Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 16-Jun-2023

Day Change Summary
	Previous	Current
	15-Jun-2023	16-Jun-2023	Change	Change %	Previous Week
Open	133.26	132.77	-0.49	-0.4%	134.20
High	133.44	133.24	-0.20	-0.1%	134.77
Low	132.20	132.18	-0.02	0.0%	132.18
Close	132.69	133.15	0.46	0.3%	133.15
Range	1.24	1.06	-0.18	-14.5%	2.59
ATR	1.07	1.07	0.00	0.0%	0.00
Volume	1,070,333	754,736	-315,597	-29.5%	4,119,589

Daily Pivots for day following 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	136.04	135.65	133.73
R3	134.98	134.59	133.44
R2	133.92	133.92	133.34
R1	133.53	133.53	133.25	133.73
PP	132.86	132.86	132.86	132.95
S1	132.47	132.47	133.05	132.67
S2	131.80	131.80	132.96
S3	130.74	131.41	132.86
S4	129.68	130.35	132.57

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	141.14	139.73	134.57
R3	138.55	137.14	133.86
R2	135.96	135.96	133.62
R1	134.55	134.55	133.39	133.96
PP	133.37	133.37	133.37	133.07
S1	131.96	131.96	132.91	131.37
S2	130.78	130.78	132.68
S3	128.19	129.37	132.44
S4	125.60	126.78	131.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.77	132.18	2.59	1.9%	1.08	0.8%	37%	False	True	823,917
10	134.95	132.18	2.77	2.1%	1.06	0.8%	35%	False	True	782,528
20	135.85	132.12	3.73	2.8%	1.00	0.8%	28%	False	False	479,220
40	136.50	132.12	4.38	3.3%	0.94	0.7%	24%	False	False	240,030
60	138.10	132.12	5.98	4.5%	0.84	0.6%	17%	False	False	160,024
80	138.27	130.00	8.27	6.2%	0.82	0.6%	38%	False	False	120,019
100	138.27	130.00	8.27	6.2%	0.66	0.5%	38%	False	False	96,015
120	138.27	130.00	8.27	6.2%	0.55	0.4%	38%	False	False	80,013

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	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137.75
2.618	136.02
1.618	134.96
1.000	134.30
0.618	133.90
HIGH	133.24
0.618	132.84
0.500	132.71
0.382	132.58
LOW	132.18
0.618	131.52
1.000	131.12
1.618	130.46
2.618	129.40
4.250	127.68

Fisher Pivots for day following 16-Jun-2023
Pivot	1 day	3 day
R1	133.00	133.08
PP	132.86	133.01
S1	132.71	132.95

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

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