Euro Bund Future June 2024

Trading Metrics calculated at close of trading on 08-Mar-2024

Day Change Summary
	Previous	Current
	07-Mar-2024	08-Mar-2024	Change	Change %	Previous Week
Open	133.10	133.50	0.40	0.3%	132.36
High	133.96	134.15	0.19	0.1%	134.15
Low	132.86	133.33	0.47	0.4%	132.08
Close	133.34	133.76	0.42	0.3%	133.76
Range	1.10	0.82	-0.28	-25.5%	2.07
ATR	0.86	0.86	0.00	-0.3%	0.00
Volume	1,292,258	895,157	-397,101	-30.7%	5,363,164

Daily Pivots for day following 08-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	136.21	135.80	134.21
R3	135.39	134.98	133.99
R2	134.57	134.57	133.91
R1	134.16	134.16	133.84	134.37
PP	133.75	133.75	133.75	133.85
S1	133.34	133.34	133.68	133.55
S2	132.93	132.93	133.61
S3	132.11	132.52	133.53
S4	131.29	131.70	133.31

Weekly Pivots for week ending 08-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	139.54	138.72	134.90
R3	137.47	136.65	134.33
R2	135.40	135.40	134.14
R1	134.58	134.58	133.95	134.99
PP	133.33	133.33	133.33	133.54
S1	132.51	132.51	133.57	132.92
S2	131.26	131.26	133.38
S3	129.19	130.44	133.19
S4	127.12	128.37	132.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.15	132.08	2.07	1.5%	0.82	0.6%	81%	True	False	1,072,632
10	134.15	131.23	2.92	2.2%	0.85	0.6%	87%	True	False	635,238
20	134.15	131.23	2.92	2.2%	0.83	0.6%	87%	True	False	320,221
40	135.83	131.23	4.60	3.4%	0.77	0.6%	55%	False	False	160,628
60	138.33	131.23	7.10	5.3%	0.73	0.5%	36%	False	False	107,100
80	138.33	130.23	8.10	6.1%	0.58	0.4%	44%	False	False	80,327
100	138.33	127.36	10.97	8.2%	0.48	0.4%	58%	False	False	64,261
120	138.33	126.95	11.38	8.5%	0.40	0.3%	60%	False	False	53,551

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	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137.64
2.618	136.30
1.618	135.48
1.000	134.97
0.618	134.66
HIGH	134.15
0.618	133.84
0.500	133.74
0.382	133.64
LOW	133.33
0.618	132.82
1.000	132.51
1.618	132.00
2.618	131.18
4.250	129.85

Fisher Pivots for day following 08-Mar-2024
Pivot	1 day	3 day
R1	133.75	133.66
PP	133.75	133.56
S1	133.74	133.46

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

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