Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 08-Aug-2023

Day Change Summary
	Previous	Current
	07-Aug-2023	08-Aug-2023	Change	Change %	Previous Week
Open	132.25	131.82	-0.43	-0.3%	132.82
High	132.39	133.45	1.06	0.8%	133.06
Low	131.33	131.82	0.49	0.4%	131.12
Close	131.80	133.20	1.40	1.1%	132.01
Range	1.06	1.63	0.57	53.8%	1.94
ATR	1.03	1.08	0.04	4.3%	0.00
Volume	553,602	718,431	164,829	29.8%	3,392,715

Daily Pivots for day following 08-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	137.71	137.09	134.10
R3	136.08	135.46	133.65
R2	134.45	134.45	133.50
R1	133.83	133.83	133.35	134.14
PP	132.82	132.82	132.82	132.98
S1	132.20	132.20	133.05	132.51
S2	131.19	131.19	132.90
S3	129.56	130.57	132.75
S4	127.93	128.94	132.30

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	133.45	131.12	2.33	1.7%	1.09	0.8%	89%	True	False	702,801
10	133.92	131.12	2.80	2.1%	1.10	0.8%	74%	False	False	707,147
20	134.88	130.99	3.89	2.9%	1.05	0.8%	57%	False	False	668,842
40	135.00	130.60	4.40	3.3%	1.07	0.8%	59%	False	False	722,129
60	135.98	130.60	5.38	4.0%	1.02	0.8%	48%	False	False	572,681
80	136.50	130.60	5.90	4.4%	0.96	0.7%	44%	False	False	429,585
100	138.27	130.60	7.67	5.8%	0.98	0.7%	34%	False	False	343,670
120	138.27	130.00	8.27	6.2%	0.86	0.6%	39%	False	False	286,392

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	140.38
2.618	137.72
1.618	136.09
1.000	135.08
0.618	134.46
HIGH	133.45
0.618	132.83
0.500	132.64
0.382	132.44
LOW	131.82
0.618	130.81
1.000	130.19
1.618	129.18
2.618	127.55
4.250	124.89

Fisher Pivots for day following 08-Aug-2023
Pivot	1 day	3 day
R1	133.01	132.90
PP	132.82	132.59
S1	132.64	132.29

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

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