Ernst,
This phenomenon is simply the consequence of the last quarter and semester's ranges being almost identical. So their highs, lows and closes coincide in the pivot formulas. Therefore, I don't see any reason why volatility would be lower than during the previous quarter. The main reason volatility could decrease somehow would be a sustained bullish market which is often in synch with decreasing ATR%. That's great for the robot's risk management since the trailing stop will rise much faster with decreasing ATR%.
Now, the quarterly levels seem to become preponderant in market makers' algorithms and this can only be reinforced this quarter with their semester pivots confluences. I expect these levels will be much harder to break than usual.
Billy