Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 24-Jan-2024

Day Change Summary
	Previous	Current
	23-Jan-2024	24-Jan-2024	Change	Change %	Previous Week
Open	134.52	133.87	-0.65	-0.5%	135.17
High	134.55	134.42	-0.13	-0.1%	135.50
Low	133.72	133.64	-0.08	-0.1%	133.71
Close	133.92	133.91	-0.01	0.0%	134.00
Range	0.83	0.78	-0.05	-6.0%	1.79
ATR	0.93	0.92	-0.01	-1.1%	0.00
Volume	896,208	1,039,063	142,855	15.9%	4,219,155

Daily Pivots for day following 24-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	136.33	135.90	134.34
R3	135.55	135.12	134.12
R2	134.77	134.77	134.05
R1	134.34	134.34	133.98	134.56
PP	133.99	133.99	133.99	134.10
S1	133.56	133.56	133.84	133.78
S2	133.21	133.21	133.77
S3	132.43	132.78	133.70
S4	131.65	132.00	133.48

Weekly Pivots for week ending 19-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	139.77	138.68	134.98
R3	137.98	136.89	134.49
R2	136.19	136.19	134.33
R1	135.10	135.10	134.16	134.75
PP	134.40	134.40	134.40	134.23
S1	133.31	133.31	133.84	132.96
S2	132.61	132.61	133.67
S3	130.82	131.52	133.51
S4	129.03	129.73	133.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.66	133.64	1.02	0.8%	0.69	0.5%	26%	False	True	872,181
10	135.99	133.64	2.35	1.8%	0.76	0.6%	11%	False	True	994,520
20	138.84	133.64	5.20	3.9%	0.92	0.7%	5%	False	True	917,893
40	138.84	130.47	8.37	6.3%	0.95	0.7%	41%	False	False	797,895
60	138.84	127.95	10.89	8.1%	0.88	0.7%	55%	False	False	533,094
80	138.84	126.95	11.89	8.9%	0.81	0.6%	59%	False	False	399,856
100	138.84	126.95	11.89	8.9%	0.69	0.5%	59%	False	False	319,887
120	138.84	126.95	11.89	8.9%	0.59	0.4%	59%	False	False	266,573

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	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137.74
2.618	136.46
1.618	135.68
1.000	135.20
0.618	134.90
HIGH	134.42
0.618	134.12
0.500	134.03
0.382	133.94
LOW	133.64
0.618	133.16
1.000	132.86
1.618	132.38
2.618	131.60
4.250	130.33

Fisher Pivots for day following 24-Jan-2024
Pivot	1 day	3 day
R1	134.03	134.15
PP	133.99	134.07
S1	133.95	133.99

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

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