Euro Bund Future June 2024

Trading Metrics calculated at close of trading on 05-Mar-2024

Day Change Summary
	Previous	Current
	04-Mar-2024	05-Mar-2024	Change	Change %	Previous Week
Open	132.36	132.42	0.06	0.0%	133.00
High	132.56	133.52	0.96	0.7%	133.20
Low	132.08	132.36	0.28	0.2%	131.23
Close	132.37	133.29	0.92	0.7%	132.38
Range	0.48	1.16	0.68	141.7%	1.97
ATR	0.84	0.86	0.02	2.7%	0.00
Volume	960,486	1,056,761	96,275	10.0%	989,223

Daily Pivots for day following 05-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	136.54	136.07	133.93
R3	135.38	134.91	133.61
R2	134.22	134.22	133.50
R1	133.75	133.75	133.40	133.99
PP	133.06	133.06	133.06	133.17
S1	132.59	132.59	133.18	132.83
S2	131.90	131.90	133.08
S3	130.74	131.43	132.97
S4	129.58	130.27	132.65

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	133.52	131.23	2.29	1.7%	0.82	0.6%	90%	True	False	589,228
10	133.52	131.23	2.29	1.7%	0.93	0.7%	90%	True	False	303,974
20	134.18	131.23	2.95	2.2%	0.82	0.6%	70%	False	False	153,217
40	135.83	131.23	4.60	3.5%	0.75	0.6%	45%	False	False	76,981
60	138.33	131.23	7.10	5.3%	0.71	0.5%	29%	False	False	51,335
80	138.33	129.53	8.80	6.6%	0.55	0.4%	43%	False	False	38,503
100	138.33	127.36	10.97	8.2%	0.45	0.3%	54%	False	False	30,802
120	138.33	126.95	11.38	8.5%	0.38	0.3%	56%	False	False	25,668

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	138.45
2.618	136.56
1.618	135.40
1.000	134.68
0.618	134.24
HIGH	133.52
0.618	133.08
0.500	132.94
0.382	132.80
LOW	132.36
0.618	131.64
1.000	131.20
1.618	130.48
2.618	129.32
4.250	127.43

Fisher Pivots for day following 05-Mar-2024
Pivot	1 day	3 day
R1	133.17	133.05
PP	133.06	132.80
S1	132.94	132.56

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

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