Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 11-Sep-2023

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	130.99	130.84	-0.15	-0.1%	131.33
High	131.47	130.92	-0.55	-0.4%	131.47
Low	130.79	130.60	-0.19	-0.1%	130.35
Close	131.09	130.64	-0.45	-0.3%	131.09
Range	0.68	0.32	-0.36	-52.9%	1.12
ATR	0.88	0.85	-0.03	-3.2%	0.00
Volume	516,848	410,540	-106,308	-20.6%	2,782,170

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	131.68	131.48	130.82
R3	131.36	131.16	130.73
R2	131.04	131.04	130.70
R1	130.84	130.84	130.67	130.78
PP	130.72	130.72	130.72	130.69
S1	130.52	130.52	130.61	130.46
S2	130.40	130.40	130.58
S3	130.08	130.20	130.55
S4	129.76	129.88	130.46

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	131.47	130.35	1.12	0.9%	0.62	0.5%	26%	False	False	638,542
10	132.78	130.35	2.43	1.9%	0.78	0.6%	12%	False	False	428,064
20	132.78	129.72	3.06	2.3%	0.79	0.6%	30%	False	False	216,422
40	134.29	129.72	4.57	3.5%	0.77	0.6%	20%	False	False	108,546
60	134.29	129.72	4.57	3.5%	0.69	0.5%	20%	False	False	72,368
80	135.03	129.72	5.31	4.1%	0.60	0.5%	17%	False	False	54,277
100	135.76	129.72	6.04	4.6%	0.48	0.4%	15%	False	False	43,421
120	136.80	129.72	7.08	5.4%	0.40	0.3%	13%	False	False	36,184

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.20
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	132.28
2.618	131.76
1.618	131.44
1.000	131.24
0.618	131.12
HIGH	130.92
0.618	130.80
0.500	130.76
0.382	130.72
LOW	130.60
0.618	130.40
1.000	130.28
1.618	130.08
2.618	129.76
4.250	129.24

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	130.76	130.91
PP	130.72	130.82
S1	130.68	130.73

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

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