Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 24-Nov-2023

Day Change Summary
	Previous	Current
	22-Nov-2023	24-Nov-2023	Change	Change %	Previous Week
Open	131.53	130.92	-0.61	-0.5%	131.25
High	132.07	130.92	-1.15	-0.9%	132.07
Low	131.28	130.47	-0.81	-0.6%	130.47
Close	131.59	130.65	-0.94	-0.7%	130.65
Range	0.79	0.45	-0.34	-43.0%	1.60
ATR	0.78	0.80	0.02	3.2%	0.00
Volume	24,374	8,975	-15,399	-63.2%	54,546

Daily Pivots for day following 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	132.03	131.79	130.90
R3	131.58	131.34	130.77
R2	131.13	131.13	130.73
R1	130.89	130.89	130.69	130.79
PP	130.68	130.68	130.68	130.63
S1	130.44	130.44	130.61	130.34
S2	130.23	130.23	130.57
S3	129.78	129.99	130.53
S4	129.33	129.54	130.40

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	135.86	134.86	131.53
R3	134.26	133.26	131.09
R2	132.66	132.66	130.94
R1	131.66	131.66	130.80	131.36
PP	131.06	131.06	131.06	130.92
S1	130.06	130.06	130.50	129.76
S2	129.46	129.46	130.36
S3	127.86	128.46	130.21
S4	126.26	126.86	129.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132.09	130.47	1.62	1.2%	0.62	0.5%	11%	False	True	11,787
10	132.09	129.72	2.37	1.8%	0.67	0.5%	39%	False	False	7,118
20	132.09	128.60	3.49	2.7%	0.70	0.5%	59%	False	False	3,934
40	132.09	126.95	5.14	3.9%	0.64	0.5%	72%	False	False	2,039
60	132.82	126.95	5.87	4.5%	0.53	0.4%	63%	False	False	1,365
80	132.88	126.95	5.93	4.5%	0.41	0.3%	62%	False	False	1,024
100	133.74	126.95	6.79	5.2%	0.33	0.3%	54%	False	False	819

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.12
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	132.83
2.618	132.10
1.618	131.65
1.000	131.37
0.618	131.20
HIGH	130.92
0.618	130.75
0.500	130.70
0.382	130.64
LOW	130.47
0.618	130.19
1.000	130.02
1.618	129.74
2.618	129.29
4.250	128.56

Fisher Pivots for day following 24-Nov-2023
Pivot	1 day	3 day
R1	130.70	131.27
PP	130.68	131.06
S1	130.67	130.86

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

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