Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 19-Jul-2023

Day Change Summary
	Previous	Current
	18-Jul-2023	19-Jul-2023	Change	Change %	Previous Week
Open	133.08	134.03	0.95	0.7%	131.02
High	134.32	134.88	0.56	0.4%	133.30
Low	133.08	133.50	0.42	0.3%	130.60
Close	134.26	133.70	-0.56	-0.4%	132.81
Range	1.24	1.38	0.14	11.3%	2.70
ATR	1.08	1.10	0.02	2.0%	0.00
Volume	777,511	777,511	0	0.0%	3,332,750

Daily Pivots for day following 19-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	138.17	137.31	134.46
R3	136.79	135.93	134.08
R2	135.41	135.41	133.95
R1	134.55	134.55	133.83	134.29
PP	134.03	134.03	134.03	133.90
S1	133.17	133.17	133.57	132.91
S2	132.65	132.65	133.45
S3	131.27	131.79	133.32
S4	129.89	130.41	132.94

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	134.88	131.92	2.96	2.2%	1.09	0.8%	60%	True	False	676,513
10	134.88	130.60	4.28	3.2%	1.06	0.8%	72%	True	False	724,420
20	135.00	130.60	4.40	3.3%	1.09	0.8%	70%	False	False	740,795
40	135.85	130.60	5.25	3.9%	1.05	0.8%	59%	False	False	627,619
60	136.50	130.60	5.90	4.4%	1.00	0.7%	53%	False	False	418,777
80	138.10	130.60	7.50	5.6%	0.91	0.7%	41%	False	False	314,086
100	138.27	130.00	8.27	6.2%	0.88	0.7%	45%	False	False	251,269
120	138.27	130.00	8.27	6.2%	0.75	0.6%	45%	False	False	209,391

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	140.75
2.618	138.49
1.618	137.11
1.000	136.26
0.618	135.73
HIGH	134.88
0.618	134.35
0.500	134.19
0.382	134.03
LOW	133.50
0.618	132.65
1.000	132.12
1.618	131.27
2.618	129.89
4.250	127.64

Fisher Pivots for day following 19-Jul-2023
Pivot	1 day	3 day
R1	134.19	133.74
PP	134.03	133.73
S1	133.86	133.71

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

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