Euro Bund Future September 2014

Trading Metrics calculated at close of trading on 03-Sep-2014

Day Change Summary
	Previous	Current
	02-Sep-2014	03-Sep-2014	Change	Change %	Previous Week
Open	151.52	151.03	-0.49	-0.3%	150.41
High	151.53	151.09	-0.44	-0.3%	151.83
Low	150.86	150.54	-0.32	-0.2%	150.40
Close	151.09	150.84	-0.25	-0.2%	151.54
Range	0.67	0.55	-0.12	-17.9%	1.43
ATR	0.56	0.56	0.00	-0.2%	0.00
Volume	1,470,221	1,578,682	108,461	7.4%	2,924,702

Daily Pivots for day following 03-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	152.47	152.21	151.14
R3	151.92	151.66	150.99
R2	151.37	151.37	150.94
R1	151.11	151.11	150.89	150.97
PP	150.82	150.82	150.82	150.75
S1	150.56	150.56	150.79	150.42
S2	150.27	150.27	150.74
S3	149.72	150.01	150.69
S4	149.17	149.46	150.54

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	150.54	1.29	0.9%	0.56	0.4%	23%	False	True	948,520
10	151.83	149.94	1.89	1.3%	0.52	0.3%	48%	False	False	755,117
20	151.83	148.19	3.64	2.4%	0.54	0.4%	73%	False	False	675,490
40	151.83	147.23	4.60	3.0%	0.51	0.3%	78%	False	False	626,779
60	151.83	144.58	7.25	4.8%	0.53	0.4%	86%	False	False	591,034
80	151.83	143.55	8.28	5.5%	0.54	0.4%	88%	False	False	514,872
100	151.83	142.46	9.37	6.2%	0.50	0.3%	89%	False	False	411,951
120	151.83	141.01	10.82	7.2%	0.44	0.3%	91%	False	False	343,292

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	153.43
2.618	152.53
1.618	151.98
1.000	151.64
0.618	151.43
HIGH	151.09
0.618	150.88
0.500	150.82
0.382	150.75
LOW	150.54
0.618	150.20
1.000	149.99
1.618	149.65
2.618	149.10
4.250	148.20

Fisher Pivots for day following 03-Sep-2014
Pivot	1 day	3 day
R1	150.83	151.13
PP	150.82	151.03
S1	150.82	150.94

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

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