Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 20-Jul-2023

Day Change Summary
	Previous	Current
	19-Jul-2023	20-Jul-2023	Change	Change %	Previous Week
Open	134.03	133.85	-0.18	-0.1%	131.02
High	134.88	133.87	-1.01	-0.7%	133.30
Low	133.50	132.83	-0.67	-0.5%	130.60
Close	133.70	133.01	-0.69	-0.5%	132.81
Range	1.38	1.04	-0.34	-24.6%	2.70
ATR	1.10	1.09	0.00	-0.4%	0.00
Volume	777,511	468,832	-308,679	-39.7%	3,332,750

Daily Pivots for day following 20-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	136.36	135.72	133.58
R3	135.32	134.68	133.30
R2	134.28	134.28	133.20
R1	133.64	133.64	133.11	133.44
PP	133.24	133.24	133.24	133.14
S1	132.60	132.60	132.91	132.40
S2	132.20	132.20	132.82
S3	131.16	131.56	132.72
S4	130.12	130.52	132.44

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	132.60	2.28	1.7%	1.02	0.8%	18%	False	False	598,465
10	134.88	130.60	4.28	3.2%	1.00	0.7%	56%	False	False	660,704
20	135.00	130.60	4.40	3.3%	1.10	0.8%	55%	False	False	729,686
40	135.85	130.60	5.25	3.9%	1.06	0.8%	46%	False	False	639,232
60	136.50	130.60	5.90	4.4%	1.01	0.8%	41%	False	False	426,591
80	138.10	130.60	7.50	5.6%	0.91	0.7%	32%	False	False	319,946
100	138.27	130.00	8.27	6.2%	0.89	0.7%	36%	False	False	255,958
120	138.27	130.00	8.27	6.2%	0.75	0.6%	36%	False	False	213,298

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	138.29
2.618	136.59
1.618	135.55
1.000	134.91
0.618	134.51
HIGH	133.87
0.618	133.47
0.500	133.35
0.382	133.23
LOW	132.83
0.618	132.19
1.000	131.79
1.618	131.15
2.618	130.11
4.250	128.41

Fisher Pivots for day following 20-Jul-2023
Pivot	1 day	3 day
R1	133.35	133.86
PP	133.24	133.57
S1	133.12	133.29

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

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