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Do you mean artillery gets initial close range firing bonus and fires at F2, all subsequent firing in that engagement is at F1? Just like how cavalry is F3 initial and F2 subsequent because.
Yes, the short range bonus (F2) only applies for the first Battle Turn that the artillery is engaged. It returns to F1 for any following turns, whether firing at long or short range.
Edit: In the very unusual chance that the enemy in that column completely disengages and then re-engages, the artillery will get another short range bonus.