Euro Bund Future June 2024

Trading Metrics calculated at close of trading on 14-Mar-2024

Day Change Summary
	Previous	Current
	13-Mar-2024	14-Mar-2024	Change	Change %	Previous Week
Open	133.18	132.57	-0.61	-0.5%	132.36
High	133.47	132.78	-0.69	-0.5%	134.15
Low	132.58	131.86	-0.72	-0.5%	132.08
Close	132.73	132.01	-0.72	-0.5%	133.76
Range	0.89	0.92	0.03	3.4%	2.07
ATR	0.85	0.85	0.01	0.6%	0.00
Volume	944,543	1,135,404	190,861	20.2%	5,363,164

Daily Pivots for day following 14-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	134.98	134.41	132.52
R3	134.06	133.49	132.26
R2	133.14	133.14	132.18
R1	132.57	132.57	132.09	132.40
PP	132.22	132.22	132.22	132.13
S1	131.65	131.65	131.93	131.48
S2	131.30	131.30	131.84
S3	130.38	130.73	131.76
S4	129.46	129.81	131.50

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	131.86	2.29	1.7%	0.84	0.6%	7%	False	True	939,281
10	134.15	131.60	2.55	1.9%	0.84	0.6%	16%	False	False	979,602
20	134.15	131.23	2.92	2.2%	0.85	0.6%	27%	False	False	509,837
40	135.83	131.23	4.60	3.5%	0.80	0.6%	17%	False	False	255,630
60	138.33	131.23	7.10	5.4%	0.75	0.6%	11%	False	False	170,450
80	138.33	130.23	8.10	6.1%	0.62	0.5%	22%	False	False	127,842
100	138.33	127.81	10.52	8.0%	0.51	0.4%	40%	False	False	102,274
120	138.33	126.95	11.38	8.6%	0.43	0.3%	44%	False	False	85,228

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	136.69
2.618	135.19
1.618	134.27
1.000	133.70
0.618	133.35
HIGH	132.78
0.618	132.43
0.500	132.32
0.382	132.21
LOW	131.86
0.618	131.29
1.000	130.94
1.618	130.37
2.618	129.45
4.250	127.95

Fisher Pivots for day following 14-Mar-2024
Pivot	1 day	3 day
R1	132.32	132.78
PP	132.22	132.52
S1	132.11	132.27

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

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