Euro Bund Future June 2024

Trading Metrics calculated at close of trading on 11-Mar-2024

Day Change Summary
	Previous	Current
	08-Mar-2024	11-Mar-2024	Change	Change %	Previous Week
Open	133.50	133.80	0.30	0.2%	132.36
High	134.15	134.06	-0.09	-0.1%	134.15
Low	133.33	133.21	-0.12	-0.1%	132.08
Close	133.76	133.39	-0.37	-0.3%	133.76
Range	0.82	0.85	0.03	3.7%	2.07
ATR	0.86	0.86	0.00	0.0%	0.00
Volume	895,157	758,792	-136,365	-15.2%	5,363,164

Daily Pivots for day following 11-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	136.10	135.60	133.86
R3	135.25	134.75	133.62
R2	134.40	134.40	133.55
R1	133.90	133.90	133.47	133.73
PP	133.55	133.55	133.55	133.47
S1	133.05	133.05	133.31	132.88
S2	132.70	132.70	133.23
S3	131.85	132.20	133.16
S4	131.00	131.35	132.92

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	132.36	1.79	1.3%	0.90	0.7%	58%	False	False	1,032,294
10	134.15	131.23	2.92	2.2%	0.81	0.6%	74%	False	False	709,209
20	134.15	131.23	2.92	2.2%	0.84	0.6%	74%	False	False	358,052
40	135.83	131.23	4.60	3.4%	0.78	0.6%	47%	False	False	179,595
60	138.33	131.23	7.10	5.3%	0.74	0.6%	30%	False	False	119,744
80	138.33	130.23	8.10	6.1%	0.59	0.4%	39%	False	False	89,812
100	138.33	127.36	10.97	8.2%	0.49	0.4%	55%	False	False	71,849
120	138.33	126.95	11.38	8.5%	0.40	0.3%	57%	False	False	59,874

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	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137.67
2.618	136.29
1.618	135.44
1.000	134.91
0.618	134.59
HIGH	134.06
0.618	133.74
0.500	133.64
0.382	133.53
LOW	133.21
0.618	132.68
1.000	132.36
1.618	131.83
2.618	130.98
4.250	129.60

Fisher Pivots for day following 11-Mar-2024
Pivot	1 day	3 day
R1	133.64	133.51
PP	133.55	133.47
S1	133.47	133.43

Download as Excel Spreadsheet

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

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