Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 28-Jun-2023

Day Change Summary
	Previous	Current
	27-Jun-2023	28-Jun-2023	Change	Change %	Previous Week
Open	134.82	134.24	-0.58	-0.4%	132.58
High	135.00	134.85	-0.15	-0.1%	134.68
Low	134.08	133.92	-0.16	-0.1%	132.47
Close	134.16	134.58	0.42	0.3%	134.28
Range	0.92	0.93	0.01	1.1%	2.21
ATR	1.11	1.09	-0.01	-1.1%	0.00
Volume	707,964	723,194	15,230	2.2%	3,027,284

Daily Pivots for day following 28-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	137.24	136.84	135.09
R3	136.31	135.91	134.84
R2	135.38	135.38	134.75
R1	134.98	134.98	134.67	135.18
PP	134.45	134.45	134.45	134.55
S1	134.05	134.05	134.49	134.25
S2	133.52	133.52	134.41
S3	132.59	133.12	134.32
S4	131.66	132.19	134.07

Weekly Pivots for week ending 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	140.44	139.57	135.50
R3	138.23	137.36	134.89
R2	136.02	136.02	134.69
R1	135.15	135.15	134.48	135.59
PP	133.81	133.81	133.81	134.03
S1	132.94	132.94	134.08	133.38
S2	131.60	131.60	133.87
S3	129.39	130.73	133.67
S4	127.18	128.52	133.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135.00	132.47	2.53	1.9%	1.19	0.9%	83%	False	False	787,332
10	135.00	132.18	2.82	2.1%	1.11	0.8%	85%	False	False	788,545
20	135.85	132.18	3.67	2.7%	1.08	0.8%	65%	False	False	740,911
40	136.50	132.12	4.38	3.3%	1.00	0.7%	56%	False	False	373,429
60	136.97	132.12	4.85	3.6%	0.91	0.7%	51%	False	False	248,976
80	138.27	130.00	8.27	6.1%	0.92	0.7%	55%	False	False	186,734
100	138.27	130.00	8.27	6.1%	0.74	0.6%	55%	False	False	149,387
120	138.27	130.00	8.27	6.1%	0.62	0.5%	55%	False	False	124,489

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	138.80
2.618	137.28
1.618	136.35
1.000	135.78
0.618	135.42
HIGH	134.85
0.618	134.49
0.500	134.39
0.382	134.28
LOW	133.92
0.618	133.35
1.000	132.99
1.618	132.42
2.618	131.49
4.250	129.97

Fisher Pivots for day following 28-Jun-2023
Pivot	1 day	3 day
R1	134.52	134.54
PP	134.45	134.50
S1	134.39	134.46

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

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