Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 06-Sep-2023

Day Change Summary
	Previous	Current
	05-Sep-2023	06-Sep-2023	Change	Change %	Previous Week
Open	131.33	130.86	-0.47	-0.4%	131.48
High	131.44	131.16	-0.28	-0.2%	132.78
Low	130.79	130.38	-0.41	-0.3%	131.18
Close	131.04	130.51	-0.53	-0.4%	131.83
Range	0.65	0.78	0.13	20.0%	1.60
ATR	0.92	0.91	-0.01	-1.1%	0.00
Volume	688,554	896,262	207,708	30.2%	1,087,939

Daily Pivots for day following 06-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	133.02	132.55	130.94
R3	132.24	131.77	130.72
R2	131.46	131.46	130.65
R1	130.99	130.99	130.58	130.84
PP	130.68	130.68	130.68	130.61
S1	130.21	130.21	130.44	130.06
S2	129.90	129.90	130.37
S3	129.12	129.43	130.30
S4	128.34	128.65	130.08

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	130.38	2.40	1.8%	0.95	0.7%	5%	False	True	525,319
10	132.78	130.38	2.40	1.8%	0.93	0.7%	5%	False	True	269,649
20	132.78	129.72	3.06	2.3%	0.83	0.6%	26%	False	False	136,292
40	134.29	129.72	4.57	3.5%	0.78	0.6%	17%	False	False	68,350
60	134.29	129.72	4.57	3.5%	0.69	0.5%	17%	False	False	45,570
80	135.03	129.72	5.31	4.1%	0.58	0.4%	15%	False	False	34,178
100	135.76	129.72	6.04	4.6%	0.46	0.4%	13%	False	False	27,342
120	137.00	129.72	7.28	5.6%	0.38	0.3%	11%	False	False	22,785

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134.48
2.618	133.20
1.618	132.42
1.000	131.94
0.618	131.64
HIGH	131.16
0.618	130.86
0.500	130.77
0.382	130.68
LOW	130.38
0.618	129.90
1.000	129.60
1.618	129.12
2.618	128.34
4.250	127.07

Fisher Pivots for day following 06-Sep-2023
Pivot	1 day	3 day
R1	130.77	131.58
PP	130.68	131.22
S1	130.60	130.87

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

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