Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 10-Aug-2023

Day Change Summary
	Previous	Current
	09-Aug-2023	10-Aug-2023	Change	Change %	Previous Week
Open	133.26	132.75	-0.51	-0.4%	132.82
High	133.44	132.91	-0.53	-0.4%	133.06
Low	132.57	131.97	-0.60	-0.5%	131.12
Close	132.87	132.43	-0.44	-0.3%	132.01
Range	0.87	0.94	0.07	8.0%	1.94
ATR	1.06	1.05	-0.01	-0.8%	0.00
Volume	566,429	470,625	-95,804	-16.9%	3,392,715

Daily Pivots for day following 10-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	135.26	134.78	132.95
R3	134.32	133.84	132.69
R2	133.38	133.38	132.60
R1	132.90	132.90	132.52	132.67
PP	132.44	132.44	132.44	132.32
S1	131.96	131.96	132.34	131.73
S2	131.50	131.50	132.26
S3	130.56	131.02	132.17
S4	129.62	130.08	131.91

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	1.8%	1.15	0.9%	56%	False	False	601,312
10	133.45	131.12	2.33	1.8%	1.04	0.8%	56%	False	False	631,232
20	134.88	131.12	3.76	2.8%	1.01	0.8%	35%	False	False	640,035
40	135.00	130.60	4.40	3.3%	1.06	0.8%	42%	False	False	708,772
60	135.85	130.60	5.25	4.0%	1.04	0.8%	35%	False	False	589,906
80	136.50	130.60	5.90	4.5%	0.97	0.7%	31%	False	False	442,548
100	138.27	130.60	7.67	5.8%	0.93	0.7%	24%	False	False	354,041
120	138.27	130.00	8.27	6.2%	0.87	0.7%	29%	False	False	295,034

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	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136.91
2.618	135.37
1.618	134.43
1.000	133.85
0.618	133.49
HIGH	132.91
0.618	132.55
0.500	132.44
0.382	132.33
LOW	131.97
0.618	131.39
1.000	131.03
1.618	130.45
2.618	129.51
4.250	127.98

Fisher Pivots for day following 10-Aug-2023
Pivot	1 day	3 day
R1	132.44	132.64
PP	132.44	132.57
S1	132.43	132.50

Download as Excel Spreadsheet

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

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