Euro Bund Future March 2024

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	130.65	130.79	0.14	0.1%	131.70
High	130.74	131.42	0.68	0.5%	131.78
Low	130.65	130.62	-0.03	0.0%	130.70
Close	130.68	131.42	0.74	0.6%	131.32
Range	0.09	0.80	0.71	788.9%	1.08
ATR	0.54	0.56	0.02	3.5%	0.00
Volume	4	22	18	450.0%	50

Daily Pivots for day following 14-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	133.55	133.29	131.86
R3	132.75	132.49	131.64
R2	131.95	131.95	131.57
R1	131.69	131.69	131.49	131.82
PP	131.15	131.15	131.15	131.22
S1	130.89	130.89	131.35	131.02
S2	130.35	130.35	131.27
S3	129.55	130.09	131.20
S4	128.75	129.29	130.98

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	134.51	133.99	131.91
R3	133.43	132.91	131.62
R2	132.35	132.35	131.52
R1	131.83	131.83	131.42	131.55
PP	131.27	131.27	131.27	131.13
S1	130.75	130.75	131.22	130.47
S2	130.19	130.19	131.12
S3	129.11	129.67	131.02
S4	128.03	128.59	130.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131.42	130.62	0.80	0.6%	0.21	0.2%	100%	True	True	6
10	132.82	130.62	2.20	1.7%	0.32	0.2%	36%	False	True	7
20	132.88	130.26	2.62	2.0%	0.23	0.2%	44%	False	False	4
40	133.20	130.12	3.08	2.3%	0.11	0.1%	42%	False	False	2
60	134.24	130.12	4.12	3.1%	0.08	0.1%	32%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.07
Widest range in 70 trading days

Fibonacci Retracements and Extensions
4.250	134.82
2.618	133.51
1.618	132.71
1.000	132.22
0.618	131.91
HIGH	131.42
0.618	131.11
0.500	131.02
0.382	130.93
LOW	130.62
0.618	130.13
1.000	129.82
1.618	129.33
2.618	128.53
4.250	127.22

Fisher Pivots for day following 14-Sep-2023
Pivot	1 day	3 day
R1	131.29	131.29
PP	131.15	131.15
S1	131.02	131.02

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

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