Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 14-Aug-2023

Day Change Summary
	Previous	Current
	11-Aug-2023	14-Aug-2023	Change	Change %	Previous Week
Open	132.00	131.31	-0.69	-0.5%	132.25
High	132.17	131.67	-0.50	-0.4%	133.45
Low	131.32	131.13	-0.19	-0.1%	131.32
Close	131.47	131.27	-0.20	-0.2%	131.47
Range	0.85	0.54	-0.31	-36.5%	2.13
ATR	1.06	1.02	-0.04	-3.5%	0.00
Volume	556,203	389,569	-166,634	-30.0%	2,865,290

Daily Pivots for day following 14-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	132.98	132.66	131.57
R3	132.44	132.12	131.42
R2	131.90	131.90	131.37
R1	131.58	131.58	131.32	131.47
PP	131.36	131.36	131.36	131.30
S1	131.04	131.04	131.22	130.93
S2	130.82	130.82	131.17
S3	130.28	130.50	131.12
S4	129.74	129.96	130.97

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	138.47	137.10	132.64
R3	136.34	134.97	132.06
R2	134.21	134.21	131.86
R1	132.84	132.84	131.67	132.46
PP	132.08	132.08	132.08	131.89
S1	130.71	130.71	131.27	130.33
S2	129.95	129.95	131.08
S3	127.82	128.58	130.88
S4	125.69	126.45	130.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.45	131.13	2.32	1.8%	0.97	0.7%	6%	False	True	540,251
10	133.45	131.12	2.33	1.8%	0.96	0.7%	6%	False	False	603,705
20	134.88	131.12	3.76	2.9%	1.01	0.8%	4%	False	False	638,899
40	135.00	130.60	4.40	3.4%	1.04	0.8%	15%	False	False	687,579
60	135.85	130.60	5.25	4.0%	1.04	0.8%	13%	False	False	605,564
80	136.50	130.60	5.90	4.5%	0.98	0.7%	11%	False	False	454,370
100	138.27	130.60	7.67	5.8%	0.92	0.7%	9%	False	False	363,498
120	138.27	130.00	8.27	6.3%	0.88	0.7%	15%	False	False	302,916

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.16
Narrowest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	133.97
2.618	133.08
1.618	132.54
1.000	132.21
0.618	132.00
HIGH	131.67
0.618	131.46
0.500	131.40
0.382	131.34
LOW	131.13
0.618	130.80
1.000	130.59
1.618	130.26
2.618	129.72
4.250	128.84

Fisher Pivots for day following 14-Aug-2023
Pivot	1 day	3 day
R1	131.40	132.02
PP	131.36	131.77
S1	131.31	131.52

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

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