Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 15-Aug-2023

Day Change Summary
	Previous	Current
	14-Aug-2023	15-Aug-2023	Change	Change %	Previous Week
Open	131.31	131.14	-0.17	-0.1%	132.25
High	131.67	131.26	-0.41	-0.3%	133.45
Low	131.13	130.14	-0.99	-0.8%	131.32
Close	131.27	130.83	-0.44	-0.3%	131.47
Range	0.54	1.12	0.58	107.4%	2.13
ATR	1.02	1.03	0.01	0.8%	0.00
Volume	389,569	607,901	218,332	56.0%	2,865,290

Daily Pivots for day following 15-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	134.10	133.59	131.45
R3	132.98	132.47	131.14
R2	131.86	131.86	131.04
R1	131.35	131.35	130.93	131.05
PP	130.74	130.74	130.74	130.59
S1	130.23	130.23	130.73	129.93
S2	129.62	129.62	130.62
S3	128.50	129.11	130.52
S4	127.38	127.99	130.21

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	133.44	130.14	3.30	2.5%	0.86	0.7%	21%	False	True	518,145
10	133.45	130.14	3.31	2.5%	0.98	0.7%	21%	False	True	610,473
20	134.88	130.14	4.74	3.6%	1.00	0.8%	15%	False	True	630,419
40	135.00	130.14	4.86	3.7%	1.04	0.8%	14%	False	True	683,908
60	135.85	130.14	5.71	4.4%	1.03	0.8%	12%	False	True	615,678
80	136.50	130.14	6.36	4.9%	0.99	0.8%	11%	False	True	461,969
100	138.10	130.14	7.96	6.1%	0.92	0.7%	9%	False	True	369,577
120	138.27	130.00	8.27	6.3%	0.89	0.7%	10%	False	False	307,982

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	136.02
2.618	134.19
1.618	133.07
1.000	132.38
0.618	131.95
HIGH	131.26
0.618	130.83
0.500	130.70
0.382	130.57
LOW	130.14
0.618	129.45
1.000	129.02
1.618	128.33
2.618	127.21
4.250	125.38

Fisher Pivots for day following 15-Aug-2023
Pivot	1 day	3 day
R1	130.79	131.16
PP	130.74	131.05
S1	130.70	130.94

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

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