.47
0.382	149.38
LOW	149.07
0.618	148.58
1.000	148.27
1.618	147.78
2.618	146.98
4.250	145.67

Fisher Pivots for day following 13-Aug-2014
Pivot	1 day	3 day
R1	149.64	149.64
PP	149.56	149.56
S1	149.47	149.47

Download as Excel Spreadsheet

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

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