Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 06-Feb-2024

Day Change Summary
	Previous	Current
	05-Feb-2024	06-Feb-2024	Change	Change %	Previous Week
Open	134.90	134.14	-0.76	-0.6%	134.50
High	134.98	134.55	-0.43	-0.3%	136.29
Low	133.87	133.76	-0.11	-0.1%	134.37
Close	133.91	134.24	0.33	0.2%	134.93
Range	1.11	0.79	-0.32	-28.8%	1.92
ATR	1.02	1.00	-0.02	-1.6%	0.00
Volume	984,676	1,167,091	182,415	18.5%	5,755,573

Daily Pivots for day following 06-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	136.55	136.19	134.67
R3	135.76	135.40	134.46
R2	134.97	134.97	134.38
R1	134.61	134.61	134.31	134.79
PP	134.18	134.18	134.18	134.28
S1	133.82	133.82	134.17	134.00
S2	133.39	133.39	134.10
S3	132.60	133.03	134.02
S4	131.81	132.24	133.81

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	133.76	2.53	1.9%	1.03	0.8%	19%	False	True	1,219,431
10	136.29	133.55	2.74	2.0%	0.98	0.7%	25%	False	False	1,087,851
20	136.29	133.55	2.74	2.0%	0.86	0.6%	25%	False	False	1,042,721
40	138.84	133.55	5.29	3.9%	0.95	0.7%	13%	False	False	928,017
60	138.84	129.72	9.12	6.8%	0.91	0.7%	50%	False	False	697,003
80	138.84	127.44	11.40	8.5%	0.83	0.6%	60%	False	False	522,831
100	138.84	126.95	11.89	8.9%	0.76	0.6%	61%	False	False	418,281
120	138.84	126.95	11.89	8.9%	0.66	0.5%	61%	False	False	348,568

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.24
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	137.91
2.618	136.62
1.618	135.83
1.000	135.34
0.618	135.04
HIGH	134.55
0.618	134.25
0.500	134.16
0.382	134.06
LOW	133.76
0.618	133.27
1.000	132.97
1.618	132.48
2.618	131.69
4.250	130.40

Fisher Pivots for day following 06-Feb-2024
Pivot	1 day	3 day
R1	134.21	134.82
PP	134.18	134.63
S1	134.16	134.43

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

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