Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 22-Aug-2023

Day Change Summary
	Previous	Current
	21-Aug-2023	22-Aug-2023	Change	Change %	Previous Week
Open	131.29	130.55	-0.74	-0.6%	131.31
High	131.41	131.31	-0.10	-0.1%	131.73
Low	130.46	130.54	0.08	0.1%	130.14
Close	130.52	131.11	0.59	0.5%	131.41
Range	0.95	0.77	-0.18	-18.9%	1.59
ATR	0.99	0.97	-0.01	-1.4%	0.00
Volume	456,192	497,712	41,520	9.1%	2,633,312

Daily Pivots for day following 22-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	133.30	132.97	131.53
R3	132.53	132.20	131.32
R2	131.76	131.76	131.25
R1	131.43	131.43	131.18	131.60
PP	130.99	130.99	130.99	131.07
S1	130.66	130.66	131.04	130.83
S2	130.22	130.22	130.97
S3	129.45	129.89	130.90
S4	128.68	129.12	130.69

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	130.40	1.33	1.0%	0.76	0.6%	53%	False	False	517,949
10	133.44	130.14	3.30	2.5%	0.81	0.6%	29%	False	False	518,047
20	133.92	130.14	3.78	2.9%	0.96	0.7%	26%	False	False	612,597
40	135.00	130.14	4.86	3.7%	0.99	0.8%	20%	False	False	651,000
60	135.85	130.14	5.71	4.4%	1.02	0.8%	17%	False	False	658,268
80	136.50	130.14	6.36	4.9%	0.99	0.8%	15%	False	False	494,337
100	136.97	130.14	6.83	5.2%	0.93	0.7%	14%	False	False	395,475
120	138.27	130.00	8.27	6.3%	0.92	0.7%	13%	False	False	329,563

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.10
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134.58
2.618	133.33
1.618	132.56
1.000	132.08
0.618	131.79
HIGH	131.31
0.618	131.02
0.500	130.93
0.382	130.83
LOW	130.54
0.618	130.06
1.000	129.77
1.618	129.29
2.618	128.52
4.250	127.27

Fisher Pivots for day following 22-Aug-2023
Pivot	1 day	3 day
R1	131.05	131.11
PP	130.99	131.10
S1	130.93	131.10

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

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