Euro Bund Future September 2014

Trading Metrics calculated at close of trading on 19-Aug-2014

Day Change Summary
	Previous	Current
	18-Aug-2014	19-Aug-2014	Change	Change %	Previous Week
Open	150.20	149.85	-0.35	-0.2%	149.22
High	150.27	150.25	-0.02	0.0%	150.70
Low	149.81	149.82	0.01	0.0%	149.07
Close	149.91	150.11	0.20	0.1%	150.41
Range	0.46	0.43	-0.03	-6.5%	1.63
ATR	0.58	0.57	-0.01	-1.9%	0.00
Volume	490,599	476,678	-13,921	-2.8%	3,038,827

Daily Pivots for day following 19-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	151.35	151.16	150.35
R3	150.92	150.73	150.23
R2	150.49	150.49	150.19
R1	150.30	150.30	150.15	150.40
PP	150.06	150.06	150.06	150.11
S1	149.87	149.87	150.07	149.97
S2	149.63	149.63	150.03
S3	149.20	149.44	149.99
S4	148.77	149.01	149.87

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	154.95	154.31	151.31
R3	153.32	152.68	150.86
R2	151.69	151.69	150.71
R1	151.05	151.05	150.56	151.37
PP	150.06	150.06	150.06	150.22
S1	149.42	149.42	150.26	149.74
S2	148.43	148.43	150.11
S3	146.80	147.79	149.96
S4	145.17	146.16	149.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150.70	149.07	1.63	1.1%	0.58	0.4%	64%	False	False	567,969
10	150.70	148.19	2.51	1.7%	0.57	0.4%	76%	False	False	595,864
20	150.70	147.65	3.05	2.0%	0.58	0.4%	81%	False	False	617,707
40	150.70	145.85	4.85	3.2%	0.51	0.3%	88%	False	False	564,649
60	150.70	144.03	6.67	4.4%	0.55	0.4%	91%	False	False	558,419
80	150.70	142.76	7.94	5.3%	0.52	0.3%	93%	False	False	420,546
100	150.70	141.43	9.27	6.2%	0.46	0.3%	94%	False	False	336,439
120	150.70	140.90	9.80	6.5%	0.42	0.3%	94%	False	False	280,366

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

Fibonacci Retracements and Extensions
4.250	152.08
2.618	151.38
1.618	150.95
1.000	150.68
0.618	150.52
HIGH	150.25
0.618	150.09
0.500	150.04
0.382	149.98
LOW	149.82
0.618	149.55
1.000	149.39
1.618	149.12
2.618	148.69
4.250	147.99

Fisher Pivots for day following 19-Aug-2014
Pivot	1 day	3 day
R1	150.09	150.26
PP	150.06	150.21
S1	150.04	150.16

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

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