Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 26-Feb-2024

Day Change Summary
	Previous	Current
	23-Feb-2024	26-Feb-2024	Change	Change %	Previous Week
Open	132.59	133.30	0.71	0.5%	132.78
High	133.37	133.61	0.24	0.2%	133.40
Low	132.05	132.33	0.28	0.2%	131.78
Close	133.17	132.53	-0.64	-0.5%	133.17
Range	1.32	1.28	-0.04	-3.0%	1.62
ATR	0.97	0.99	0.02	2.3%	0.00
Volume	1,158,481	912,520	-245,961	-21.2%	4,176,424

Daily Pivots for day following 26-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	136.66	135.88	133.23
R3	135.38	134.60	132.88
R2	134.10	134.10	132.76
R1	133.32	133.32	132.65	133.07
PP	132.82	132.82	132.82	132.70
S1	132.04	132.04	132.41	131.79
S2	131.54	131.54	132.30
S3	130.26	130.76	132.18
S4	128.98	129.48	131.83

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	133.61	131.78	1.83	1.4%	1.06	0.8%	41%	True	False	1,017,788
10	134.18	131.78	2.40	1.8%	0.98	0.7%	31%	False	False	970,737
20	136.29	131.78	4.51	3.4%	0.96	0.7%	17%	False	False	1,017,149
40	138.72	131.78	6.94	5.2%	0.94	0.7%	11%	False	False	997,235
60	138.84	131.45	7.39	5.6%	0.95	0.7%	15%	False	False	902,686
80	138.84	128.69	10.15	7.7%	0.90	0.7%	38%	False	False	678,257
100	138.84	126.95	11.89	9.0%	0.83	0.6%	47%	False	False	542,635
120	138.84	126.95	11.89	9.0%	0.75	0.6%	47%	False	False	452,199

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	0.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	139.05
2.618	136.96
1.618	135.68
1.000	134.89
0.618	134.40
HIGH	133.61
0.618	133.12
0.500	132.97
0.382	132.82
LOW	132.33
0.618	131.54
1.000	131.05
1.618	130.26
2.618	128.98
4.250	126.89

Fisher Pivots for day following 26-Feb-2024
Pivot	1 day	3 day
R1	132.97	132.70
PP	132.82	132.64
S1	132.68	132.59

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

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