Euro Bund Future December 2014

Trading Metrics calculated at close of trading on 26-Sep-2014

Day Change Summary
	Previous	Current
	25-Sep-2014	26-Sep-2014	Change	Change %	Previous Week
Open	148.90	149.51	0.61	0.4%	148.77
High	149.48	149.72	0.24	0.2%	149.72
Low	148.90	149.26	0.36	0.2%	148.57
Close	149.37	149.44	0.07	0.0%	149.44
Range	0.58	0.46	-0.12	-20.7%	1.15
ATR	0.59	0.58	-0.01	-1.6%	0.00
Volume	724,833	568,402	-156,431	-21.6%	3,101,976

Daily Pivots for day following 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	150.85	150.61	149.69
R3	150.39	150.15	149.57
R2	149.93	149.93	149.52
R1	149.69	149.69	149.48	149.58
PP	149.47	149.47	149.47	149.42
S1	149.23	149.23	149.40	149.12
S2	149.01	149.01	149.36
S3	148.55	148.77	149.31
S4	148.09	148.31	149.19

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	152.69	152.22	150.07
R3	151.54	151.07	149.76
R2	150.39	150.39	149.65
R1	149.92	149.92	149.55	150.16
PP	149.24	149.24	149.24	149.36
S1	148.77	148.77	149.33	149.01
S2	148.09	148.09	149.23
S3	146.94	147.62	149.12
S4	145.79	146.47	148.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	149.72	148.57	1.15	0.8%	0.45	0.3%	76%	True	False	620,395
10	149.72	147.63	2.09	1.4%	0.57	0.4%	87%	True	False	657,646
20	149.79	147.63	2.16	1.4%	0.59	0.4%	84%	False	False	703,671
40	149.91	145.88	4.03	2.7%	0.54	0.4%	88%	False	False	357,444
60	149.91	144.87	5.04	3.4%	0.47	0.3%	91%	False	False	238,401
80	149.91	142.90	7.01	4.7%	0.40	0.3%	93%	False	False	178,803

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	0.15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	151.68
2.618	150.92
1.618	150.46
1.000	150.18
0.618	150.00
HIGH	149.72
0.618	149.54
0.500	149.49
0.382	149.44
LOW	149.26
0.618	148.98
1.000	148.80
1.618	148.52
2.618	148.06
4.250	147.31

Fisher Pivots for day following 26-Sep-2014
Pivot	1 day	3 day
R1	149.49	149.38
PP	149.47	149.31
S1	149.46	149.25

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

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