Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 13-Sep-2023

Day Change Summary
	Previous	Current
	12-Sep-2023	13-Sep-2023	Change	Change %	Previous Week
Open	130.63	130.35	-0.28	-0.2%	131.33
High	130.99	130.74	-0.25	-0.2%	131.47
Low	130.45	129.95	-0.50	-0.4%	130.35
Close	130.63	130.43	-0.20	-0.2%	131.09
Range	0.54	0.79	0.25	46.3%	1.12
ATR	0.83	0.83	0.00	-0.3%	0.00
Volume	524,767	723,951	199,184	38.0%	2,782,170

Daily Pivots for day following 13-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	132.74	132.38	130.86
R3	131.95	131.59	130.65
R2	131.16	131.16	130.57
R1	130.80	130.80	130.50	130.98
PP	130.37	130.37	130.37	130.47
S1	130.01	130.01	130.36	130.19
S2	129.58	129.58	130.29
S3	128.79	129.22	130.21
S4	128.00	128.43	130.00

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	129.95	1.52	1.2%	0.60	0.5%	32%	False	True	571,322
10	132.78	129.95	2.83	2.2%	0.78	0.6%	17%	False	True	548,320
20	132.78	129.88	2.90	2.2%	0.79	0.6%	19%	False	False	278,614
40	134.29	129.72	4.57	3.5%	0.79	0.6%	16%	False	False	139,764
60	134.29	129.72	4.57	3.5%	0.70	0.5%	16%	False	False	93,180
80	135.03	129.72	5.31	4.1%	0.61	0.5%	13%	False	False	69,886
100	135.76	129.72	6.04	4.6%	0.49	0.4%	12%	False	False	55,908
120	136.80	129.72	7.08	5.4%	0.41	0.3%	10%	False	False	46,590

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	134.10
2.618	132.81
1.618	132.02
1.000	131.53
0.618	131.23
HIGH	130.74
0.618	130.44
0.500	130.35
0.382	130.25
LOW	129.95
0.618	129.46
1.000	129.16
1.618	128.67
2.618	127.88
4.250	126.59

Fisher Pivots for day following 13-Sep-2023
Pivot	1 day	3 day
R1	130.40	130.47
PP	130.37	130.46
S1	130.35	130.44

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

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