Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 23-Aug-2023

Day Change Summary
	Previous	Current
	22-Aug-2023	23-Aug-2023	Change	Change %	Previous Week
Open	130.55	131.20	0.65	0.5%	131.31
High	131.31	132.82	1.51	1.1%	131.73
Low	130.54	131.20	0.66	0.5%	130.14
Close	131.11	132.56	1.45	1.1%	131.41
Range	0.77	1.62	0.85	110.4%	1.59
ATR	0.97	1.03	0.05	5.4%	0.00
Volume	497,712	916,079	418,367	84.1%	2,633,312

Daily Pivots for day following 23-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	137.05	136.43	133.45
R3	135.43	134.81	133.01
R2	133.81	133.81	132.86
R1	133.19	133.19	132.71	133.50
PP	132.19	132.19	132.19	132.35
S1	131.57	131.57	132.41	131.88
S2	130.57	130.57	132.26
S3	128.95	129.95	132.11
S4	127.33	128.33	131.67

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	132.82	130.40	2.42	1.8%	0.96	0.7%	89%	True	False	595,057
10	132.91	130.14	2.77	2.1%	0.89	0.7%	87%	False	False	553,012
20	133.92	130.14	3.78	2.9%	1.00	0.8%	64%	False	False	613,463
40	134.88	130.14	4.74	3.6%	1.00	0.8%	51%	False	False	656,203
60	135.85	130.14	5.71	4.3%	1.03	0.8%	42%	False	False	673,285
80	136.50	130.14	6.36	4.8%	1.01	0.8%	38%	False	False	505,781
100	136.97	130.14	6.83	5.2%	0.94	0.7%	35%	False	False	404,635
120	138.27	130.00	8.27	6.2%	0.94	0.7%	31%	False	False	337,197

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	139.71
2.618	137.06
1.618	135.44
1.000	134.44
0.618	133.82
HIGH	132.82
0.618	132.20
0.500	132.01
0.382	131.82
LOW	131.20
0.618	130.20
1.000	129.58
1.618	128.58
2.618	126.96
4.250	124.32

Fisher Pivots for day following 23-Aug-2023
Pivot	1 day	3 day
R1	132.38	132.25
PP	132.19	131.95
S1	132.01	131.64

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

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