Euro Bund Future June 2024

Trading Metrics calculated at close of trading on 06-Mar-2024

Day Change Summary
	Previous	Current
	05-Mar-2024	06-Mar-2024	Change	Change %	Previous Week
Open	132.42	133.18	0.76	0.6%	133.00
High	133.52	133.32	-0.20	-0.1%	133.20
Low	132.36	132.76	0.40	0.3%	131.23
Close	133.29	133.08	-0.21	-0.2%	132.38
Range	1.16	0.56	-0.60	-51.7%	1.97
ATR	0.86	0.84	-0.02	-2.5%	0.00
Volume	1,056,761	1,158,502	101,741	9.6%	989,223

Daily Pivots for day following 06-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	134.73	134.47	133.39
R3	134.17	133.91	133.23
R2	133.61	133.61	133.18
R1	133.35	133.35	133.13	133.20
PP	133.05	133.05	133.05	132.98
S1	132.79	132.79	133.03	132.64
S2	132.49	132.49	132.98
S3	131.93	132.23	132.93
S4	131.37	131.67	132.77

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%	0.85	0.6%	81%	False	False	808,417
10	133.52	131.23	2.29	1.7%	0.89	0.7%	81%	False	False	418,822
20	134.18	131.23	2.95	2.2%	0.81	0.6%	63%	False	False	210,989
40	135.83	131.23	4.60	3.5%	0.75	0.6%	40%	False	False	105,943
60	138.33	131.23	7.10	5.3%	0.70	0.5%	26%	False	False	70,644
80	138.33	129.53	8.80	6.6%	0.56	0.4%	40%	False	False	52,984
100	138.33	127.36	10.97	8.2%	0.46	0.3%	52%	False	False	42,387
120	138.33	126.95	11.38	8.6%	0.38	0.3%	54%	False	False	35,322

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135.70
2.618	134.79
1.618	134.23
1.000	133.88
0.618	133.67
HIGH	133.32
0.618	133.11
0.500	133.04
0.382	132.97
LOW	132.76
0.618	132.41
1.000	132.20
1.618	131.85
2.618	131.29
4.250	130.38

Fisher Pivots for day following 06-Mar-2024
Pivot	1 day	3 day
R1	133.07	132.99
PP	133.05	132.89
S1	133.04	132.80

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

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