Euro Bund Future December 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	131.96	131.53	-0.43	-0.3%	130.65
High	132.01	132.69	0.68	0.5%	132.76
Low	131.24	131.28	0.04	0.0%	129.93
Close	131.78	132.63	0.85	0.6%	131.54
Range	0.77	1.41	0.64	83.1%	2.83
ATR	0.85	0.89	0.04	4.7%	0.00
Volume	139,046	335,535	196,489	141.3%	32,163

Daily Pivots for day following 31-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	136.43	135.94	133.41
R3	135.02	134.53	133.02
R2	133.61	133.61	132.89
R1	133.12	133.12	132.76	133.37
PP	132.20	132.20	132.20	132.32
S1	131.71	131.71	132.50	131.96
S2	130.79	130.79	132.37
S3	129.38	130.30	132.24
S4	127.97	128.89	131.85

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	139.90	138.55	133.10
R3	137.07	135.72	132.32
R2	134.24	134.24	132.06
R1	132.89	132.89	131.80	133.57
PP	131.41	131.41	131.41	131.75
S1	130.06	130.06	131.28	130.74
S2	128.58	128.58	131.02
S3	125.75	127.23	130.76
S4	122.92	124.40	129.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132.69	131.18	1.51	1.1%	0.85	0.6%	96%	True	False	105,586
10	132.76	129.93	2.83	2.1%	0.93	0.7%	95%	False	False	56,017
20	132.91	129.72	3.19	2.4%	0.88	0.7%	91%	False	False	28,883
40	134.29	129.72	4.57	3.4%	0.75	0.6%	64%	False	False	14,550
60	134.29	129.72	4.57	3.4%	0.67	0.5%	64%	False	False	9,703
80	135.03	129.72	5.31	4.0%	0.54	0.4%	55%	False	False	7,278
100	135.76	129.72	6.04	4.6%	0.44	0.3%	48%	False	False	5,822
120	137.00	129.72	7.28	5.5%	0.36	0.3%	40%	False	False	4,852

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	0.17
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	138.68
2.618	136.38
1.618	134.97
1.000	134.10
0.618	133.56
HIGH	132.69
0.618	132.15
0.500	131.99
0.382	131.82
LOW	131.28
0.618	130.41
1.000	129.87
1.618	129.00
2.618	127.59
4.250	125.29

Fisher Pivots for day following 31-Aug-2023
Pivot	1 day	3 day
R1	132.42	132.41
PP	132.20	132.19
S1	131.99	131.97

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

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