Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 12-Jul-2023

Day Change Summary
	Previous	Current
	11-Jul-2023	12-Jul-2023	Change	Change %	Previous Week
Open	131.17	131.15	-0.02	0.0%	133.62
High	131.58	132.13	0.55	0.4%	134.14
Low	130.82	130.99	0.17	0.1%	130.61
Close	130.95	131.95	1.00	0.8%	131.12
Range	0.76	1.14	0.38	50.0%	3.53
ATR	1.08	1.09	0.01	0.7%	0.00
Volume	683,717	754,135	70,418	10.3%	3,238,922

Daily Pivots for day following 12-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	135.11	134.67	132.58
R3	133.97	133.53	132.26
R2	132.83	132.83	132.16
R1	132.39	132.39	132.05	132.61
PP	131.69	131.69	131.69	131.80
S1	131.25	131.25	131.85	131.47
S2	130.55	130.55	131.74
S3	129.41	130.11	131.64
S4	128.27	128.97	131.32

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	132.65	130.60	2.05	1.6%	1.03	0.8%	66%	False	False	772,327
10	134.85	130.60	4.25	3.2%	1.06	0.8%	32%	False	False	752,886
20	135.00	130.60	4.40	3.3%	1.11	0.8%	31%	False	False	779,242
40	135.85	130.60	5.25	4.0%	1.02	0.8%	26%	False	False	543,449
60	136.50	130.60	5.90	4.5%	0.94	0.7%	23%	False	False	362,401
80	138.27	130.60	7.67	5.8%	0.95	0.7%	18%	False	False	271,804
100	138.27	130.00	8.27	6.3%	0.83	0.6%	24%	False	False	217,444
120	138.27	130.00	8.27	6.3%	0.70	0.5%	24%	False	False	181,203

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	136.98
2.618	135.11
1.618	133.97
1.000	133.27
0.618	132.83
HIGH	132.13
0.618	131.69
0.500	131.56
0.382	131.43
LOW	130.99
0.618	130.29
1.000	129.85
1.618	129.15
2.618	128.01
4.250	126.15

Fisher Pivots for day following 12-Jul-2023
Pivot	1 day	3 day
R1	131.82	131.76
PP	131.69	131.56
S1	131.56	131.37

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

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