Euro Bund Future December 2023

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

Day Change Summary
	Previous	Current
	12-Oct-2023	13-Oct-2023	Change	Change %	Previous Week
Open	129.92	128.92	-1.00	-0.8%	128.17
High	130.20	129.96	-0.24	-0.2%	130.20
Low	128.76	128.82	0.06	0.0%	127.93
Close	129.16	129.52	0.36	0.3%	129.52
Range	1.44	1.14	-0.30	-20.8%	2.27
ATR	1.02	1.03	0.01	0.8%	0.00
Volume	1,060,923	878,094	-182,829	-17.2%	5,025,445

Daily Pivots for day following 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	132.85	132.33	130.15
R3	131.71	131.19	129.83
R2	130.57	130.57	129.73
R1	130.05	130.05	129.62	130.31
PP	129.43	129.43	129.43	129.57
S1	128.91	128.91	129.42	129.17
S2	128.29	128.29	129.31
S3	127.15	127.77	129.21
S4	126.01	126.63	128.89

Weekly Pivots for week ending 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	136.03	135.04	130.77
R3	133.76	132.77	130.14
R2	131.49	131.49	129.94
R1	130.50	130.50	129.73	131.00
PP	129.22	129.22	129.22	129.46
S1	128.23	128.23	129.31	128.73
S2	126.95	126.95	129.10
S3	124.68	125.96	128.90
S4	122.41	123.69	128.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.20	127.93	2.27	1.8%	1.18	0.9%	70%	False	False	1,005,089
10	130.20	126.62	3.58	2.8%	1.07	0.8%	81%	False	False	961,938
20	130.24	126.62	3.62	2.8%	0.98	0.8%	80%	False	False	920,687
40	132.78	126.62	6.16	4.8%	0.92	0.7%	47%	False	False	640,254
60	133.45	126.62	6.83	5.3%	0.86	0.7%	42%	False	False	427,179
80	134.29	126.62	7.67	5.9%	0.78	0.6%	38%	False	False	320,402
100	135.03	126.62	8.41	6.5%	0.71	0.5%	34%	False	False	256,322
120	135.76	126.62	9.14	7.1%	0.59	0.5%	32%	False	False	213,602

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134.81
2.618	132.94
1.618	131.80
1.000	131.10
0.618	130.66
HIGH	129.96
0.618	129.52
0.500	129.39
0.382	129.26
LOW	128.82
0.618	128.12
1.000	127.68
1.618	126.98
2.618	125.84
4.250	123.98

Fisher Pivots for day following 13-Oct-2023
Pivot	1 day	3 day
R1	129.48	129.51
PP	129.43	129.49
S1	129.39	129.48

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

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