Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 27-Sep-2023

Day Change Summary
	Previous	Current
	26-Sep-2023	27-Sep-2023	Change	Change %	Previous Week
Open	128.83	128.93	0.10	0.1%	130.20
High	129.30	129.23	-0.07	-0.1%	130.24
Low	128.69	128.06	-0.63	-0.5%	129.11
Close	128.89	128.64	-0.25	-0.2%	129.56
Range	0.61	1.17	0.56	91.8%	1.13
ATR	0.81	0.83	0.03	3.2%	0.00
Volume	845,596	936,112	90,516	10.7%	3,525,428

Daily Pivots for day following 27-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	132.15	131.57	129.28
R3	130.98	130.40	128.96
R2	129.81	129.81	128.85
R1	129.23	129.23	128.75	128.94
PP	128.64	128.64	128.64	128.50
S1	128.06	128.06	128.53	127.77
S2	127.47	127.47	128.43
S3	126.30	126.89	128.32
S4	125.13	125.72	128.00

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	128.06	2.13	1.7%	0.83	0.6%	27%	False	True	846,033
10	131.49	128.06	3.43	2.7%	0.82	0.6%	17%	False	True	775,509
20	132.78	128.06	4.72	3.7%	0.80	0.6%	12%	False	True	661,915
40	132.91	128.06	4.85	3.8%	0.80	0.6%	12%	False	True	333,549
60	134.29	128.06	6.23	4.8%	0.77	0.6%	9%	False	True	222,430
80	134.29	128.06	6.23	4.8%	0.68	0.5%	9%	False	True	166,824
100	135.53	128.06	7.47	5.8%	0.57	0.4%	8%	False	True	133,459
120	135.76	128.06	7.70	6.0%	0.48	0.4%	8%	False	True	111,216

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	0.17
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	134.20
2.618	132.29
1.618	131.12
1.000	130.40
0.618	129.95
HIGH	129.23
0.618	128.78
0.500	128.65
0.382	128.51
LOW	128.06
0.618	127.34
1.000	126.89
1.618	126.17
2.618	125.00
4.250	123.09

Fisher Pivots for day following 27-Sep-2023
Pivot	1 day	3 day
R1	128.65	128.81
PP	128.64	128.75
S1	128.64	128.70

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

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