Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 28-Feb-2024

Day Change Summary
	Previous	Current
	27-Feb-2024	28-Feb-2024	Change	Change %	Previous Week
Open	132.46	132.13	-0.33	-0.2%	132.78
High	132.71	132.46	-0.25	-0.2%	133.40
Low	132.02	132.06	0.04	0.0%	131.78
Close	132.26	132.21	-0.05	0.0%	133.17
Range	0.69	0.40	-0.29	-42.0%	1.62
ATR	0.97	0.93	-0.04	-4.2%	0.00
Volume	1,150,405	1,024,936	-125,469	-10.9%	4,176,424

Daily Pivots for day following 28-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	133.44	133.23	132.43
R3	133.04	132.83	132.32
R2	132.64	132.64	132.28
R1	132.43	132.43	132.25	132.54
PP	132.24	132.24	132.24	132.30
S1	132.03	132.03	132.17	132.14
S2	131.84	131.84	132.14
S3	131.44	131.63	132.10
S4	131.04	131.23	131.99

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%	0.94	0.7%	23%	False	False	1,096,828
10	134.18	131.78	2.40	1.8%	0.92	0.7%	18%	False	False	1,013,992
20	136.29	131.78	4.51	3.4%	0.91	0.7%	10%	False	False	1,035,407
40	137.96	131.78	6.18	4.7%	0.92	0.7%	7%	False	False	1,014,656
60	138.84	131.78	7.06	5.3%	0.94	0.7%	6%	False	False	936,101
80	138.84	128.69	10.15	7.7%	0.90	0.7%	35%	False	False	705,440
100	138.84	126.95	11.89	9.0%	0.84	0.6%	44%	False	False	564,388
120	138.84	126.95	11.89	9.0%	0.75	0.6%	44%	False	False	470,326

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	134.16
2.618	133.51
1.618	133.11
1.000	132.86
0.618	132.71
HIGH	132.46
0.618	132.31
0.500	132.26
0.382	132.21
LOW	132.06
0.618	131.81
1.000	131.66
1.618	131.41
2.618	131.01
4.250	130.36

Fisher Pivots for day following 28-Feb-2024
Pivot	1 day	3 day
R1	132.26	132.82
PP	132.24	132.61
S1	132.23	132.41

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

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