Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 05-Sep-2023

Day Change Summary
	Previous	Current
	01-Sep-2023	05-Sep-2023	Change	Change %	Previous Week
Open	132.49	131.33	-1.16	-0.9%	131.48
High	132.78	131.44	-1.34	-1.0%	132.78
Low	131.63	130.79	-0.84	-0.6%	131.18
Close	131.83	131.04	-0.79	-0.6%	131.83
Range	1.15	0.65	-0.50	-43.5%	1.60
ATR	0.91	0.92	0.01	1.0%	0.00
Volume	567,200	688,554	121,354	21.4%	1,087,939

Daily Pivots for day following 05-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	133.04	132.69	131.40
R3	132.39	132.04	131.22
R2	131.74	131.74	131.16
R1	131.39	131.39	131.10	131.24
PP	131.09	131.09	131.09	131.02
S1	130.74	130.74	130.98	130.59
S2	130.44	130.44	130.92
S3	129.79	130.09	130.86
S4	129.14	129.44	130.68

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	136.73	135.88	132.71
R3	135.13	134.28	132.27
R2	133.53	133.53	132.12
R1	132.68	132.68	131.98	133.11
PP	131.93	131.93	131.93	132.14
S1	131.08	131.08	131.68	131.51
S2	130.33	130.33	131.54
S3	128.73	129.48	131.39
S4	127.13	127.88	130.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132.78	130.79	1.99	1.5%	0.96	0.7%	13%	False	True	353,157
10	132.78	130.03	2.75	2.1%	0.93	0.7%	37%	False	False	180,363
20	132.91	129.72	3.19	2.4%	0.87	0.7%	41%	False	False	91,548
40	134.29	129.72	4.57	3.5%	0.77	0.6%	29%	False	False	45,943
60	134.29	129.72	4.57	3.5%	0.68	0.5%	29%	False	False	30,633
80	135.03	129.72	5.31	4.1%	0.57	0.4%	25%	False	False	22,975
100	135.76	129.72	6.04	4.6%	0.45	0.3%	22%	False	False	18,380
120	137.00	129.72	7.28	5.6%	0.38	0.3%	18%	False	False	15,316

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.19
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	134.20
2.618	133.14
1.618	132.49
1.000	132.09
0.618	131.84
HIGH	131.44
0.618	131.19
0.500	131.12
0.382	131.04
LOW	130.79
0.618	130.39
1.000	130.14
1.618	129.74
2.618	129.09
4.250	128.03

Fisher Pivots for day following 05-Sep-2023
Pivot	1 day	3 day
R1	131.12	131.79
PP	131.09	131.54
S1	131.07	131.29

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

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