Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 31-Aug-2023

Day Change Summary
	Previous	Current
	30-Aug-2023	31-Aug-2023	Change	Change %	Previous Week
Open	132.48	132.07	-0.41	-0.3%	131.29
High	132.56	133.24	0.68	0.5%	133.36
Low	131.78	131.83	0.05	0.0%	130.46
Close	132.33	133.19	0.86	0.6%	132.10
Range	0.78	1.41	0.63	80.8%	2.90
ATR	0.95	0.99	0.03	3.4%	0.00
Volume	883,077	1,160,111	277,034	31.4%	3,011,038

Daily Pivots for day following 31-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	136.98	136.50	133.97
R3	135.57	135.09	133.58
R2	134.16	134.16	133.45
R1	133.68	133.68	133.32	133.92
PP	132.75	132.75	132.75	132.88
S1	132.27	132.27	133.06	132.51
S2	131.34	131.34	132.93
S3	129.93	130.86	132.80
S4	128.52	129.45	132.41

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	133.24	131.70	1.54	1.2%	0.87	0.7%	97%	True	False	724,939
10	133.36	130.46	2.90	2.2%	0.97	0.7%	94%	False	False	668,106
20	133.45	130.14	3.31	2.5%	0.95	0.7%	92%	False	False	614,576
40	134.88	130.14	4.74	3.6%	0.96	0.7%	64%	False	False	642,509
60	135.00	130.14	4.86	3.6%	1.02	0.8%	63%	False	False	688,386
80	136.50	130.14	6.36	4.8%	0.99	0.7%	48%	False	False	558,581
100	136.97	130.14	6.83	5.1%	0.95	0.7%	45%	False	False	446,889
120	138.27	130.14	8.13	6.1%	0.98	0.7%	38%	False	False	372,409

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	139.23
2.618	136.93
1.618	135.52
1.000	134.65
0.618	134.11
HIGH	133.24
0.618	132.70
0.500	132.54
0.382	132.37
LOW	131.83
0.618	130.96
1.000	130.42
1.618	129.55
2.618	128.14
4.250	125.84

Fisher Pivots for day following 31-Aug-2023
Pivot	1 day	3 day
R1	132.97	132.96
PP	132.75	132.74
S1	132.54	132.51

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

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