Euro Bund Future June 2024

Trading Metrics calculated at close of trading on 15-Mar-2024

Day Change Summary
	Previous	Current
	14-Mar-2024	15-Mar-2024	Change	Change %	Previous Week
Open	132.57	131.85	-0.72	-0.5%	133.80
High	132.78	132.05	-0.73	-0.5%	134.06
Low	131.86	131.71	-0.15	-0.1%	131.71
Close	132.01	131.83	-0.18	-0.1%	131.83
Range	0.92	0.34	-0.58	-63.0%	2.35
ATR	0.85	0.82	-0.04	-4.3%	0.00
Volume	1,135,404	824,881	-310,523	-27.3%	4,626,131

Daily Pivots for day following 15-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	132.88	132.70	132.02
R3	132.54	132.36	131.92
R2	132.20	132.20	131.89
R1	132.02	132.02	131.86	131.94
PP	131.86	131.86	131.86	131.83
S1	131.68	131.68	131.80	131.60
S2	131.52	131.52	131.77
S3	131.18	131.34	131.74
S4	130.84	131.00	131.64

Weekly Pivots for week ending 15-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	139.58	138.06	133.12
R3	137.23	135.71	132.48
R2	134.88	134.88	132.26
R1	133.36	133.36	132.05	132.95
PP	132.53	132.53	132.53	132.33
S1	131.01	131.01	131.61	130.60
S2	130.18	130.18	131.40
S3	127.83	128.66	131.18
S4	125.48	126.31	130.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.06	131.71	2.35	1.8%	0.75	0.6%	5%	False	True	925,226
10	134.15	131.71	2.44	1.9%	0.79	0.6%	5%	False	True	998,929
20	134.15	131.23	2.92	2.2%	0.83	0.6%	21%	False	False	551,001
40	135.83	131.23	4.60	3.5%	0.79	0.6%	13%	False	False	276,229
60	138.33	131.23	7.10	5.4%	0.74	0.6%	8%	False	False	184,198
80	138.33	130.23	8.10	6.1%	0.63	0.5%	20%	False	False	138,153
100	138.33	127.81	10.52	8.0%	0.51	0.4%	38%	False	False	110,523
120	138.33	126.95	11.38	8.6%	0.43	0.3%	43%	False	False	92,102

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.20
Narrowest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	133.50
2.618	132.94
1.618	132.60
1.000	132.39
0.618	132.26
HIGH	132.05
0.618	131.92
0.500	131.88
0.382	131.84
LOW	131.71
0.618	131.50
1.000	131.37
1.618	131.16
2.618	130.82
4.250	130.27

Fisher Pivots for day following 15-Mar-2024
Pivot	1 day	3 day
R1	131.88	132.59
PP	131.86	132.34
S1	131.85	132.08

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

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