Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 27-Jul-2023

Day Change Summary
	Previous	Current
	26-Jul-2023	27-Jul-2023	Change	Change %	Previous Week
Open	133.54	133.14	-0.40	-0.3%	132.78
High	133.67	133.92	0.25	0.2%	134.88
Low	132.81	132.34	-0.47	-0.4%	132.60
Close	133.02	132.99	-0.03	0.0%	133.33
Range	0.86	1.58	0.72	83.7%	2.28
ATR	1.02	1.06	0.04	4.0%	0.00
Volume	898,756	897,454	-1,302	-0.1%	3,090,258

Daily Pivots for day following 27-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	137.82	136.99	133.86
R3	136.24	135.41	133.42
R2	134.66	134.66	133.28
R1	133.83	133.83	133.13	133.46
PP	133.08	133.08	133.08	132.90
S1	132.25	132.25	132.85	131.88
S2	131.50	131.50	132.70
S3	129.92	130.67	132.56
S4	128.34	129.09	132.12

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	132.34	1.67	1.3%	0.95	0.7%	39%	False	True	699,210
10	134.88	132.34	2.54	1.9%	0.99	0.7%	26%	False	True	648,837
20	134.88	130.60	4.28	3.2%	1.04	0.8%	56%	False	False	707,656
40	135.85	130.60	5.25	3.9%	1.06	0.8%	46%	False	False	724,283
60	136.50	130.60	5.90	4.4%	1.01	0.8%	41%	False	False	484,838
80	136.97	130.60	6.37	4.8%	0.94	0.7%	38%	False	False	363,646
100	138.27	130.00	8.27	6.2%	0.94	0.7%	36%	False	False	290,918
120	138.27	130.00	8.27	6.2%	0.79	0.6%	36%	False	False	242,432

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	140.64
2.618	138.06
1.618	136.48
1.000	135.50
0.618	134.90
HIGH	133.92
0.618	133.32
0.500	133.13
0.382	132.94
LOW	132.34
0.618	131.36
1.000	130.76
1.618	129.78
2.618	128.20
4.250	125.63

Fisher Pivots for day following 27-Jul-2023
Pivot	1 day	3 day
R1	133.13	133.13
PP	133.08	133.08
S1	133.04	133.04

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

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