Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 21-Aug-2023

Day Change Summary
	Previous	Current
	18-Aug-2023	21-Aug-2023	Change	Change %	Previous Week
Open	130.80	131.29	0.49	0.4%	131.31
High	131.73	131.41	-0.32	-0.2%	131.73
Low	130.76	130.46	-0.30	-0.2%	130.14
Close	131.41	130.52	-0.89	-0.7%	131.41
Range	0.97	0.95	-0.02	-2.1%	1.59
ATR	0.99	0.99	0.00	-0.3%	0.00
Volume	585,623	456,192	-129,431	-22.1%	2,633,312

Daily Pivots for day following 21-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	133.65	133.03	131.04
R3	132.70	132.08	130.78
R2	131.75	131.75	130.69
R1	131.13	131.13	130.61	130.97
PP	130.80	130.80	130.80	130.71
S1	130.18	130.18	130.43	130.02
S2	129.85	129.85	130.35
S3	128.90	129.23	130.26
S4	127.95	128.28	130.00

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	135.86	135.23	132.28
R3	134.27	133.64	131.85
R2	132.68	132.68	131.70
R1	132.05	132.05	131.56	132.37
PP	131.09	131.09	131.09	131.25
S1	130.46	130.46	131.26	130.78
S2	129.50	129.50	131.12
S3	127.91	128.87	130.97
S4	126.32	127.28	130.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131.73	130.14	1.59	1.2%	0.83	0.6%	24%	False	False	539,987
10	133.45	130.14	3.31	2.5%	0.90	0.7%	11%	False	False	540,119
20	133.92	130.14	3.78	2.9%	0.95	0.7%	10%	False	False	617,449
40	135.00	130.14	4.86	3.7%	0.99	0.8%	8%	False	False	660,526
60	135.85	130.14	5.71	4.4%	1.03	0.8%	7%	False	False	650,205
80	136.50	130.14	6.36	4.9%	1.00	0.8%	6%	False	False	488,116
100	136.97	130.14	6.83	5.2%	0.92	0.7%	6%	False	False	390,498
120	138.27	130.00	8.27	6.3%	0.92	0.7%	6%	False	False	325,415

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135.45
2.618	133.90
1.618	132.95
1.000	132.36
0.618	132.00
HIGH	131.41
0.618	131.05
0.500	130.94
0.382	130.82
LOW	130.46
0.618	129.87
1.000	129.51
1.618	128.92
2.618	127.97
4.250	126.42

Fisher Pivots for day following 21-Aug-2023
Pivot	1 day	3 day
R1	130.94	131.07
PP	130.80	130.88
S1	130.66	130.70

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

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