Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 07-Sep-2023

Day Change Summary
	Previous	Current
	06-Sep-2023	07-Sep-2023	Change	Change %	Previous Week
Open	131.39	131.01	-0.38	-0.3%	132.01
High	131.69	131.34	-0.35	-0.3%	133.34
Low	130.89	130.94	0.05	0.0%	131.70
Close	130.99	131.16	0.17	0.1%	132.38
Range	0.80	0.40	-0.40	-50.0%	1.64
ATR	0.99	0.95	-0.04	-4.3%	0.00
Volume	135,540	13,320	-122,220	-90.2%	4,230,082

Daily Pivots for day following 07-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	132.35	132.15	131.38
R3	131.95	131.75	131.27
R2	131.55	131.55	131.23
R1	131.35	131.35	131.20	131.45
PP	131.15	131.15	131.15	131.20
S1	130.95	130.95	131.12	131.05
S2	130.75	130.75	131.09
S3	130.35	130.55	131.05
S4	129.95	130.15	130.94

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	137.39	136.53	133.28
R3	135.75	134.89	132.83
R2	134.11	134.11	132.68
R1	133.25	133.25	132.53	133.68
PP	132.47	132.47	132.47	132.69
S1	131.61	131.61	132.23	132.04
S2	130.83	130.83	132.08
S3	129.19	129.97	131.93
S4	127.55	128.33	131.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.34	130.89	2.45	1.9%	0.88	0.7%	11%	False	False	649,668
10	133.36	130.89	2.47	1.9%	0.84	0.6%	11%	False	False	631,369
20	133.36	130.14	3.22	2.5%	0.86	0.7%	32%	False	False	592,190
40	134.88	130.14	4.74	3.6%	0.95	0.7%	22%	False	False	625,824
60	135.00	130.14	4.86	3.7%	1.00	0.8%	21%	False	False	676,963
80	135.85	130.14	5.71	4.4%	0.99	0.8%	18%	False	False	584,636
100	136.50	130.14	6.36	4.8%	0.95	0.7%	16%	False	False	467,770
120	138.27	130.14	8.13	6.2%	0.95	0.7%	13%	False	False	389,811

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Narrowest range in 79 trading days

Fibonacci Retracements and Extensions
4.250	133.04
2.618	132.39
1.618	131.99
1.000	131.74
0.618	131.59
HIGH	131.34
0.618	131.19
0.500	131.14
0.382	131.09
LOW	130.94
0.618	130.69
1.000	130.54
1.618	130.29
2.618	129.89
4.250	129.24

Fisher Pivots for day following 07-Sep-2023
Pivot	1 day	3 day
R1	131.15	131.44
PP	131.15	131.34
S1	131.14	131.25

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

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