Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 02-Aug-2023

Day Change Summary
	Previous	Current
	01-Aug-2023	02-Aug-2023	Change	Change %	Previous Week
Open	132.92	132.34	-0.58	-0.4%	133.12
High	133.06	132.87	-0.19	-0.1%	134.01
Low	132.10	132.21	0.11	0.1%	131.81
Close	132.22	132.45	0.23	0.2%	132.98
Range	0.96	0.66	-0.30	-31.3%	2.20
ATR	1.05	1.02	-0.03	-2.7%	0.00
Volume	540,220	677,658	137,438	25.4%	3,519,301

Daily Pivots for day following 02-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	134.49	134.13	132.81
R3	133.83	133.47	132.63
R2	133.17	133.17	132.57
R1	132.81	132.81	132.51	132.99
PP	132.51	132.51	132.51	132.60
S1	132.15	132.15	132.39	132.33
S2	131.85	131.85	132.33
S3	131.19	131.49	132.27
S4	130.53	130.83	132.09

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%	1.07	0.8%	30%	False	False	667,274
10	134.01	131.81	2.20	1.7%	0.96	0.7%	29%	False	False	640,379
20	134.88	130.60	4.28	3.2%	1.01	0.8%	43%	False	False	682,400
40	135.00	130.60	4.40	3.3%	1.06	0.8%	42%	False	False	721,133
60	136.50	130.60	5.90	4.5%	1.00	0.8%	31%	False	False	525,472
80	136.97	130.60	6.37	4.8%	0.95	0.7%	29%	False	False	394,132
100	138.27	130.57	7.70	5.8%	0.98	0.7%	24%	False	False	315,307
120	138.27	130.00	8.27	6.2%	0.82	0.6%	30%	False	False	262,756

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135.68
2.618	134.60
1.618	133.94
1.000	133.53
0.618	133.28
HIGH	132.87
0.618	132.62
0.500	132.54
0.382	132.46
LOW	132.21
0.618	131.80
1.000	131.55
1.618	131.14
2.618	130.48
4.250	129.41

Fisher Pivots for day following 02-Aug-2023
Pivot	1 day	3 day
R1	132.54	132.58
PP	132.51	132.54
S1	132.48	132.49

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

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