Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 17-Jul-2023

Day Change Summary
	Previous	Current
	14-Jul-2023	17-Jul-2023	Change	Change %	Previous Week
Open	133.16	132.78	-0.38	-0.3%	131.02
High	133.24	133.47	0.23	0.2%	133.30
Low	132.65	132.60	-0.05	0.0%	130.60
Close	132.81	132.99	0.18	0.1%	132.81
Range	0.59	0.87	0.28	47.5%	2.70
ATR	1.07	1.06	-0.01	-1.3%	0.00
Volume	489,339	479,135	-10,204	-2.1%	3,332,750

Daily Pivots for day following 17-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	135.63	135.18	133.47
R3	134.76	134.31	133.23
R2	133.89	133.89	133.15
R1	133.44	133.44	133.07	133.67
PP	133.02	133.02	133.02	133.13
S1	132.57	132.57	132.91	132.80
S2	132.15	132.15	132.83
S3	131.28	131.70	132.75
S4	130.41	130.83	132.51

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	140.34	139.27	134.30
R3	137.64	136.57	133.55
R2	134.94	134.94	133.31
R1	133.87	133.87	133.06	134.41
PP	132.24	132.24	132.24	132.50
S1	131.17	131.17	132.56	131.71
S2	129.54	129.54	132.32
S3	126.84	128.47	132.07
S4	124.14	125.77	131.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.47	130.82	2.65	2.0%	0.95	0.7%	82%	True	False	653,079
10	134.14	130.60	3.54	2.7%	1.02	0.8%	68%	False	False	705,080
20	135.00	130.60	4.40	3.3%	1.08	0.8%	54%	False	False	736,258
40	135.85	130.60	5.25	3.9%	1.05	0.8%	46%	False	False	588,897
60	136.50	130.60	5.90	4.4%	0.97	0.7%	41%	False	False	392,860
80	138.27	130.60	7.67	5.8%	0.90	0.7%	31%	False	False	294,648
100	138.27	130.00	8.27	6.2%	0.86	0.6%	36%	False	False	235,719
120	138.27	130.00	8.27	6.2%	0.72	0.5%	36%	False	False	196,433

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137.17
2.618	135.75
1.618	134.88
1.000	134.34
0.618	134.01
HIGH	133.47
0.618	133.14
0.500	133.04
0.382	132.93
LOW	132.60
0.618	132.06
1.000	131.73
1.618	131.19
2.618	130.32
4.250	128.90

Fisher Pivots for day following 17-Jul-2023
Pivot	1 day	3 day
R1	133.04	132.89
PP	133.02	132.79
S1	133.01	132.70

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

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