Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 31-Jul-2023

Day Change Summary
	Previous	Current
	28-Jul-2023	31-Jul-2023	Change	Change %	Previous Week
Open	132.51	132.82	0.31	0.2%	133.12
High	133.34	133.05	-0.29	-0.2%	134.01
Low	131.81	132.42	0.61	0.5%	131.81
Close	132.98	133.00	0.02	0.0%	132.98
Range	1.53	0.63	-0.90	-58.8%	2.20
ATR	1.09	1.06	-0.03	-3.0%	0.00
Volume	610,519	610,519	0	0.0%	3,519,301

Daily Pivots for day following 31-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	134.71	134.49	133.35
R3	134.08	133.86	133.17
R2	133.45	133.45	133.12
R1	133.23	133.23	133.06	133.34
PP	132.82	132.82	132.82	132.88
S1	132.60	132.60	132.94	132.71
S2	132.19	132.19	132.88
S3	131.56	131.97	132.83
S4	130.93	131.34	132.65

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	139.53	138.46	134.19
R3	137.33	136.26	133.59
R2	135.13	135.13	133.38
R1	134.06	134.06	133.18	133.50
PP	132.93	132.93	132.93	132.65
S1	131.86	131.86	132.78	131.30
S2	130.73	130.73	132.58
S3	128.53	129.66	132.38
S4	126.33	127.46	131.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.92	131.81	2.11	1.6%	1.05	0.8%	56%	False	False	722,399
10	134.88	131.81	3.07	2.3%	1.06	0.8%	39%	False	False	674,094
20	134.88	130.60	4.28	3.2%	1.04	0.8%	56%	False	False	689,587
40	135.61	130.60	5.01	3.8%	1.06	0.8%	48%	False	False	732,357
60	136.50	130.60	5.90	4.4%	1.01	0.8%	41%	False	False	505,181
80	136.97	130.60	6.37	4.8%	0.94	0.7%	38%	False	False	378,909
100	138.27	130.00	8.27	6.2%	0.96	0.7%	36%	False	False	303,129
120	138.27	130.00	8.27	6.2%	0.81	0.6%	36%	False	False	252,607

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135.73
2.618	134.70
1.618	134.07
1.000	133.68
0.618	133.44
HIGH	133.05
0.618	132.81
0.500	132.74
0.382	132.66
LOW	132.42
0.618	132.03
1.000	131.79
1.618	131.40
2.618	130.77
4.250	129.74

Fisher Pivots for day following 31-Jul-2023
Pivot	1 day	3 day
R1	132.91	132.96
PP	132.82	132.91
S1	132.74	132.87

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

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