Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 30-Aug-2023

Day Change Summary
	Previous	Current
	29-Aug-2023	30-Aug-2023	Change	Change %	Previous Week
Open	132.15	132.48	0.33	0.2%	131.29
High	132.75	132.56	-0.19	-0.1%	133.36
Low	131.91	131.78	-0.13	-0.1%	130.46
Close	132.51	132.33	-0.18	-0.1%	132.10
Range	0.84	0.78	-0.06	-7.1%	2.90
ATR	0.97	0.95	-0.01	-1.4%	0.00
Volume	710,935	883,077	172,142	24.2%	3,011,038

Daily Pivots for day following 30-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	134.56	134.23	132.76
R3	133.78	133.45	132.54
R2	133.00	133.00	132.47
R1	132.67	132.67	132.40	132.45
PP	132.22	132.22	132.22	132.11
S1	131.89	131.89	132.26	131.67
S2	131.44	131.44	132.19
S3	130.66	131.11	132.12
S4	129.88	130.33	131.90

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	131.70	1.66	1.3%	0.80	0.6%	38%	False	False	613,070
10	133.36	130.40	2.96	2.2%	0.88	0.7%	65%	False	False	604,063
20	133.45	130.14	3.31	2.5%	0.93	0.7%	66%	False	False	599,912
40	134.88	130.14	4.74	3.6%	0.97	0.7%	46%	False	False	641,156
60	135.00	130.14	4.86	3.7%	1.02	0.8%	45%	False	False	680,726
80	136.50	130.14	6.36	4.8%	0.98	0.7%	34%	False	False	544,082
100	136.97	130.14	6.83	5.2%	0.95	0.7%	32%	False	False	435,288
120	138.27	130.14	8.13	6.1%	0.97	0.7%	27%	False	False	362,742

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135.88
2.618	134.60
1.618	133.82
1.000	133.34
0.618	133.04
HIGH	132.56
0.618	132.26
0.500	132.17
0.382	132.08
LOW	131.78
0.618	131.30
1.000	131.00
1.618	130.52
2.618	129.74
4.250	128.47

Fisher Pivots for day following 30-Aug-2023
Pivot	1 day	3 day
R1	132.28	132.30
PP	132.22	132.26
S1	132.17	132.23

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

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