Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 28-Sep-2023

Day Change Summary
	Previous	Current
	27-Sep-2023	28-Sep-2023	Change	Change %	Previous Week
Open	129.10	128.80	-0.30	-0.2%	130.50
High	129.10	128.80	-0.30	-0.2%	130.50
Low	128.40	127.33	-1.07	-0.8%	129.50
Close	128.94	127.33	-1.61	-1.2%	129.77
Range	0.70	1.47	0.77	110.0%	1.00
ATR	0.51	0.59	0.08	15.6%	0.00
Volume	174	71	-103	-59.2%	5

Daily Pivots for day following 28-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	132.23	131.25	128.14
R3	130.76	129.78	127.73
R2	129.29	129.29	127.60
R1	128.31	128.31	127.46	128.07
PP	127.82	127.82	127.82	127.70
S1	126.84	126.84	127.20	126.60
S2	126.35	126.35	127.06
S3	124.88	125.37	126.93
S4	123.41	123.90	126.52

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	132.92	132.35	130.32
R3	131.92	131.35	130.05
R2	130.92	130.92	129.95
R1	130.35	130.35	129.86	130.14
PP	129.92	129.92	129.92	129.82
S1	129.35	129.35	129.68	129.14
S2	128.92	128.92	129.59
S3	127.92	128.35	129.50
S4	126.92	127.35	129.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129.79	127.33	2.46	1.9%	0.52	0.4%	0%	False	True	53
10	130.53	127.33	3.20	2.5%	0.32	0.2%	0%	False	True	26
20	132.82	127.33	5.49	4.3%	0.32	0.2%	0%	False	True	17
40	132.88	127.33	5.55	4.4%	0.19	0.2%	0%	False	True	8
60	133.74	127.33	6.41	5.0%	0.13	0.1%	0%	False	True	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00
Widest range in 80 trading days

Fibonacci Retracements and Extensions
4.250	135.05
2.618	132.65
1.618	131.18
1.000	130.27
0.618	129.71
HIGH	128.80
0.618	128.24
0.500	128.07
0.382	127.89
LOW	127.33
0.618	126.42
1.000	125.86
1.618	124.95
2.618	123.48
4.250	121.08

Fisher Pivots for day following 28-Sep-2023
Pivot	1 day	3 day
R1	128.07	128.24
PP	127.82	127.93
S1	127.58	127.63

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

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