Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 07-Aug-2023

Day Change Summary
	Previous	Current
	04-Aug-2023	07-Aug-2023	Change	Change %	Previous Week
Open	131.82	132.25	0.43	0.3%	132.82
High	132.36	132.39	0.03	0.0%	133.06
Low	131.12	131.33	0.21	0.2%	131.12
Close	132.01	131.80	-0.21	-0.2%	132.01
Range	1.24	1.06	-0.18	-14.5%	1.94
ATR	1.03	1.03	0.00	0.2%	0.00
Volume	697,474	553,602	-143,872	-20.6%	3,392,715

Daily Pivots for day following 07-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	135.02	134.47	132.38
R3	133.96	133.41	132.09
R2	132.90	132.90	131.99
R1	132.35	132.35	131.90	132.10
PP	131.84	131.84	131.84	131.71
S1	131.29	131.29	131.70	131.04
S2	130.78	130.78	131.61
S3	129.72	130.23	131.51
S4	128.66	129.17	131.22

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	137.88	136.89	133.08
R3	135.94	134.95	132.54
R2	134.00	134.00	132.37
R1	133.01	133.01	132.19	132.54
PP	132.06	132.06	132.06	131.83
S1	131.07	131.07	131.83	130.60
S2	130.12	130.12	131.65
S3	128.18	129.13	131.48
S4	126.24	127.19	130.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.06	131.12	1.94	1.5%	0.96	0.7%	35%	False	False	667,159
10	133.92	131.12	2.80	2.1%	1.00	0.8%	24%	False	False	694,779
20	134.88	130.82	4.06	3.1%	1.01	0.8%	24%	False	False	667,107
40	135.00	130.60	4.40	3.3%	1.05	0.8%	27%	False	False	718,837
60	136.50	130.60	5.90	4.5%	1.02	0.8%	20%	False	False	560,730
80	136.50	130.60	5.90	4.5%	0.96	0.7%	20%	False	False	420,605
100	138.27	130.60	7.67	5.8%	0.99	0.8%	16%	False	False	336,486
120	138.27	130.00	8.27	6.3%	0.84	0.6%	22%	False	False	280,405

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.30
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136.90
2.618	135.17
1.618	134.11
1.000	133.45
0.618	133.05
HIGH	132.39
0.618	131.99
0.500	131.86
0.382	131.73
LOW	131.33
0.618	130.67
1.000	130.27
1.618	129.61
2.618	128.55
4.250	126.83

Fisher Pivots for day following 07-Aug-2023
Pivot	1 day	3 day
R1	131.86	131.83
PP	131.84	131.82
S1	131.82	131.81

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

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