Euro Bund Future June 2024

Trading Metrics calculated at close of trading on 12-Mar-2024

Day Change Summary
	Previous	Current
	11-Mar-2024	12-Mar-2024	Change	Change %	Previous Week
Open	133.80	133.40	-0.40	-0.3%	132.36
High	134.06	133.69	-0.37	-0.3%	134.15
Low	133.21	132.95	-0.26	-0.2%	132.08
Close	133.39	133.13	-0.26	-0.2%	133.76
Range	0.85	0.74	-0.11	-12.9%	2.07
ATR	0.86	0.85	-0.01	-1.0%	0.00
Volume	758,792	962,511	203,719	26.8%	5,363,164

Daily Pivots for day following 12-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	135.48	135.04	133.54
R3	134.74	134.30	133.33
R2	134.00	134.00	133.27
R1	133.56	133.56	133.20	133.41
PP	133.26	133.26	133.26	133.18
S1	132.82	132.82	133.06	132.67
S2	132.52	132.52	132.99
S3	131.78	132.08	132.93
S4	131.04	131.34	132.72

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	132.76	1.39	1.0%	0.81	0.6%	27%	False	False	1,013,444
10	134.15	131.23	2.92	2.2%	0.82	0.6%	65%	False	False	801,336
20	134.15	131.23	2.92	2.2%	0.86	0.6%	65%	False	False	406,146
40	135.83	131.23	4.60	3.5%	0.79	0.6%	41%	False	False	203,657
60	138.33	131.23	7.10	5.3%	0.74	0.6%	27%	False	False	135,785
80	138.33	130.23	8.10	6.1%	0.60	0.5%	36%	False	False	101,843
100	138.33	127.36	10.97	8.2%	0.49	0.4%	53%	False	False	81,474
120	138.33	126.95	11.38	8.5%	0.41	0.3%	54%	False	False	67,895

Crabel Price Patterns
NR	True
NR4	True
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	0.23
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	136.84
2.618	135.63
1.618	134.89
1.000	134.43
0.618	134.15
HIGH	133.69
0.618	133.41
0.500	133.32
0.382	133.23
LOW	132.95
0.618	132.49
1.000	132.21
1.618	131.75
2.618	131.01
4.250	129.81

Fisher Pivots for day following 12-Mar-2024
Pivot	1 day	3 day
R1	133.32	133.55
PP	133.26	133.41
S1	133.19	133.27

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

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