Euro Bund Future September 2014

Trading Metrics calculated at close of trading on 02-Sep-2014

Day Change Summary
	Previous	Current
	29-Aug-2014	02-Sep-2014	Change	Change %	Previous Week
Open	151.67	151.52	-0.15	-0.1%	150.41
High	151.71	151.53	-0.18	-0.1%	151.83
Low	151.26	150.86	-0.40	-0.3%	150.40
Close	151.54	151.09	-0.45	-0.3%	151.54
Range	0.45	0.67	0.22	48.9%	1.43
ATR	0.55	0.56	0.01	1.6%	0.00
Volume	293,936	1,470,221	1,176,285	400.2%	2,924,702

Daily Pivots for day following 02-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	153.17	152.80	151.46
R3	152.50	152.13	151.27
R2	151.83	151.83	151.21
R1	151.46	151.46	151.15	151.31
PP	151.16	151.16	151.16	151.09
S1	150.79	150.79	151.03	150.64
S2	150.49	150.49	150.97
S3	149.82	150.12	150.91
S4	149.15	149.45	150.72

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	150.76	1.07	0.7%	0.50	0.3%	31%	False	False	767,173
10	151.83	149.82	2.01	1.3%	0.50	0.3%	63%	False	False	644,917
20	151.83	147.84	3.99	2.6%	0.54	0.4%	81%	False	False	635,314
40	151.83	146.81	5.02	3.3%	0.52	0.3%	85%	False	False	598,231
60	151.83	144.58	7.25	4.8%	0.53	0.3%	90%	False	False	573,781
80	151.83	143.51	8.32	5.5%	0.54	0.4%	91%	False	False	495,155
100	151.83	141.99	9.84	6.5%	0.50	0.3%	92%	False	False	396,164
120	151.83	141.01	10.82	7.2%	0.44	0.3%	93%	False	False	330,137

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.09
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	154.38
2.618	153.28
1.618	152.61
1.000	152.20
0.618	151.94
HIGH	151.53
0.618	151.27
0.500	151.20
0.382	151.12
LOW	150.86
0.618	150.45
1.000	150.19
1.618	149.78
2.618	149.11
4.250	148.01

Fisher Pivots for day following 02-Sep-2014
Pivot	1 day	3 day
R1	151.20	151.35
PP	151.16	151.26
S1	151.13	151.18

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

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