Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 08-Sep-2023

Day Change Summary
	Previous	Current
	07-Sep-2023	08-Sep-2023	Change	Change %	Previous Week
Open	130.43	130.99	0.56	0.4%	131.33
High	131.03	131.47	0.44	0.3%	131.47
Low	130.35	130.79	0.44	0.3%	130.35
Close	130.84	131.09	0.25	0.2%	131.09
Range	0.68	0.68	0.00	0.0%	1.12
ATR	0.89	0.88	-0.02	-1.7%	0.00
Volume	680,506	516,848	-163,658	-24.0%	2,782,170

Daily Pivots for day following 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	133.16	132.80	131.46
R3	132.48	132.12	131.28
R2	131.80	131.80	131.21
R1	131.44	131.44	131.15	131.62
PP	131.12	131.12	131.12	131.21
S1	130.76	130.76	131.03	130.94
S2	130.44	130.44	130.97
S3	129.76	130.08	130.90
S4	129.08	129.40	130.72

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	134.33	133.83	131.71
R3	133.21	132.71	131.40
R2	132.09	132.09	131.30
R1	131.59	131.59	131.19	131.28
PP	130.97	130.97	130.97	130.82
S1	130.47	130.47	130.99	130.16
S2	129.85	129.85	130.88
S3	128.73	129.35	130.78
S4	127.61	128.23	130.47

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%	0.79	0.6%	30%	False	False	669,874
10	132.78	130.35	2.43	1.9%	0.82	0.6%	30%	False	False	387,730
20	132.78	129.72	3.06	2.3%	0.83	0.6%	45%	False	False	195,972
40	134.29	129.72	4.57	3.5%	0.77	0.6%	30%	False	False	98,283
60	134.29	129.72	4.57	3.5%	0.70	0.5%	30%	False	False	65,526
80	135.03	129.72	5.31	4.1%	0.59	0.5%	26%	False	False	49,145
100	135.76	129.72	6.04	4.6%	0.48	0.4%	23%	False	False	39,316
120	136.80	129.72	7.08	5.4%	0.40	0.3%	19%	False	False	32,763

Crabel Price Patterns
NR	False
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	0.21

Fibonacci Retracements and Extensions
4.250	134.36
2.618	133.25
1.618	132.57
1.000	132.15
0.618	131.89
HIGH	131.47
0.618	131.21
0.500	131.13
0.382	131.05
LOW	130.79
0.618	130.37
1.000	130.11
1.618	129.69
2.618	129.01
4.250	127.90

Fisher Pivots for day following 08-Sep-2023
Pivot	1 day	3 day
R1	131.13	131.03
PP	131.12	130.97
S1	131.10	130.91

Download as Excel Spreadsheet

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

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