Euro Bund Future September 2014

Trading Metrics calculated at close of trading on 29-Aug-2014

Day Change Summary
	Previous	Current
	28-Aug-2014	29-Aug-2014	Change	Change %	Previous Week
Open	151.39	151.67	0.28	0.2%	150.41
High	151.83	151.71	-0.12	-0.1%	151.83
Low	151.24	151.26	0.02	0.0%	150.40
Close	151.58	151.54	-0.04	0.0%	151.54
Range	0.59	0.45	-0.14	-23.7%	1.43
ATR	0.56	0.55	-0.01	-1.4%	0.00
Volume	669,645	293,936	-375,709	-56.1%	2,924,702

Daily Pivots for day following 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	152.85	152.65	151.79
R3	152.40	152.20	151.66
R2	151.95	151.95	151.62
R1	151.75	151.75	151.58	151.63
PP	151.50	151.50	151.50	151.44
S1	151.30	151.30	151.50	151.18
S2	151.05	151.05	151.46
S3	150.60	150.85	151.42
S4	150.15	150.40	151.29

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	155.55	154.97	152.33
R3	154.12	153.54	151.93
R2	152.69	152.69	151.80
R1	152.11	152.11	151.67	152.40
PP	151.26	151.26	151.26	151.40
S1	150.68	150.68	151.41	150.97
S2	149.83	149.83	151.28
S3	148.40	149.25	151.15
S4	146.97	147.82	150.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151.83	150.40	1.43	0.9%	0.51	0.3%	80%	False	False	584,940
10	151.83	149.81	2.02	1.3%	0.48	0.3%	86%	False	False	546,955
20	151.83	147.84	3.99	2.6%	0.52	0.3%	93%	False	False	589,350
40	151.83	146.71	5.12	3.4%	0.51	0.3%	94%	False	False	574,855
60	151.83	144.58	7.25	4.8%	0.53	0.3%	96%	False	False	554,853
80	151.83	143.51	8.32	5.5%	0.53	0.4%	97%	False	False	476,778
100	151.83	141.99	9.84	6.5%	0.49	0.3%	97%	False	False	381,462
120	151.83	141.01	10.82	7.1%	0.43	0.3%	97%	False	False	317,885

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	0.10
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	153.62
2.618	152.89
1.618	152.44
1.000	152.16
0.618	151.99
HIGH	151.71
0.618	151.54
0.500	151.49
0.382	151.43
LOW	151.26
0.618	150.98
1.000	150.81
1.618	150.53
2.618	150.08
4.250	149.35

Fisher Pivots for day following 29-Aug-2014
Pivot	1 day	3 day
R1	151.52	151.49
PP	151.50	151.44
S1	151.49	151.39

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

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