Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 27-Dec-2023

Day Change Summary
	Previous	Current
	22-Dec-2023	27-Dec-2023	Change	Change %	Previous Week
Open	137.78	137.69	-0.09	-0.1%	137.20
High	138.11	138.84	0.73	0.5%	138.21
Low	137.58	137.67	0.09	0.1%	136.59
Close	137.90	138.64	0.74	0.5%	137.90
Range	0.53	1.17	0.64	120.8%	1.62
ATR	0.93	0.94	0.02	1.9%	0.00
Volume	389,203	354,368	-34,835	-9.0%	2,951,056

Daily Pivots for day following 27-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	141.89	141.44	139.28
R3	140.72	140.27	138.96
R2	139.55	139.55	138.85
R1	139.10	139.10	138.75	139.33
PP	138.38	138.38	138.38	138.50
S1	137.93	137.93	138.53	138.16
S2	137.21	137.21	138.43
S3	136.04	136.76	138.32
S4	134.87	135.59	138.00

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	142.43	141.78	138.79
R3	140.81	140.16	138.35
R2	139.19	139.19	138.20
R1	138.54	138.54	138.05	138.87
PP	137.57	137.57	137.57	137.73
S1	136.92	136.92	137.75	137.25
S2	135.95	135.95	137.60
S3	134.33	135.30	137.45
S4	132.71	133.68	137.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138.84	136.77	2.07	1.5%	0.75	0.5%	90%	True	False	542,844
10	138.84	134.80	4.04	2.9%	1.00	0.7%	95%	True	False	720,112
20	138.84	131.45	7.39	5.3%	0.98	0.7%	97%	True	False	713,588
40	138.84	128.69	10.15	7.3%	0.86	0.6%	98%	True	False	359,280
60	138.84	126.95	11.89	8.6%	0.76	0.5%	98%	True	False	239,568
80	138.84	126.95	11.89	8.6%	0.65	0.5%	98%	True	False	179,681
100	138.84	126.95	11.89	8.6%	0.54	0.4%	98%	True	False	143,744
120	138.84	126.95	11.89	8.6%	0.45	0.3%	98%	True	False	119,787

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	143.81
2.618	141.90
1.618	140.73
1.000	140.01
0.618	139.56
HIGH	138.84
0.618	138.39
0.500	138.26
0.382	138.12
LOW	137.67
0.618	136.95
1.000	136.50
1.618	135.78
2.618	134.61
4.250	132.70

Fisher Pivots for day following 27-Dec-2023
Pivot	1 day	3 day
R1	138.51	138.50
PP	138.38	138.35
S1	138.26	138.21

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

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