Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 20-Feb-2024

Day Change Summary
	Previous	Current
	16-Feb-2024	20-Feb-2024	Change	Change %	Previous Week
Open	133.54	132.78	-0.76	-0.6%	133.42
High	133.54	133.40	-0.14	-0.1%	134.18
Low	132.71	132.77	0.06	0.0%	132.71
Close	132.96	133.26	0.30	0.2%	132.96
Range	0.83	0.63	-0.20	-24.1%	1.47
ATR	0.95	0.92	-0.02	-2.4%	0.00
Volume	876,544	834,112	-42,432	-4.8%	4,618,429

Daily Pivots for day following 20-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	135.03	134.78	133.61
R3	134.40	134.15	133.43
R2	133.77	133.77	133.38
R1	133.52	133.52	133.32	133.65
PP	133.14	133.14	133.14	133.21
S1	132.89	132.89	133.20	133.02
S2	132.51	132.51	133.14
S3	131.88	132.26	133.09
S4	131.25	131.63	132.91

Weekly Pivots for week ending 16-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	137.69	136.80	133.77
R3	136.22	135.33	133.36
R2	134.75	134.75	133.23
R1	133.86	133.86	133.09	133.57
PP	133.28	133.28	133.28	133.14
S1	132.39	132.39	132.83	132.10
S2	131.81	131.81	132.69
S3	130.34	130.92	132.56
S4	128.87	129.45	132.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.18	132.71	1.47	1.1%	0.93	0.7%	37%	False	False	960,086
10	134.60	132.71	1.89	1.4%	0.82	0.6%	29%	False	False	934,791
20	136.29	132.71	3.58	2.7%	0.90	0.7%	15%	False	False	997,777
40	138.84	132.71	6.13	4.6%	0.90	0.7%	9%	False	False	942,655
60	138.84	130.47	8.37	6.3%	0.93	0.7%	33%	False	False	832,986
80	138.84	127.95	10.89	8.2%	0.87	0.7%	49%	False	False	625,075
100	138.84	126.95	11.89	8.9%	0.82	0.6%	53%	False	False	500,089
120	138.84	126.95	11.89	8.9%	0.72	0.5%	53%	False	False	416,742

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	136.08
2.618	135.05
1.618	134.42
1.000	134.03
0.618	133.79
HIGH	133.40
0.618	133.16
0.500	133.09
0.382	133.01
LOW	132.77
0.618	132.38
1.000	132.14
1.618	131.75
2.618	131.12
4.250	130.09

Fisher Pivots for day following 20-Feb-2024
Pivot	1 day	3 day
R1	133.20	133.45
PP	133.14	133.38
S1	133.09	133.32

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

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