Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 10-Jul-2023

Day Change Summary
	Previous	Current
	07-Jul-2023	10-Jul-2023	Change	Change %	Previous Week
Open	131.32	131.02	-0.30	-0.2%	133.62
High	131.51	131.25	-0.26	-0.2%	134.14
Low	130.61	130.60	-0.01	0.0%	130.61
Close	131.12	131.07	-0.05	0.0%	131.12
Range	0.90	0.65	-0.25	-27.8%	3.53
ATR	1.14	1.10	-0.03	-3.1%	0.00
Volume	771,305	546,486	-224,819	-29.1%	3,238,922

Daily Pivots for day following 10-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	132.92	132.65	131.43
R3	132.27	132.00	131.25
R2	131.62	131.62	131.19
R1	131.35	131.35	131.13	131.49
PP	130.97	130.97	130.97	131.04
S1	130.70	130.70	131.01	130.84
S2	130.32	130.32	130.95
S3	129.67	130.05	130.89
S4	129.02	129.40	130.71

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	142.55	140.36	133.06
R3	139.02	136.83	132.09
R2	135.49	135.49	131.77
R1	133.30	133.30	131.44	132.63
PP	131.96	131.96	131.96	131.62
S1	129.77	129.77	130.80	129.10
S2	128.43	128.43	130.47
S3	124.90	126.24	130.15
S4	121.37	122.71	129.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.14	130.60	3.54	2.7%	1.09	0.8%	13%	False	True	757,081
10	135.00	130.60	4.40	3.4%	1.05	0.8%	11%	False	True	767,774
20	135.00	130.60	4.40	3.4%	1.10	0.8%	11%	False	True	770,568
40	136.50	130.60	5.90	4.5%	1.02	0.8%	8%	False	True	507,541
60	136.50	130.60	5.90	4.5%	0.94	0.7%	8%	False	True	338,438
80	138.27	130.60	7.67	5.9%	0.99	0.8%	6%	False	True	253,831
100	138.27	130.00	8.27	6.3%	0.81	0.6%	13%	False	False	203,065
120	138.27	130.00	8.27	6.3%	0.68	0.5%	13%	False	False	169,221

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	134.01
2.618	132.95
1.618	132.30
1.000	131.90
0.618	131.65
HIGH	131.25
0.618	131.00
0.500	130.93
0.382	130.85
LOW	130.60
0.618	130.20
1.000	129.95
1.618	129.55
2.618	128.90
4.250	127.84

Fisher Pivots for day following 10-Jul-2023
Pivot	1 day	3 day
R1	131.02	131.63
PP	130.97	131.44
S1	130.93	131.26

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

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