Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	130.79	130.50	-0.29	-0.2%	130.98
High	131.42	130.53	-0.89	-0.7%	131.42
Low	130.62	130.50	-0.12	-0.1%	130.50
Close	131.42	130.53	-0.89	-0.7%	130.53
Range	0.80	0.03	-0.77	-96.3%	0.92
ATR	0.56	0.58	0.03	4.7%	0.00
Volume	22	2	-20	-90.9%	30

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	130.61	130.60	130.55
R3	130.58	130.57	130.54
R2	130.55	130.55	130.54
R1	130.54	130.54	130.53	130.55
PP	130.52	130.52	130.52	130.52
S1	130.51	130.51	130.53	130.52
S2	130.49	130.49	130.52
S3	130.46	130.48	130.52
S4	130.43	130.45	130.51

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	133.58	132.97	131.04
R3	132.66	132.05	130.78
R2	131.74	131.74	130.70
R1	131.13	131.13	130.61	130.98
PP	130.82	130.82	130.82	130.74
S1	130.21	130.21	130.45	130.06
S2	129.90	129.90	130.36
S3	128.98	129.29	130.28
S4	128.06	128.37	130.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131.42	130.50	0.92	0.7%	0.21	0.2%	3%	False	True	6
10	131.78	130.50	1.28	1.0%	0.25	0.2%	2%	False	True	8
20	132.88	130.26	2.62	2.0%	0.23	0.2%	10%	False	False	4
40	133.20	130.12	3.08	2.4%	0.11	0.1%	13%	False	False	2
60	134.24	130.12	4.12	3.2%	0.08	0.1%	10%	False	False	1

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	0.07
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	130.66
2.618	130.61
1.618	130.58
1.000	130.56
0.618	130.55
HIGH	130.53
0.618	130.52
0.500	130.52
0.382	130.51
LOW	130.50
0.618	130.48
1.000	130.47
1.618	130.45
2.618	130.42
4.250	130.37

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	130.53	130.96
PP	130.52	130.82
S1	130.52	130.67

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

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