Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 22-Feb-2024

Day Change Summary
	Previous	Current
	21-Feb-2024	22-Feb-2024	Change	Change %	Previous Week
Open	133.04	132.32	-0.72	-0.5%	133.42
High	133.30	132.80	-0.50	-0.4%	134.18
Low	132.26	131.78	-0.48	-0.4%	132.71
Close	132.59	132.58	-0.01	0.0%	132.96
Range	1.04	1.02	-0.02	-1.9%	1.47
ATR	0.93	0.94	0.01	0.7%	0.00
Volume	946,030	1,237,801	291,771	30.8%	4,618,429

Daily Pivots for day following 22-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	135.45	135.03	133.14
R3	134.43	134.01	132.86
R2	133.41	133.41	132.77
R1	132.99	132.99	132.67	133.20
PP	132.39	132.39	132.39	132.49
S1	131.97	131.97	132.49	132.18
S2	131.37	131.37	132.39
S3	130.35	130.95	132.30
S4	129.33	129.93	132.02

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	131.78	2.40	1.8%	0.87	0.7%	33%	False	True	988,872
10	134.28	131.78	2.50	1.9%	0.88	0.7%	32%	False	True	943,156
20	136.29	131.78	4.51	3.4%	0.92	0.7%	18%	False	True	1,010,205
40	138.84	131.78	7.06	5.3%	0.92	0.7%	11%	False	True	964,049
60	138.84	130.47	8.37	6.3%	0.94	0.7%	25%	False	False	868,665
80	138.84	127.95	10.89	8.2%	0.89	0.7%	43%	False	False	652,371
100	138.84	126.95	11.89	9.0%	0.83	0.6%	47%	False	False	521,926
120	138.84	126.95	11.89	9.0%	0.73	0.6%	47%	False	False	434,940

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137.14
2.618	135.47
1.618	134.45
1.000	133.82
0.618	133.43
HIGH	132.80
0.618	132.41
0.500	132.29
0.382	132.17
LOW	131.78
0.618	131.15
1.000	130.76
1.618	130.13
2.618	129.11
4.250	127.45

Fisher Pivots for day following 22-Feb-2024
Pivot	1 day	3 day
R1	132.48	132.59
PP	132.39	132.59
S1	132.29	132.58

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

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