Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 20-Jun-2023

Day Change Summary
	Previous	Current
	16-Jun-2023	20-Jun-2023	Change	Change %	Previous Week
Open	132.77	132.58	-0.19	-0.1%	134.20
High	133.24	133.88	0.64	0.5%	134.77
Low	132.18	132.54	0.36	0.3%	132.18
Close	133.15	133.77	0.62	0.5%	133.15
Range	1.06	1.34	0.28	26.4%	2.59
ATR	1.07	1.09	0.02	1.8%	0.00
Volume	754,736	709,532	-45,204	-6.0%	4,119,589

Daily Pivots for day following 20-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	137.42	136.93	134.51
R3	136.08	135.59	134.14
R2	134.74	134.74	134.02
R1	134.25	134.25	133.89	134.50
PP	133.40	133.40	133.40	133.52
S1	132.91	132.91	133.65	133.16
S2	132.06	132.06	133.52
S3	130.72	131.57	133.40
S4	129.38	130.23	133.03

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	134.62	132.18	2.44	1.8%	1.18	0.9%	65%	False	False	830,301
10	134.95	132.18	2.77	2.1%	1.11	0.8%	57%	False	False	762,562
20	135.85	132.12	3.73	2.8%	1.02	0.8%	44%	False	False	514,443
40	136.50	132.12	4.38	3.3%	0.96	0.7%	38%	False	False	257,768
60	138.10	132.12	5.98	4.5%	0.85	0.6%	28%	False	False	171,849
80	138.27	130.00	8.27	6.2%	0.83	0.6%	46%	False	False	128,888
100	138.27	130.00	8.27	6.2%	0.68	0.5%	46%	False	False	103,111
120	138.27	130.00	8.27	6.2%	0.56	0.4%	46%	False	False	85,925

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.28
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	139.58
2.618	137.39
1.618	136.05
1.000	135.22
0.618	134.71
HIGH	133.88
0.618	133.37
0.500	133.21
0.382	133.05
LOW	132.54
0.618	131.71
1.000	131.20
1.618	130.37
2.618	129.03
4.250	126.85

Fisher Pivots for day following 20-Jun-2023
Pivot	1 day	3 day
R1	133.58	133.52
PP	133.40	133.28
S1	133.21	133.03

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

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