Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 12-Jan-2024

Day Change Summary
	Previous	Current
	11-Jan-2024	12-Jan-2024	Change	Change %	Previous Week
Open	134.96	135.80	0.84	0.6%	135.43
High	135.78	135.99	0.21	0.2%	136.16
Low	134.92	135.32	0.40	0.3%	134.87
Close	135.14	135.67	0.53	0.4%	135.67
Range	0.86	0.67	-0.19	-22.1%	1.29
ATR	1.02	1.01	-0.01	-1.2%	0.00
Volume	1,116,168	965,098	-151,070	-13.5%	5,192,262

Daily Pivots for day following 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	137.67	137.34	136.04
R3	137.00	136.67	135.85
R2	136.33	136.33	135.79
R1	136.00	136.00	135.73	135.83
PP	135.66	135.66	135.66	135.58
S1	135.33	135.33	135.61	135.16
S2	134.99	134.99	135.55
S3	134.32	134.66	135.49
S4	133.65	133.99	135.30

Weekly Pivots for week ending 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	139.44	138.84	136.38
R3	138.15	137.55	136.02
R2	136.86	136.86	135.91
R1	136.26	136.26	135.79	136.56
PP	135.57	135.57	135.57	135.72
S1	134.97	134.97	135.55	135.27
S2	134.28	134.28	135.43
S3	132.99	133.68	135.32
S4	131.70	132.39	134.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	136.16	134.87	1.29	1.0%	0.80	0.6%	62%	False	False	1,038,452
10	138.37	134.87	3.50	2.6%	1.08	0.8%	23%	False	False	979,813
20	138.84	134.87	3.97	2.9%	1.04	0.8%	20%	False	False	860,122
40	138.84	130.00	8.84	6.5%	0.95	0.7%	64%	False	False	629,082
60	138.84	127.44	11.40	8.4%	0.85	0.6%	72%	False	False	419,574
80	138.84	126.95	11.89	8.8%	0.75	0.6%	73%	False	False	314,707
100	138.84	126.95	11.89	8.8%	0.65	0.5%	73%	False	False	251,766
120	138.84	126.95	11.89	8.8%	0.55	0.4%	73%	False	False	209,805

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	138.84
2.618	137.74
1.618	137.07
1.000	136.66
0.618	136.40
HIGH	135.99
0.618	135.73
0.500	135.66
0.382	135.58
LOW	135.32
0.618	134.91
1.000	134.65
1.618	134.24
2.618	133.57
4.250	132.47

Fisher Pivots for day following 12-Jan-2024
Pivot	1 day	3 day
R1	135.67	135.59
PP	135.66	135.51
S1	135.66	135.43

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

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