Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 27-Feb-2024

Day Change Summary
	Previous	Current
	26-Feb-2024	27-Feb-2024	Change	Change %	Previous Week
Open	133.30	132.46	-0.84	-0.6%	132.78
High	133.61	132.71	-0.90	-0.7%	133.40
Low	132.33	132.02	-0.31	-0.2%	131.78
Close	132.53	132.26	-0.27	-0.2%	133.17
Range	1.28	0.69	-0.59	-46.1%	1.62
ATR	0.99	0.97	-0.02	-2.2%	0.00
Volume	912,520	1,150,405	237,885	26.1%	4,176,424

Daily Pivots for day following 27-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	134.40	134.02	132.64
R3	133.71	133.33	132.45
R2	133.02	133.02	132.39
R1	132.64	132.64	132.32	132.49
PP	132.33	132.33	132.33	132.25
S1	131.95	131.95	132.20	131.80
S2	131.64	131.64	132.13
S3	130.95	131.26	132.07
S4	130.26	130.57	131.88

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%	1.07	0.8%	26%	False	False	1,081,047
10	134.18	131.78	2.40	1.8%	1.00	0.8%	20%	False	False	1,020,567
20	136.29	131.78	4.51	3.4%	0.95	0.7%	11%	False	False	1,036,328
40	138.37	131.78	6.59	5.0%	0.94	0.7%	7%	False	False	1,000,893
60	138.84	131.78	7.06	5.3%	0.95	0.7%	7%	False	False	921,105
80	138.84	128.69	10.15	7.7%	0.90	0.7%	35%	False	False	692,637
100	138.84	126.95	11.89	9.0%	0.84	0.6%	45%	False	False	554,139
120	138.84	126.95	11.89	9.0%	0.75	0.6%	45%	False	False	461,785

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.27
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	135.64
2.618	134.52
1.618	133.83
1.000	133.40
0.618	133.14
HIGH	132.71
0.618	132.45
0.500	132.37
0.382	132.28
LOW	132.02
0.618	131.59
1.000	131.33
1.618	130.90
2.618	130.21
4.250	129.09

Fisher Pivots for day following 27-Feb-2024
Pivot	1 day	3 day
R1	132.37	132.82
PP	132.33	132.63
S1	132.30	132.45

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

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