Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 26-Jul-2023

Day Change Summary
	Previous	Current
	25-Jul-2023	26-Jul-2023	Change	Change %	Previous Week
Open	133.52	133.54	0.02	0.0%	132.78
High	133.77	133.67	-0.10	-0.1%	134.88
Low	133.14	132.81	-0.33	-0.2%	132.60
Close	133.49	133.02	-0.47	-0.4%	133.33
Range	0.63	0.86	0.23	36.5%	2.28
ATR	1.03	1.02	-0.01	-1.2%	0.00
Volume	594,748	898,756	304,008	51.1%	3,090,258

Daily Pivots for day following 26-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	135.75	135.24	133.49
R3	134.89	134.38	133.26
R2	134.03	134.03	133.18
R1	133.52	133.52	133.10	133.35
PP	133.17	133.17	133.17	133.08
S1	132.66	132.66	132.94	132.49
S2	132.31	132.31	132.86
S3	131.45	131.80	132.78
S4	130.59	130.94	132.55

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	140.44	139.17	134.58
R3	138.16	136.89	133.96
R2	135.88	135.88	133.75
R1	134.61	134.61	133.54	135.25
PP	133.60	133.60	133.60	133.92
S1	132.33	132.33	133.12	132.97
S2	131.32	131.32	132.91
S3	129.04	130.05	132.70
S4	126.76	127.77	132.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.01	132.80	1.21	0.9%	0.84	0.6%	18%	False	False	613,485
10	134.88	131.92	2.96	2.2%	0.97	0.7%	37%	False	False	644,999
20	134.88	130.60	4.28	3.2%	1.01	0.8%	57%	False	False	698,943
40	135.85	130.60	5.25	3.9%	1.05	0.8%	46%	False	False	703,196
60	136.50	130.60	5.90	4.4%	1.01	0.8%	41%	False	False	469,887
80	136.97	130.60	6.37	4.8%	0.93	0.7%	38%	False	False	352,428
100	138.27	130.00	8.27	6.2%	0.93	0.7%	37%	False	False	281,944
120	138.27	130.00	8.27	6.2%	0.78	0.6%	37%	False	False	234,953

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137.33
2.618	135.92
1.618	135.06
1.000	134.53
0.618	134.20
HIGH	133.67
0.618	133.34
0.500	133.24
0.382	133.14
LOW	132.81
0.618	132.28
1.000	131.95
1.618	131.42
2.618	130.56
4.250	129.16

Fisher Pivots for day following 26-Jul-2023
Pivot	1 day	3 day
R1	133.24	133.41
PP	133.17	133.28
S1	133.09	133.15

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

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