Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 26-Sep-2023

Day Change Summary
	Previous	Current
	25-Sep-2023	26-Sep-2023	Change	Change %	Previous Week
Open	129.54	128.83	-0.71	-0.5%	130.20
High	129.56	129.30	-0.26	-0.2%	130.24
Low	128.78	128.69	-0.09	-0.1%	129.11
Close	129.02	128.89	-0.13	-0.1%	129.56
Range	0.78	0.61	-0.17	-21.8%	1.13
ATR	0.82	0.81	-0.02	-1.8%	0.00
Volume	820,333	845,596	25,263	3.1%	3,525,428

Daily Pivots for day following 26-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	130.79	130.45	129.23
R3	130.18	129.84	129.06
R2	129.57	129.57	129.00
R1	129.23	129.23	128.95	129.40
PP	128.96	128.96	128.96	129.05
S1	128.62	128.62	128.83	128.79
S2	128.35	128.35	128.78
S3	127.74	128.01	128.72
S4	127.13	127.40	128.55

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	133.03	132.42	130.18
R3	131.90	131.29	129.87
R2	130.77	130.77	129.77
R1	130.16	130.16	129.66	129.90
PP	129.64	129.64	129.64	129.51
S1	129.03	129.03	129.46	128.77
S2	128.51	128.51	129.35
S3	127.38	127.90	129.25
S4	126.25	126.77	128.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.19	128.69	1.50	1.2%	0.73	0.6%	13%	False	True	790,787
10	131.49	128.69	2.80	2.2%	0.78	0.6%	7%	False	True	754,293
20	132.78	128.69	4.09	3.2%	0.78	0.6%	5%	False	True	616,882
40	132.91	128.69	4.22	3.3%	0.79	0.6%	5%	False	True	310,150
60	134.29	128.69	5.60	4.3%	0.75	0.6%	4%	False	True	206,828
80	135.03	128.69	6.34	4.9%	0.68	0.5%	3%	False	True	155,123
100	135.53	128.69	6.84	5.3%	0.56	0.4%	3%	False	True	124,098
120	136.10	128.69	7.41	5.7%	0.47	0.4%	3%	False	True	103,415

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 6 trading days

Fibonacci Retracements and Extensions
4.250	131.89
2.618	130.90
1.618	130.29
1.000	129.91
0.618	129.68
HIGH	129.30
0.618	129.07
0.500	129.00
0.382	128.92
LOW	128.69
0.618	128.31
1.000	128.08
1.618	127.70
2.618	127.09
4.250	126.10

Fisher Pivots for day following 26-Sep-2023
Pivot	1 day	3 day
R1	129.00	129.44
PP	128.96	129.26
S1	128.93	129.07

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

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