Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 26-Jan-2024

Day Change Summary
	Previous	Current
	25-Jan-2024	26-Jan-2024	Change	Change %	Previous Week
Open	133.65	134.65	1.00	0.7%	134.17
High	134.63	135.02	0.39	0.3%	135.02
Low	133.55	134.16	0.61	0.5%	133.55
Close	134.53	134.29	-0.24	-0.2%	134.29
Range	1.08	0.86	-0.22	-20.4%	1.47
ATR	0.93	0.92	0.00	-0.5%	0.00
Volume	1,069,169	862,944	-206,225	-19.3%	4,525,059

Daily Pivots for day following 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	137.07	136.54	134.76
R3	136.21	135.68	134.53
R2	135.35	135.35	134.45
R1	134.82	134.82	134.37	134.66
PP	134.49	134.49	134.49	134.41
S1	133.96	133.96	134.21	133.80
S2	133.63	133.63	134.13
S3	132.77	133.10	134.05
S4	131.91	132.24	133.82

Weekly Pivots for week ending 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	138.70	137.96	135.10
R3	137.23	136.49	134.69
R2	135.76	135.76	134.56
R1	135.02	135.02	134.42	135.39
PP	134.29	134.29	134.29	134.47
S1	133.55	133.55	134.16	133.92
S2	132.82	132.82	134.02
S3	131.35	132.08	133.89
S4	129.88	130.61	133.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135.02	133.55	1.47	1.1%	0.81	0.6%	50%	True	False	905,011
10	135.99	133.55	2.44	1.8%	0.78	0.6%	30%	False	False	970,931
20	138.72	133.55	5.17	3.8%	0.93	0.7%	14%	False	False	977,320
40	138.84	131.45	7.39	5.5%	0.95	0.7%	38%	False	False	845,454
60	138.84	128.69	10.15	7.6%	0.88	0.7%	55%	False	False	565,293
80	138.84	126.95	11.89	8.9%	0.80	0.6%	62%	False	False	424,006
100	138.84	126.95	11.89	8.9%	0.71	0.5%	62%	False	False	339,208
120	138.84	126.95	11.89	8.9%	0.60	0.5%	62%	False	False	282,674

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	True
Bear Hook	False
Bull Hook	True
Stretch	0.19
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	138.68
2.618	137.27
1.618	136.41
1.000	135.88
0.618	135.55
HIGH	135.02
0.618	134.69
0.500	134.59
0.382	134.49
LOW	134.16
0.618	133.63
1.000	133.30
1.618	132.77
2.618	131.91
4.250	130.51

Fisher Pivots for day following 26-Jan-2024
Pivot	1 day	3 day
R1	134.59	134.29
PP	134.49	134.29
S1	134.39	134.29

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

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