Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 07-Sep-2023

Day Change Summary
	Previous	Current
	06-Sep-2023	07-Sep-2023	Change	Change %	Previous Week
Open	130.86	130.43	-0.43	-0.3%	131.48
High	131.16	131.03	-0.13	-0.1%	132.78
Low	130.38	130.35	-0.03	0.0%	131.18
Close	130.51	130.84	0.33	0.3%	131.83
Range	0.78	0.68	-0.10	-12.8%	1.60
ATR	0.91	0.89	-0.02	-1.8%	0.00
Volume	896,262	680,506	-215,756	-24.1%	1,087,939

Daily Pivots for day following 07-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	132.78	132.49	131.21
R3	132.10	131.81	131.03
R2	131.42	131.42	130.96
R1	131.13	131.13	130.90	131.28
PP	130.74	130.74	130.74	130.81
S1	130.45	130.45	130.78	130.60
S2	130.06	130.06	130.72
S3	129.38	129.77	130.65
S4	128.70	129.09	130.47

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	130.35	2.43	1.9%	0.93	0.7%	20%	False	True	633,611
10	132.78	130.35	2.43	1.9%	0.85	0.6%	20%	False	True	336,618
20	132.78	129.72	3.06	2.3%	0.84	0.6%	37%	False	False	170,133
40	134.29	129.72	4.57	3.5%	0.77	0.6%	25%	False	False	85,362
60	134.29	129.72	4.57	3.5%	0.70	0.5%	25%	False	False	56,912
80	135.03	129.72	5.31	4.1%	0.59	0.4%	21%	False	False	42,684
100	135.76	129.72	6.04	4.6%	0.47	0.4%	19%	False	False	34,147
120	136.80	129.72	7.08	5.4%	0.39	0.3%	16%	False	False	28,456

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133.92
2.618	132.81
1.618	132.13
1.000	131.71
0.618	131.45
HIGH	131.03
0.618	130.77
0.500	130.69
0.382	130.61
LOW	130.35
0.618	129.93
1.000	129.67
1.618	129.25
2.618	128.57
4.250	127.46

Fisher Pivots for day following 07-Sep-2023
Pivot	1 day	3 day
R1	130.79	130.90
PP	130.74	130.88
S1	130.69	130.86

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

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