Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 14-Jun-2023

Day Change Summary
	Previous	Current
	13-Jun-2023	14-Jun-2023	Change	Change %	Previous Week
Open	134.35	133.35	-1.00	-0.7%	134.68
High	134.62	133.71	-0.91	-0.7%	134.95
Low	133.18	132.90	-0.28	-0.2%	132.97
Close	133.65	133.29	-0.36	-0.3%	134.19
Range	1.44	0.81	-0.63	-43.8%	1.98
ATR	1.07	1.05	-0.02	-1.7%	0.00
Volume	893,727	723,180	-170,547	-19.1%	3,705,698

Daily Pivots for day following 14-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	135.73	135.32	133.74
R3	134.92	134.51	133.51
R2	134.11	134.11	133.44
R1	133.70	133.70	133.36	133.50
PP	133.30	133.30	133.30	133.20
S1	132.89	132.89	133.22	132.69
S2	132.49	132.49	133.14
S3	131.68	132.08	133.07
S4	130.87	131.27	132.84

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	139.98	139.06	135.28
R3	138.00	137.08	134.73
R2	136.02	136.02	134.55
R1	135.10	135.10	134.37	134.57
PP	134.04	134.04	134.04	133.77
S1	133.12	133.12	134.01	132.59
S2	132.06	132.06	133.83
S3	130.08	131.14	133.65
S4	128.10	129.16	133.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.77	132.90	1.87	1.4%	0.98	0.7%	21%	False	True	706,396
10	135.85	132.90	2.95	2.2%	1.02	0.8%	13%	False	True	751,549
20	135.85	132.12	3.73	2.8%	0.98	0.7%	31%	False	False	388,260
40	136.50	132.12	4.38	3.3%	0.89	0.7%	27%	False	False	194,403
60	138.27	132.12	6.15	4.6%	0.86	0.6%	19%	False	False	129,606
80	138.27	130.00	8.27	6.2%	0.79	0.6%	40%	False	False	97,205
100	138.27	130.00	8.27	6.2%	0.64	0.5%	40%	False	False	77,765
120	138.27	130.00	8.27	6.2%	0.53	0.4%	40%	False	False	64,804

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.25
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	137.15
2.618	135.83
1.618	135.02
1.000	134.52
0.618	134.21
HIGH	133.71
0.618	133.40
0.500	133.31
0.382	133.21
LOW	132.90
0.618	132.40
1.000	132.09
1.618	131.59
2.618	130.78
4.250	129.46

Fisher Pivots for day following 14-Jun-2023
Pivot	1 day	3 day
R1	133.31	133.84
PP	133.30	133.65
S1	133.30	133.47

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

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