Euro Bund Future September 2014

Trading Metrics calculated at close of trading on 05-Sep-2014

Day Change Summary
	Previous	Current
	04-Sep-2014	05-Sep-2014	Change	Change %	Previous Week
Open	150.95	150.63	-0.32	-0.2%	151.52
High	151.49	151.28	-0.21	-0.1%	151.53
Low	150.49	150.60	0.11	0.1%	150.49
Close	150.65	151.11	0.46	0.3%	151.11
Range	1.00	0.68	-0.32	-32.0%	1.04
ATR	0.59	0.60	0.01	1.0%	0.00
Volume	443,510	37,382	-406,128	-91.6%	3,529,795

Daily Pivots for day following 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	153.04	152.75	151.48
R3	152.36	152.07	151.30
R2	151.68	151.68	151.23
R1	151.39	151.39	151.17	151.54
PP	151.00	151.00	151.00	151.07
S1	150.71	150.71	151.05	150.86
S2	150.32	150.32	150.99
S3	149.64	150.03	150.92
S4	148.96	149.35	150.74

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	154.16	153.68	151.68
R3	153.12	152.64	151.40
R2	152.08	152.08	151.30
R1	151.60	151.60	151.21	151.32
PP	151.04	151.04	151.04	150.91
S1	150.56	150.56	151.01	150.28
S2	150.00	150.00	150.92
S3	148.96	149.52	150.82
S4	147.92	148.48	150.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151.71	150.49	1.22	0.8%	0.67	0.4%	51%	False	False	764,746
10	151.83	150.10	1.73	1.1%	0.60	0.4%	58%	False	False	683,621
20	151.83	149.07	2.76	1.8%	0.55	0.4%	74%	False	False	623,391
40	151.83	147.39	4.44	2.9%	0.53	0.4%	84%	False	False	608,186
60	151.83	144.90	6.93	4.6%	0.53	0.4%	90%	False	False	577,828
80	151.83	144.03	7.80	5.2%	0.55	0.4%	91%	False	False	520,500
100	151.83	142.46	9.37	6.2%	0.52	0.3%	92%	False	False	416,759
120	151.83	141.01	10.82	7.2%	0.45	0.3%	93%	False	False	347,300

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	0.11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	154.17
2.618	153.06
1.618	152.38
1.000	151.96
0.618	151.70
HIGH	151.28
0.618	151.02
0.500	150.94
0.382	150.86
LOW	150.60
0.618	150.18
1.000	149.92
1.618	149.50
2.618	148.82
4.250	147.71

Fisher Pivots for day following 05-Sep-2014
Pivot	1 day	3 day
R1	151.05	151.07
PP	151.00	151.03
S1	150.94	150.99

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

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