Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 06-Dec-2023

Day Change Summary
	Previous	Current
	05-Dec-2023	06-Dec-2023	Change	Change %	Previous Week
Open	133.94	134.93	0.99	0.7%	130.93
High	135.04	135.55	0.51	0.4%	133.92
Low	133.91	134.55	0.64	0.5%	130.51
Close	134.98	135.36	0.38	0.3%	133.60
Range	1.13	1.00	-0.13	-11.5%	3.41
ATR	0.91	0.91	0.01	0.7%	0.00
Volume	1,005,391	1,110,931	105,540	10.5%	1,353,361

Daily Pivots for day following 06-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	138.15	137.76	135.91
R3	137.15	136.76	135.64
R2	136.15	136.15	135.54
R1	135.76	135.76	135.45	135.96
PP	135.15	135.15	135.15	135.25
S1	134.76	134.76	135.27	134.96
S2	134.15	134.15	135.18
S3	133.15	133.76	135.09
S4	132.15	132.76	134.81

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	135.55	132.29	3.26	2.4%	1.07	0.8%	94%	True	False	886,874
10	135.55	130.47	5.08	3.8%	0.96	0.7%	96%	True	False	465,895
20	135.55	129.72	5.83	4.3%	0.83	0.6%	97%	True	False	234,975
40	135.55	127.44	8.11	6.0%	0.72	0.5%	98%	True	False	117,645
60	135.55	126.95	8.60	6.4%	0.63	0.5%	98%	True	False	78,458
80	135.55	126.95	8.60	6.4%	0.52	0.4%	98%	True	False	58,844
100	135.55	126.95	8.60	6.4%	0.42	0.3%	98%	True	False	47,075
120	135.55	126.95	8.60	6.4%	0.35	0.3%	98%	True	False	39,229

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	139.80
2.618	138.17
1.618	137.17
1.000	136.55
0.618	136.17
HIGH	135.55
0.618	135.17
0.500	135.05
0.382	134.93
LOW	134.55
0.618	133.93
1.000	133.55
1.618	132.93
2.618	131.93
4.250	130.30

Fisher Pivots for day following 06-Dec-2023
Pivot	1 day	3 day
R1	135.26	135.07
PP	135.15	134.78
S1	135.05	134.49

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

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