Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 05-Feb-2024

Day Change Summary
	Previous	Current
	02-Feb-2024	05-Feb-2024	Change	Change %	Previous Week
Open	135.78	134.90	-0.88	-0.6%	134.50
High	135.88	134.98	-0.90	-0.7%	136.29
Low	134.82	133.87	-0.95	-0.7%	134.37
Close	134.93	133.91	-1.02	-0.8%	134.93
Range	1.06	1.11	0.05	4.7%	1.92
ATR	1.01	1.02	0.01	0.7%	0.00
Volume	1,166,462	984,676	-181,786	-15.6%	5,755,573

Daily Pivots for day following 05-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	137.58	136.86	134.52
R3	136.47	135.75	134.22
R2	135.36	135.36	134.11
R1	134.64	134.64	134.01	134.45
PP	134.25	134.25	134.25	134.16
S1	133.53	133.53	133.81	133.34
S2	133.14	133.14	133.71
S3	132.03	132.42	133.60
S4	130.92	131.31	133.30

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	133.87	2.42	1.8%	1.09	0.8%	2%	False	True	1,194,684
10	136.29	133.55	2.74	2.0%	0.99	0.7%	13%	False	False	1,060,763
20	136.29	133.55	2.74	2.0%	0.87	0.7%	13%	False	False	1,033,836
40	138.84	133.55	5.29	4.0%	0.96	0.7%	7%	False	False	926,613
60	138.84	129.72	9.12	6.8%	0.91	0.7%	46%	False	False	677,574
80	138.84	127.44	11.40	8.5%	0.83	0.6%	57%	False	False	508,244
100	138.84	126.95	11.89	8.9%	0.75	0.6%	59%	False	False	406,610
120	138.84	126.95	11.89	8.9%	0.66	0.5%	59%	False	False	338,842

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	0.20
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	139.70
2.618	137.89
1.618	136.78
1.000	136.09
0.618	135.67
HIGH	134.98
0.618	134.56
0.500	134.43
0.382	134.29
LOW	133.87
0.618	133.18
1.000	132.76
1.618	132.07
2.618	130.96
4.250	129.15

Fisher Pivots for day following 05-Feb-2024
Pivot	1 day	3 day
R1	134.43	135.08
PP	134.25	134.69
S1	134.08	134.30

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

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