Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 21-Jun-2023

Day Change Summary
	Previous	Current
	20-Jun-2023	21-Jun-2023	Change	Change %	Previous Week
Open	132.58	133.69	1.11	0.8%	134.20
High	133.88	133.85	-0.03	0.0%	134.77
Low	132.54	133.12	0.58	0.4%	132.18
Close	133.77	133.42	-0.35	-0.3%	133.15
Range	1.34	0.73	-0.61	-45.5%	2.59
ATR	1.09	1.06	-0.03	-2.3%	0.00
Volume	709,532	691,013	-18,519	-2.6%	4,119,589

Daily Pivots for day following 21-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	135.65	135.27	133.82
R3	134.92	134.54	133.62
R2	134.19	134.19	133.55
R1	133.81	133.81	133.49	133.64
PP	133.46	133.46	133.46	133.38
S1	133.08	133.08	133.35	132.91
S2	132.73	132.73	133.29
S3	132.00	132.35	133.22
S4	131.27	131.62	133.02

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	133.88	132.18	1.70	1.3%	1.04	0.8%	73%	False	False	789,758
10	134.77	132.18	2.59	1.9%	1.07	0.8%	48%	False	False	761,614
20	135.85	132.12	3.73	2.8%	1.02	0.8%	35%	False	False	548,778
40	136.50	132.12	4.38	3.3%	0.96	0.7%	30%	False	False	275,043
60	138.10	132.12	5.98	4.5%	0.85	0.6%	22%	False	False	183,366
80	138.27	130.00	8.27	6.2%	0.84	0.6%	41%	False	False	137,526
100	138.27	130.00	8.27	6.2%	0.68	0.5%	41%	False	False	110,021
120	138.27	130.00	8.27	6.2%	0.57	0.4%	41%	False	False	91,684

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	136.95
2.618	135.76
1.618	135.03
1.000	134.58
0.618	134.30
HIGH	133.85
0.618	133.57
0.500	133.49
0.382	133.40
LOW	133.12
0.618	132.67
1.000	132.39
1.618	131.94
2.618	131.21
4.250	130.02

Fisher Pivots for day following 21-Jun-2023
Pivot	1 day	3 day
R1	133.49	133.29
PP	133.46	133.16
S1	133.44	133.03

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

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