Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 03-Aug-2023

Day Change Summary
	Previous	Current
	02-Aug-2023	03-Aug-2023	Change	Change %	Previous Week
Open	132.34	132.53	0.19	0.1%	133.12
High	132.87	132.53	-0.34	-0.3%	134.01
Low	132.21	131.65	-0.56	-0.4%	131.81
Close	132.45	131.91	-0.54	-0.4%	132.98
Range	0.66	0.88	0.22	33.3%	2.20
ATR	1.02	1.01	-0.01	-1.0%	0.00
Volume	677,658	866,844	189,186	27.9%	3,519,301

Daily Pivots for day following 03-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	134.67	134.17	132.39
R3	133.79	133.29	132.15
R2	132.91	132.91	132.07
R1	132.41	132.41	131.99	132.22
PP	132.03	132.03	132.03	131.94
S1	131.53	131.53	131.83	131.34
S2	131.15	131.15	131.75
S3	130.27	130.65	131.67
S4	129.39	129.77	131.43

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	133.34	131.65	1.69	1.3%	0.93	0.7%	15%	False	True	661,152
10	134.01	131.65	2.36	1.8%	0.94	0.7%	11%	False	True	680,181
20	134.88	130.60	4.28	3.2%	0.97	0.7%	31%	False	False	670,442
40	135.00	130.60	4.40	3.3%	1.06	0.8%	30%	False	False	725,292
60	136.50	130.60	5.90	4.5%	1.01	0.8%	22%	False	False	539,917
80	136.97	130.60	6.37	4.8%	0.94	0.7%	21%	False	False	404,968
100	138.27	130.57	7.70	5.8%	0.98	0.7%	17%	False	False	323,976
120	138.27	130.00	8.27	6.3%	0.83	0.6%	23%	False	False	269,980

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136.27
2.618	134.83
1.618	133.95
1.000	133.41
0.618	133.07
HIGH	132.53
0.618	132.19
0.500	132.09
0.382	131.99
LOW	131.65
0.618	131.11
1.000	130.77
1.618	130.23
2.618	129.35
4.250	127.91

Fisher Pivots for day following 03-Aug-2023
Pivot	1 day	3 day
R1	132.09	132.36
PP	132.03	132.21
S1	131.97	132.06

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

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