Euro Bund Future September 2014

Trading Metrics calculated at close of trading on 14-Aug-2014

Day Change Summary
	Previous	Current
	13-Aug-2014	14-Aug-2014	Change	Change %	Previous Week
Open	149.24	149.88	0.64	0.4%	148.40
High	149.87	150.16	0.29	0.2%	149.84
Low	149.07	149.79	0.72	0.5%	147.84
Close	149.73	149.92	0.19	0.1%	149.48
Range	0.80	0.37	-0.43	-53.8%	2.00
ATR	0.57	0.56	-0.01	-1.8%	0.00
Volume	719,442	719,442	0	0.0%	3,278,638

Daily Pivots for day following 14-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	151.07	150.86	150.12
R3	150.70	150.49	150.02
R2	150.33	150.33	149.99
R1	150.12	150.12	149.95	150.23
PP	149.96	149.96	149.96	150.01
S1	149.75	149.75	149.89	149.86
S2	149.59	149.59	149.85
S3	149.22	149.38	149.82
S4	148.85	149.01	149.72

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	150.16	149.07	1.09	0.7%	0.50	0.3%	78%	True	False	606,959
10	150.16	147.74	2.42	1.6%	0.57	0.4%	90%	True	False	627,524
20	150.16	147.65	2.51	1.7%	0.55	0.4%	90%	True	False	618,952
40	150.16	145.66	4.50	3.0%	0.51	0.3%	95%	True	False	562,023
60	150.16	144.03	6.13	4.1%	0.54	0.4%	96%	True	False	536,032
80	150.16	142.49	7.67	5.1%	0.52	0.3%	97%	True	False	403,035
100	150.16	141.43	8.73	5.8%	0.44	0.3%	97%	True	False	322,429
120	150.16	140.68	9.48	6.3%	0.41	0.3%	97%	True	False	268,691

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	151.73
2.618	151.13
1.618	150.76
1.000	150.53
0.618	150.39
HIGH	150.16
0.618	150.02
0.500	149.98
0.382	149.93
LOW	149.79
0.618	149.56
1.000	149.42
1.618	149.19
2.618	148.82
4.250	148.22

Fisher Pivots for day following 14-Aug-2014
Pivot	1 day	3 day
R1	149.98	149.82
PP	149.96	149.72
S1	149.94	149.62

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

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