Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 17-Aug-2023

Day Change Summary
	Previous	Current
	16-Aug-2023	17-Aug-2023	Change	Change %	Previous Week
Open	130.65	130.87	0.22	0.2%	132.25
High	131.29	130.89	-0.40	-0.3%	133.45
Low	130.65	130.40	-0.25	-0.2%	131.32
Close	131.16	130.62	-0.54	-0.4%	131.47
Range	0.64	0.49	-0.15	-23.4%	2.13
ATR	1.00	0.98	-0.02	-1.7%	0.00
Volume	530,537	519,682	-10,855	-2.0%	2,865,290

Daily Pivots for day following 17-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	132.11	131.85	130.89
R3	131.62	131.36	130.75
R2	131.13	131.13	130.71
R1	130.87	130.87	130.66	130.76
PP	130.64	130.64	130.64	130.58
S1	130.38	130.38	130.58	130.27
S2	130.15	130.15	130.53
S3	129.66	129.89	130.49
S4	129.17	129.40	130.35

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	132.17	130.14	2.03	1.6%	0.73	0.6%	24%	False	False	520,778
10	133.45	130.14	3.31	2.5%	0.94	0.7%	15%	False	False	561,045
20	134.01	130.14	3.87	3.0%	0.94	0.7%	12%	False	False	620,613
40	135.00	130.14	4.86	3.7%	1.02	0.8%	10%	False	False	675,149
60	135.85	130.14	5.71	4.4%	1.02	0.8%	8%	False	False	633,026
80	136.50	130.14	6.36	4.9%	0.99	0.8%	8%	False	False	475,096
100	138.10	130.14	7.96	6.1%	0.92	0.7%	6%	False	False	380,080
120	138.27	130.00	8.27	6.3%	0.90	0.7%	7%	False	False	316,734

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	132.97
2.618	132.17
1.618	131.68
1.000	131.38
0.618	131.19
HIGH	130.89
0.618	130.70
0.500	130.65
0.382	130.59
LOW	130.40
0.618	130.10
1.000	129.91
1.618	129.61
2.618	129.12
4.250	128.32

Fisher Pivots for day following 17-Aug-2023
Pivot	1 day	3 day
R1	130.65	130.72
PP	130.64	130.68
S1	130.63	130.65

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

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