Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 04-Mar-2024

Day Change Summary
	Previous	Current
	01-Mar-2024	04-Mar-2024	Change	Change %	Previous Week
Open	132.50	132.68	0.18	0.1%	133.30
High	132.87	132.94	0.07	0.1%	133.61
Low	131.98	132.46	0.48	0.4%	131.62
Close	132.76	132.76	0.00	0.0%	132.76
Range	0.89	0.48	-0.41	-46.1%	1.99
ATR	0.94	0.91	-0.03	-3.5%	0.00
Volume	1,701,654	1,594,616	-107,038	-6.3%	6,417,772

Daily Pivots for day following 04-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	134.16	133.94	133.02
R3	133.68	133.46	132.89
R2	133.20	133.20	132.85
R1	132.98	132.98	132.80	133.09
PP	132.72	132.72	132.72	132.78
S1	132.50	132.50	132.72	132.61
S2	132.24	132.24	132.67
S3	131.76	132.02	132.63
S4	131.28	131.54	132.50

Weekly Pivots for week ending 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	138.63	137.69	133.85
R3	136.64	135.70	133.31
R2	134.65	134.65	133.12
R1	133.71	133.71	132.94	133.19
PP	132.66	132.66	132.66	132.40
S1	131.72	131.72	132.58	131.20
S2	130.67	130.67	132.40
S3	128.68	129.73	132.21
S4	126.69	127.74	131.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132.94	131.62	1.32	1.0%	0.73	0.5%	86%	True	False	1,419,973
10	133.61	131.62	1.99	1.5%	0.89	0.7%	57%	False	False	1,218,881
20	134.98	131.62	3.36	2.5%	0.88	0.7%	34%	False	False	1,084,364
40	136.29	131.62	4.67	3.5%	0.88	0.7%	24%	False	False	1,059,584
60	138.84	131.62	7.22	5.4%	0.93	0.7%	16%	False	False	979,542
80	138.84	129.72	9.12	6.9%	0.90	0.7%	33%	False	False	766,968
100	138.84	127.44	11.40	8.6%	0.84	0.6%	47%	False	False	613,625
120	138.84	126.95	11.89	9.0%	0.77	0.6%	49%	False	False	511,364

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	0.31
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134.98
2.618	134.20
1.618	133.72
1.000	133.42
0.618	133.24
HIGH	132.94
0.618	132.76
0.500	132.70
0.382	132.64
LOW	132.46
0.618	132.16
1.000	131.98
1.618	131.68
2.618	131.20
4.250	130.42

Fisher Pivots for day following 04-Mar-2024
Pivot	1 day	3 day
R1	132.74	132.60
PP	132.72	132.44
S1	132.70	132.28

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

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