Euro Bund Future December 2014

Trading Metrics calculated at close of trading on 20-Aug-2014

Day Change Summary
	Previous	Current
	19-Aug-2014	20-Aug-2014	Change	Change %	Previous Week
Open	148.02	148.20	0.18	0.1%	147.37
High	148.35	148.47	0.12	0.1%	148.78
Low	147.97	148.13	0.16	0.1%	147.20
Close	148.23	148.44	0.21	0.1%	148.53
Range	0.38	0.34	-0.04	-10.5%	1.58
ATR	0.49	0.48	-0.01	-2.2%	0.00
Volume	5,262	7,450	2,188	41.6%	36,540

Daily Pivots for day following 20-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	149.37	149.24	148.63
R3	149.03	148.90	148.53
R2	148.69	148.69	148.50
R1	148.56	148.56	148.47	148.63
PP	148.35	148.35	148.35	148.38
S1	148.22	148.22	148.41	148.29
S2	148.01	148.01	148.38
S3	147.67	147.88	148.35
S4	147.33	147.54	148.25

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	152.91	152.30	149.40
R3	151.33	150.72	148.96
R2	149.75	149.75	148.82
R1	149.14	149.14	148.67	149.45
PP	148.17	148.17	148.17	148.32
S1	147.56	147.56	148.39	147.87
S2	146.59	146.59	148.24
S3	145.01	145.98	148.10
S4	143.43	144.40	147.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	148.78	147.94	0.84	0.6%	0.45	0.3%	60%	False	False	8,461
10	148.78	146.98	1.80	1.2%	0.47	0.3%	81%	False	False	5,512
20	148.78	145.82	2.96	2.0%	0.48	0.3%	89%	False	False	3,156
40	148.78	144.28	4.50	3.0%	0.38	0.3%	92%	False	False	1,649

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.06
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	149.92
2.618	149.36
1.618	149.02
1.000	148.81
0.618	148.68
HIGH	148.47
0.618	148.34
0.500	148.30
0.382	148.26
LOW	148.13
0.618	147.92
1.000	147.79
1.618	147.58
2.618	147.24
4.250	146.69

Fisher Pivots for day following 20-Aug-2014
Pivot	1 day	3 day
R1	148.39	148.36
PP	148.35	148.29
S1	148.30	148.21

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

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