Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 23-Feb-2024

Day Change Summary
	Previous	Current
	22-Feb-2024	23-Feb-2024	Change	Change %	Previous Week
Open	132.32	132.59	0.27	0.2%	132.78
High	132.80	133.37	0.57	0.4%	133.40
Low	131.78	132.05	0.27	0.2%	131.78
Close	132.58	133.17	0.59	0.4%	133.17
Range	1.02	1.32	0.30	29.4%	1.62
ATR	0.94	0.97	0.03	2.9%	0.00
Volume	1,237,801	1,158,481	-79,320	-6.4%	4,176,424

Daily Pivots for day following 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	136.82	136.32	133.90
R3	135.50	135.00	133.53
R2	134.18	134.18	133.41
R1	133.68	133.68	133.29	133.93
PP	132.86	132.86	132.86	132.99
S1	132.36	132.36	133.05	132.61
S2	131.54	131.54	132.93
S3	130.22	131.04	132.81
S4	128.90	129.72	132.44

Weekly Pivots for week ending 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	137.64	137.03	134.06
R3	136.02	135.41	133.62
R2	134.40	134.40	133.47
R1	133.79	133.79	133.32	134.10
PP	132.78	132.78	132.78	132.94
S1	132.17	132.17	133.02	132.48
S2	131.16	131.16	132.87
S3	129.54	130.55	132.72
S4	127.92	128.93	132.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.54	131.78	1.76	1.3%	0.97	0.7%	79%	False	False	1,010,593
10	134.18	131.78	2.40	1.8%	0.92	0.7%	58%	False	False	970,019
20	136.29	131.78	4.51	3.4%	0.94	0.7%	31%	False	False	1,014,670
40	138.84	131.78	7.06	5.3%	0.94	0.7%	20%	False	False	983,281
60	138.84	130.51	8.33	6.3%	0.95	0.7%	32%	False	False	887,823
80	138.84	128.60	10.24	7.7%	0.89	0.7%	45%	False	False	666,851
100	138.84	126.95	11.89	8.9%	0.83	0.6%	52%	False	False	533,510
120	138.84	126.95	11.89	8.9%	0.74	0.6%	52%	False	False	444,594

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	0.24
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	138.98
2.618	136.83
1.618	135.51
1.000	134.69
0.618	134.19
HIGH	133.37
0.618	132.87
0.500	132.71
0.382	132.55
LOW	132.05
0.618	131.23
1.000	130.73
1.618	129.91
2.618	128.59
4.250	126.44

Fisher Pivots for day following 23-Feb-2024
Pivot	1 day	3 day
R1	133.02	132.97
PP	132.86	132.77
S1	132.71	132.58

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

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