Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 04-Dec-2023

Day Change Summary
	Previous	Current
	01-Dec-2023	04-Dec-2023	Change	Change %	Previous Week
Open	132.77	133.72	0.95	0.7%	130.93
High	133.92	134.24	0.32	0.2%	133.92
Low	132.59	133.42	0.83	0.6%	130.51
Close	133.60	133.86	0.26	0.2%	133.60
Range	1.33	0.82	-0.51	-38.3%	3.41
ATR	0.89	0.88	0.00	-0.6%	0.00
Volume	830,300	1,155,923	325,623	39.2%	1,353,361

Daily Pivots for day following 04-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	136.30	135.90	134.31
R3	135.48	135.08	134.09
R2	134.66	134.66	134.01
R1	134.26	134.26	133.94	134.46
PP	133.84	133.84	133.84	133.94
S1	133.44	133.44	133.78	133.64
S2	133.02	133.02	133.71
S3	132.20	132.62	133.63
S4	131.38	131.80	133.41

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	134.24	131.45	2.79	2.1%	0.99	0.7%	86%	True	False	497,702
10	134.24	130.47	3.77	2.8%	0.85	0.6%	90%	True	False	256,383
20	134.24	129.72	4.52	3.4%	0.79	0.6%	92%	True	False	129,248
40	134.24	127.44	6.80	5.1%	0.71	0.5%	94%	True	False	64,751
60	134.24	126.95	7.29	5.4%	0.60	0.4%	95%	True	False	43,186
80	134.24	126.95	7.29	5.4%	0.49	0.4%	95%	True	False	32,390
100	134.24	126.95	7.29	5.4%	0.39	0.3%	95%	True	False	25,912
120	134.24	126.95	7.29	5.4%	0.33	0.2%	95%	True	False	21,593

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.16
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	137.73
2.618	136.39
1.618	135.57
1.000	135.06
0.618	134.75
HIGH	134.24
0.618	133.93
0.500	133.83
0.382	133.73
LOW	133.42
0.618	132.91
1.000	132.60
1.618	132.09
2.618	131.27
4.250	129.94

Fisher Pivots for day following 04-Dec-2023
Pivot	1 day	3 day
R1	133.85	133.66
PP	133.84	133.46
S1	133.83	133.27

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

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