Euro Bund Future June 2024

Trading Metrics calculated at close of trading on 01-Mar-2024

Day Change Summary
	Previous	Current
	29-Feb-2024	01-Mar-2024	Change	Change %	Previous Week
Open	131.90	132.12	0.22	0.2%	133.00
High	132.41	132.49	0.08	0.1%	133.20
Low	131.23	131.60	0.37	0.3%	131.23
Close	132.26	132.38	0.12	0.1%	132.38
Range	1.18	0.89	-0.29	-24.6%	1.97
ATR	0.86	0.87	0.00	0.2%	0.00
Volume	234,729	631,611	396,882	169.1%	989,223

Daily Pivots for day following 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	134.83	134.49	132.87
R3	133.94	133.60	132.62
R2	133.05	133.05	132.54
R1	132.71	132.71	132.46	132.88
PP	132.16	132.16	132.16	132.24
S1	131.82	131.82	132.30	131.99
S2	131.27	131.27	132.22
S3	130.38	130.93	132.14
S4	129.49	130.04	131.89

Weekly Pivots for week ending 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	138.18	137.25	133.46
R3	136.21	135.28	132.92
R2	134.24	134.24	132.74
R1	133.31	133.31	132.56	132.79
PP	132.27	132.27	132.27	132.01
S1	131.34	131.34	132.20	130.82
S2	130.30	130.30	132.02
S3	128.33	129.37	131.84
S4	126.36	127.40	131.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.20	131.23	1.97	1.5%	0.87	0.7%	58%	False	False	197,844
10	133.20	131.23	1.97	1.5%	0.88	0.7%	58%	False	False	103,073
20	135.44	131.23	4.21	3.2%	0.83	0.6%	27%	False	False	52,559
40	135.83	131.23	4.60	3.5%	0.74	0.6%	25%	False	False	26,550
60	138.33	131.23	7.10	5.4%	0.69	0.5%	16%	False	False	17,715
80	138.33	129.53	8.80	6.6%	0.53	0.4%	32%	False	False	13,287
100	138.33	127.36	10.97	8.3%	0.44	0.3%	46%	False	False	10,630
120	138.33	126.95	11.38	8.6%	0.36	0.3%	48%	False	False	8,858

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	136.27
2.618	134.82
1.618	133.93
1.000	133.38
0.618	133.04
HIGH	132.49
0.618	132.15
0.500	132.05
0.382	131.94
LOW	131.60
0.618	131.05
1.000	130.71
1.618	130.16
2.618	129.27
4.250	127.82

Fisher Pivots for day following 01-Mar-2024
Pivot	1 day	3 day
R1	132.27	132.21
PP	132.16	132.03
S1	132.05	131.86

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

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