Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 03-Jul-2023

Day Change Summary
	Previous	Current
	30-Jun-2023	03-Jul-2023	Change	Change %	Previous Week
Open	133.52	133.62	0.10	0.1%	134.26
High	133.93	134.14	0.21	0.2%	135.00
Low	133.09	133.13	0.04	0.0%	133.09
Close	133.74	133.37	-0.37	-0.3%	133.74
Range	0.84	1.01	0.17	20.2%	1.91
ATR	1.10	1.09	-0.01	-0.6%	0.00
Volume	774,562	630,885	-143,677	-18.5%	3,892,335

Daily Pivots for day following 03-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	136.58	135.98	133.93
R3	135.57	134.97	133.65
R2	134.56	134.56	133.56
R1	133.96	133.96	133.46	133.76
PP	133.55	133.55	133.55	133.44
S1	132.95	132.95	133.28	132.75
S2	132.54	132.54	133.18
S3	131.53	131.94	133.09
S4	130.52	130.93	132.81

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	139.67	138.62	134.79
R3	137.76	136.71	134.27
R2	135.85	135.85	134.09
R1	134.80	134.80	133.92	134.37
PP	133.94	133.94	133.94	133.73
S1	132.89	132.89	133.56	132.46
S2	132.03	132.03	133.39
S3	130.12	130.98	133.21
S4	128.21	129.07	132.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135.00	133.09	1.91	1.4%	1.03	0.8%	15%	False	False	728,891
10	135.00	132.47	2.53	1.9%	1.13	0.8%	36%	False	False	755,050
20	135.00	132.18	2.82	2.1%	1.10	0.8%	42%	False	False	768,789
40	136.50	132.12	4.38	3.3%	0.99	0.7%	29%	False	False	428,744
60	136.97	132.12	4.85	3.6%	0.93	0.7%	26%	False	False	285,865
80	138.27	130.27	8.00	6.0%	0.95	0.7%	39%	False	False	214,400
100	138.27	130.00	8.27	6.2%	0.77	0.6%	41%	False	False	171,520
120	138.27	130.00	8.27	6.2%	0.65	0.5%	41%	False	False	142,934

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	138.43
2.618	136.78
1.618	135.77
1.000	135.15
0.618	134.76
HIGH	134.14
0.618	133.75
0.500	133.64
0.382	133.52
LOW	133.13
0.618	132.51
1.000	132.12
1.618	131.50
2.618	130.49
4.250	128.84

Fisher Pivots for day following 03-Jul-2023
Pivot	1 day	3 day
R1	133.64	133.94
PP	133.55	133.75
S1	133.46	133.56

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

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