Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 01-Dec-2023

Day Change Summary
	Previous	Current
	30-Nov-2023	01-Dec-2023	Change	Change %	Previous Week
Open	133.15	132.77	-0.38	-0.3%	130.93
High	133.34	133.92	0.58	0.4%	133.92
Low	132.29	132.59	0.30	0.2%	130.51
Close	132.65	133.60	0.95	0.7%	133.60
Range	1.05	1.33	0.28	26.7%	3.41
ATR	0.86	0.89	0.03	4.0%	0.00
Volume	331,829	830,300	498,471	150.2%	1,353,361

Daily Pivots for day following 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	137.36	136.81	134.33
R3	136.03	135.48	133.97
R2	134.70	134.70	133.84
R1	134.15	134.15	133.72	134.43
PP	133.37	133.37	133.37	133.51
S1	132.82	132.82	133.48	133.10
S2	132.04	132.04	133.36
S3	130.71	131.49	133.23
S4	129.38	130.16	132.87

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	142.91	141.66	135.48
R3	139.50	138.25	134.54
R2	136.09	136.09	134.23
R1	134.84	134.84	133.91	135.47
PP	132.68	132.68	132.68	132.99
S1	131.43	131.43	133.29	132.06
S2	129.27	129.27	132.97
S3	125.86	128.02	132.66
S4	122.45	124.61	131.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.92	130.51	3.41	2.6%	1.08	0.8%	91%	True	False	270,672
10	133.92	130.47	3.45	2.6%	0.85	0.6%	91%	True	False	141,229
20	133.92	129.72	4.20	3.1%	0.80	0.6%	92%	True	False	71,510
40	133.92	127.44	6.48	4.9%	0.70	0.5%	95%	True	False	35,857
60	133.92	126.95	6.97	5.2%	0.59	0.4%	95%	True	False	23,920
80	133.92	126.95	6.97	5.2%	0.48	0.4%	95%	True	False	17,941
100	133.92	126.95	6.97	5.2%	0.39	0.3%	95%	True	False	14,353
120	134.24	126.95	7.29	5.5%	0.32	0.2%	91%	False	False	11,960

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	0.15
Widest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	139.57
2.618	137.40
1.618	136.07
1.000	135.25
0.618	134.74
HIGH	133.92
0.618	133.41
0.500	133.26
0.382	133.10
LOW	132.59
0.618	131.77
1.000	131.26
1.618	130.44
2.618	129.11
4.250	126.94

Fisher Pivots for day following 01-Dec-2023
Pivot	1 day	3 day
R1	133.49	133.44
PP	133.37	133.27
S1	133.26	133.11

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

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