Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 29-Dec-2023

Day Change Summary
	Previous	Current
	28-Dec-2023	29-Dec-2023	Change	Change %	Previous Week
Open	138.72	138.14	-0.58	-0.4%	137.69
High	138.72	138.37	-0.35	-0.3%	138.84
Low	138.01	137.07	-0.94	-0.7%	137.07
Close	138.31	137.22	-1.09	-0.8%	137.22
Range	0.71	1.30	0.59	83.1%	1.77
ATR	0.93	0.95	0.03	2.9%	0.00
Volume	1,004,058	474,435	-529,623	-52.7%	1,832,861

Daily Pivots for day following 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	141.45	140.64	137.94
R3	140.15	139.34	137.58
R2	138.85	138.85	137.46
R1	138.04	138.04	137.34	137.80
PP	137.55	137.55	137.55	137.43
S1	136.74	136.74	137.10	136.50
S2	136.25	136.25	136.98
S3	134.95	135.44	136.86
S4	133.65	134.14	136.51

Weekly Pivots for week ending 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	143.02	141.89	138.19
R3	141.25	140.12	137.71
R2	139.48	139.48	137.54
R1	138.35	138.35	137.38	138.03
PP	137.71	137.71	137.71	137.55
S1	136.58	136.58	137.06	136.26
S2	135.94	135.94	136.90
S3	134.17	134.81	136.73
S4	132.40	133.04	136.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138.84	137.07	1.77	1.3%	0.86	0.6%	8%	False	True	579,335
10	138.84	135.81	3.03	2.2%	0.98	0.7%	47%	False	False	706,286
20	138.84	132.29	6.55	4.8%	0.99	0.7%	75%	False	False	778,990
40	138.84	128.69	10.15	7.4%	0.88	0.6%	84%	False	False	396,225
60	138.84	126.95	11.89	8.7%	0.78	0.6%	86%	False	False	264,209
80	138.84	126.95	11.89	8.7%	0.66	0.5%	86%	False	False	198,161
100	138.84	126.95	11.89	8.7%	0.56	0.4%	86%	False	False	158,529
120	138.84	126.95	11.89	8.7%	0.47	0.3%	86%	False	False	132,108

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	0.19
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	143.90
2.618	141.77
1.618	140.47
1.000	139.67
0.618	139.17
HIGH	138.37
0.618	137.87
0.500	137.72
0.382	137.57
LOW	137.07
0.618	136.27
1.000	135.77
1.618	134.97
2.618	133.67
4.250	131.55

Fisher Pivots for day following 29-Dec-2023
Pivot	1 day	3 day
R1	137.72	137.96
PP	137.55	137.71
S1	137.39	137.47

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

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