Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 24-Aug-2023

Day Change Summary
	Previous	Current
	23-Aug-2023	24-Aug-2023	Change	Change %	Previous Week
Open	130.74	132.22	1.48	1.1%	130.80
High	132.26	132.76	0.50	0.4%	131.16
Low	130.71	131.81	1.10	0.8%	129.72
Close	132.00	131.93	-0.07	-0.1%	130.85
Range	1.55	0.95	-0.60	-38.7%	1.44
ATR	0.89	0.90	0.00	0.4%	0.00
Volume	10,820	5,728	-5,092	-47.1%	15,629

Daily Pivots for day following 24-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	135.02	134.42	132.45
R3	134.07	133.47	132.19
R2	133.12	133.12	132.10
R1	132.52	132.52	132.02	132.35
PP	132.17	132.17	132.17	132.08
S1	131.57	131.57	131.84	131.40
S2	131.22	131.22	131.76
S3	130.27	130.62	131.67
S4	129.32	129.67	131.41

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	134.90	134.31	131.64
R3	133.46	132.87	131.25
R2	132.02	132.02	131.11
R1	131.43	131.43	130.98	131.73
PP	130.58	130.58	130.58	130.72
S1	129.99	129.99	130.72	130.29
S2	129.14	129.14	130.59
S3	127.70	128.55	130.45
S4	126.26	127.11	130.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132.76	129.93	2.83	2.1%	1.01	0.8%	71%	True	False	6,448
10	132.76	129.72	3.04	2.3%	0.83	0.6%	73%	True	False	4,214
20	132.91	129.72	3.19	2.4%	0.84	0.6%	69%	False	False	2,549
40	134.29	129.72	4.57	3.5%	0.72	0.5%	48%	False	False	1,355
60	135.03	129.72	5.31	4.0%	0.66	0.5%	42%	False	False	905
80	135.53	129.72	5.81	4.4%	0.49	0.4%	38%	False	False	679
100	136.10	129.72	6.38	4.8%	0.39	0.3%	35%	False	False	543

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136.80
2.618	135.25
1.618	134.30
1.000	133.71
0.618	133.35
HIGH	132.76
0.618	132.40
0.500	132.29
0.382	132.17
LOW	131.81
0.618	131.22
1.000	130.86
1.618	130.27
2.618	129.32
4.250	127.77

Fisher Pivots for day following 24-Aug-2023
Pivot	1 day	3 day
R1	132.29	131.75
PP	132.17	131.57
S1	132.05	131.40

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

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