Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 14-Sep-2023

Day Change Summary
	Previous	Current
	13-Sep-2023	14-Sep-2023	Change	Change %	Previous Week
Open	130.35	130.60	0.25	0.2%	131.33
High	130.74	131.49	0.75	0.6%	131.47
Low	129.95	130.39	0.44	0.3%	130.35
Close	130.43	131.23	0.80	0.6%	131.09
Range	0.79	1.10	0.31	39.2%	1.12
ATR	0.83	0.85	0.02	2.4%	0.00
Volume	723,951	927,431	203,480	28.1%	2,782,170

Daily Pivots for day following 14-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	134.34	133.88	131.84
R3	133.24	132.78	131.53
R2	132.14	132.14	131.43
R1	131.68	131.68	131.33	131.91
PP	131.04	131.04	131.04	131.15
S1	130.58	130.58	131.13	130.81
S2	129.94	129.94	131.03
S3	128.84	129.48	130.93
S4	127.74	128.38	130.63

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	131.49	129.95	1.54	1.2%	0.69	0.5%	83%	True	False	620,707
10	132.78	129.95	2.83	2.2%	0.81	0.6%	45%	False	False	627,159
20	132.78	129.88	2.90	2.2%	0.82	0.6%	47%	False	False	324,939
40	133.45	129.72	3.73	2.8%	0.78	0.6%	40%	False	False	162,949
60	134.29	129.72	4.57	3.5%	0.71	0.5%	33%	False	False	108,637
80	135.03	129.72	5.31	4.0%	0.63	0.5%	28%	False	False	81,479
100	135.76	129.72	6.04	4.6%	0.50	0.4%	25%	False	False	65,183
120	136.10	129.72	6.38	4.9%	0.42	0.3%	24%	False	False	54,319

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.21
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	136.17
2.618	134.37
1.618	133.27
1.000	132.59
0.618	132.17
HIGH	131.49
0.618	131.07
0.500	130.94
0.382	130.81
LOW	130.39
0.618	129.71
1.000	129.29
1.618	128.61
2.618	127.51
4.250	125.72

Fisher Pivots for day following 14-Sep-2023
Pivot	1 day	3 day
R1	131.13	131.06
PP	131.04	130.89
S1	130.94	130.72

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

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