Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 18-Jul-2023

Day Change Summary
	Previous	Current
	17-Jul-2023	18-Jul-2023	Change	Change %	Previous Week
Open	132.78	133.08	0.30	0.2%	131.02
High	133.47	134.32	0.85	0.6%	133.30
Low	132.60	133.08	0.48	0.4%	130.60
Close	132.99	134.26	1.27	1.0%	132.81
Range	0.87	1.24	0.37	42.5%	2.70
ATR	1.06	1.08	0.02	1.8%	0.00
Volume	479,135	777,511	298,376	62.3%	3,332,750

Daily Pivots for day following 18-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	137.61	137.17	134.94
R3	136.37	135.93	134.60
R2	135.13	135.13	134.49
R1	134.69	134.69	134.37	134.91
PP	133.89	133.89	133.89	134.00
S1	133.45	133.45	134.15	133.67
S2	132.65	132.65	134.03
S3	131.41	132.21	133.92
S4	130.17	130.97	133.58

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	134.32	130.99	3.33	2.5%	1.04	0.8%	98%	True	False	671,838
10	134.32	130.60	3.72	2.8%	1.04	0.8%	98%	True	False	719,743
20	135.00	130.60	4.40	3.3%	1.09	0.8%	83%	False	False	737,396
40	135.85	130.60	5.25	3.9%	1.04	0.8%	70%	False	False	608,308
60	136.50	130.60	5.90	4.4%	0.99	0.7%	62%	False	False	405,819
80	138.10	130.60	7.50	5.6%	0.90	0.7%	49%	False	False	304,367
100	138.27	130.00	8.27	6.2%	0.87	0.6%	52%	False	False	243,494
120	138.27	130.00	8.27	6.2%	0.73	0.5%	52%	False	False	202,912

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 3 trading days

Fibonacci Retracements and Extensions
4.250	139.59
2.618	137.57
1.618	136.33
1.000	135.56
0.618	135.09
HIGH	134.32
0.618	133.85
0.500	133.70
0.382	133.55
LOW	133.08
0.618	132.31
1.000	131.84
1.618	131.07
2.618	129.83
4.250	127.81

Fisher Pivots for day following 18-Jul-2023
Pivot	1 day	3 day
R1	134.07	133.99
PP	133.89	133.73
S1	133.70	133.46

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

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