Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	131.11	130.20	-0.91	-0.7%	130.84
High	131.27	130.24	-1.03	-0.8%	131.49
Low	130.21	129.73	-0.48	-0.4%	129.95
Close	130.31	129.76	-0.55	-0.4%	130.31
Range	1.06	0.51	-0.55	-51.9%	1.54
ATR	0.86	0.84	-0.02	-2.3%	0.00
Volume	700,191	566,630	-133,561	-19.1%	3,286,880

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	131.44	131.11	130.04
R3	130.93	130.60	129.90
R2	130.42	130.42	129.85
R1	130.09	130.09	129.81	130.00
PP	129.91	129.91	129.91	129.87
S1	129.58	129.58	129.71	129.49
S2	129.40	129.40	129.67
S3	128.89	129.07	129.62
S4	128.38	128.56	129.48

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	135.20	134.30	131.16
R3	133.66	132.76	130.73
R2	132.12	132.12	130.59
R1	131.22	131.22	130.45	130.90
PP	130.58	130.58	130.58	130.43
S1	129.68	129.68	130.17	129.36
S2	129.04	129.04	130.03
S3	127.50	128.14	129.89
S4	125.96	126.60	129.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131.49	129.73	1.76	1.4%	0.80	0.6%	2%	False	True	688,594
10	131.49	129.73	1.76	1.4%	0.71	0.5%	2%	False	True	663,568
20	132.78	129.73	3.05	2.4%	0.83	0.6%	1%	False	True	387,789
40	133.45	129.72	3.73	2.9%	0.80	0.6%	1%	False	False	194,588
60	134.29	129.72	4.57	3.5%	0.71	0.5%	1%	False	False	129,750
80	135.03	129.72	5.31	4.1%	0.65	0.5%	1%	False	False	97,314
100	135.76	129.72	6.04	4.7%	0.52	0.4%	1%	False	False	77,851
120	136.10	129.72	6.38	4.9%	0.43	0.3%	1%	False	False	64,876

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.18
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	132.41
2.618	131.58
1.618	131.07
1.000	130.75
0.618	130.56
HIGH	130.24
0.618	130.05
0.500	129.99
0.382	129.92
LOW	129.73
0.618	129.41
1.000	129.22
1.618	128.90
2.618	128.39
4.250	127.56

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	129.99	130.61
PP	129.91	130.33
S1	129.84	130.04

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

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