Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 29-Aug-2023

Day Change Summary
	Previous	Current
	28-Aug-2023	29-Aug-2023	Change	Change %	Previous Week
Open	132.01	132.15	0.14	0.1%	131.29
High	132.33	132.75	0.42	0.3%	133.36
Low	131.70	131.91	0.21	0.2%	130.46
Close	131.91	132.51	0.60	0.5%	132.10
Range	0.63	0.84	0.21	33.3%	2.90
ATR	0.98	0.97	-0.01	-1.0%	0.00
Volume	330,284	710,935	380,651	115.2%	3,011,038

Daily Pivots for day following 29-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	134.91	134.55	132.97
R3	134.07	133.71	132.74
R2	133.23	133.23	132.66
R1	132.87	132.87	132.59	133.05
PP	132.39	132.39	132.39	132.48
S1	132.03	132.03	132.43	132.21
S2	131.55	131.55	132.36
S3	130.71	131.19	132.28
S4	129.87	130.35	132.05

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	140.67	139.29	133.70
R3	137.77	136.39	132.90
R2	134.87	134.87	132.63
R1	133.49	133.49	132.37	134.18
PP	131.97	131.97	131.97	132.32
S1	130.59	130.59	131.83	131.28
S2	129.07	129.07	131.57
S3	126.17	127.69	131.30
S4	123.27	124.79	130.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.36	131.20	2.16	1.6%	0.96	0.7%	61%	False	False	619,670
10	133.36	130.40	2.96	2.2%	0.86	0.7%	71%	False	False	568,809
20	133.45	130.14	3.31	2.5%	0.92	0.7%	72%	False	False	589,641
40	134.88	130.14	4.74	3.6%	0.98	0.7%	50%	False	False	637,348
60	135.00	130.14	4.86	3.7%	1.02	0.8%	49%	False	False	681,161
80	136.50	130.14	6.36	4.8%	0.98	0.7%	37%	False	False	533,046
100	136.97	130.14	6.83	5.2%	0.95	0.7%	35%	False	False	426,458
120	138.27	130.14	8.13	6.1%	0.96	0.7%	29%	False	False	355,383

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.13
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	136.32
2.618	134.95
1.618	134.11
1.000	133.59
0.618	133.27
HIGH	132.75
0.618	132.43
0.500	132.33
0.382	132.23
LOW	131.91
0.618	131.39
1.000	131.07
1.618	130.55
2.618	129.71
4.250	128.34

Fisher Pivots for day following 29-Aug-2023
Pivot	1 day	3 day
R1	132.45	132.42
PP	132.39	132.32
S1	132.33	132.23

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

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