Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 02-Feb-2024

Day Change Summary
	Previous	Current
	01-Feb-2024	02-Feb-2024	Change	Change %	Previous Week
Open	135.75	135.78	0.03	0.0%	134.50
High	136.29	135.88	-0.41	-0.3%	136.29
Low	135.20	134.82	-0.38	-0.3%	134.37
Close	136.25	134.93	-1.32	-1.0%	134.93
Range	1.09	1.06	-0.03	-2.8%	1.92
ATR	0.98	1.01	0.03	3.3%	0.00
Volume	1,204,091	1,166,462	-37,629	-3.1%	5,755,573

Daily Pivots for day following 02-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	138.39	137.72	135.51
R3	137.33	136.66	135.22
R2	136.27	136.27	135.12
R1	135.60	135.60	135.03	135.41
PP	135.21	135.21	135.21	135.11
S1	134.54	134.54	134.83	134.35
S2	134.15	134.15	134.74
S3	133.09	133.48	134.64
S4	132.03	132.42	134.35

Weekly Pivots for week ending 02-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	140.96	139.86	135.99
R3	139.04	137.94	135.46
R2	137.12	137.12	135.28
R1	136.02	136.02	135.11	136.57
PP	135.20	135.20	135.20	135.47
S1	134.10	134.10	134.75	134.65
S2	133.28	133.28	134.58
S3	131.36	132.18	134.40
S4	129.44	130.26	133.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	136.29	134.37	1.92	1.4%	1.04	0.8%	29%	False	False	1,151,114
10	136.29	133.55	2.74	2.0%	0.92	0.7%	50%	False	False	1,028,063
20	136.29	133.55	2.74	2.0%	0.87	0.6%	50%	False	False	1,034,805
40	138.84	133.55	5.29	3.9%	0.96	0.7%	26%	False	False	927,131
60	138.84	129.72	9.12	6.8%	0.90	0.7%	57%	False	False	661,170
80	138.84	127.44	11.40	8.4%	0.83	0.6%	66%	False	False	495,941
100	138.84	126.95	11.89	8.8%	0.74	0.6%	67%	False	False	396,764
120	138.84	126.95	11.89	8.8%	0.65	0.5%	67%	False	False	330,637

Crabel Price Patterns
NR	True
NR4	True
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	0.20
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	140.39
2.618	138.66
1.618	137.60
1.000	136.94
0.618	136.54
HIGH	135.88
0.618	135.48
0.500	135.35
0.382	135.22
LOW	134.82
0.618	134.16
1.000	133.76
1.618	133.10
2.618	132.04
4.250	130.32

Fisher Pivots for day following 02-Feb-2024
Pivot	1 day	3 day
R1	135.35	135.56
PP	135.21	135.35
S1	135.07	135.14

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

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