Euro Bund Future September 2022

Trading Metrics calculated at close of trading on 01-Sep-2022

Day Change Summary
	Previous	Current
	31-Aug-2022	01-Sep-2022	Change	Change %	Previous Week
Open	148.48	147.49	-0.99	-0.7%	152.16
High	148.99	147.83	-1.16	-0.8%	152.84
Low	147.38	146.78	-0.60	-0.4%	149.35
Close	147.97	147.39	-0.58	-0.4%	149.96
Range	1.61	1.05	-0.56	-34.8%	3.49
ATR	1.76	1.72	-0.04	-2.3%	0.00
Volume	1,071,503	1,251,106	179,603	16.8%	3,173,515

Daily Pivots for day following 01-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	150.48	149.99	147.97
R3	149.43	148.94	147.68
R2	148.38	148.38	147.58
R1	147.89	147.89	147.49	147.61
PP	147.33	147.33	147.33	147.20
S1	146.84	146.84	147.29	146.56
S2	146.28	146.28	147.20
S3	145.23	145.79	147.10
S4	144.18	144.74	146.81

Weekly Pivots for week ending 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	161.19	159.06	151.88
R3	157.70	155.57	150.92
R2	154.21	154.21	150.60
R1	152.08	152.08	150.28	151.40
PP	150.72	150.72	150.72	150.38
S1	148.59	148.59	149.64	147.91
S2	147.23	147.23	149.32
S3	143.74	145.10	149.00
S4	140.25	141.61	148.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151.24	146.78	4.46	3.0%	1.42	1.0%	14%	False	True	882,366
10	153.66	146.78	6.88	4.7%	1.51	1.0%	9%	False	True	748,754
20	158.21	146.78	11.43	7.8%	1.59	1.1%	5%	False	True	608,204
40	159.70	146.78	12.92	8.8%	1.75	1.2%	5%	False	True	641,818
60	159.70	140.67	19.03	12.9%	2.01	1.4%	35%	False	False	738,731
80	159.70	140.67	19.03	12.9%	1.81	1.2%	35%	False	False	618,838
100	159.70	140.67	19.03	12.9%	1.70	1.2%	35%	False	False	495,914

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	0.40
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	152.29
2.618	150.58
1.618	149.53
1.000	148.88
0.618	148.48
HIGH	147.83
0.618	147.43
0.500	147.31
0.382	147.18
LOW	146.78
0.618	146.13
1.000	145.73
1.618	145.08
2.618	144.03
4.250	142.32

Fisher Pivots for day following 01-Sep-2022
Pivot	1 day	3 day
R1	147.36	148.05
PP	147.33	147.83
S1	147.31	147.61

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

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