Euro Bund Future June 2024

Trading Metrics calculated at close of trading on 19-Mar-2024

Day Change Summary
	Previous	Current
	18-Mar-2024	19-Mar-2024	Change	Change %	Previous Week
Open	131.86	131.66	-0.20	-0.2%	133.80
High	132.10	132.02	-0.08	-0.1%	134.06
Low	131.54	131.59	0.05	0.0%	131.71
Close	131.66	131.88	0.22	0.2%	131.83
Range	0.56	0.43	-0.13	-23.2%	2.35
ATR	0.80	0.77	-0.03	-3.3%	0.00
Volume	853,398	1,056,286	202,888	23.8%	4,626,131

Daily Pivots for day following 19-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	133.12	132.93	132.12
R3	132.69	132.50	132.00
R2	132.26	132.26	131.96
R1	132.07	132.07	131.92	132.17
PP	131.83	131.83	131.83	131.88
S1	131.64	131.64	131.84	131.74
S2	131.40	131.40	131.80
S3	130.97	131.21	131.76
S4	130.54	130.78	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	133.47	131.54	1.93	1.5%	0.63	0.5%	18%	False	False	962,902
10	134.15	131.54	2.61	2.0%	0.72	0.5%	13%	False	False	988,173
20	134.15	131.23	2.92	2.2%	0.83	0.6%	22%	False	False	646,073
40	135.83	131.23	4.60	3.5%	0.80	0.6%	14%	False	False	323,961
60	138.33	131.23	7.10	5.4%	0.74	0.6%	9%	False	False	216,025
80	138.33	130.23	8.10	6.1%	0.64	0.5%	20%	False	False	162,024
100	138.33	128.34	9.99	7.6%	0.52	0.4%	35%	False	False	129,619
120	138.33	126.95	11.38	8.6%	0.44	0.3%	43%	False	False	108,016

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133.85
2.618	133.15
1.618	132.72
1.000	132.45
0.618	132.29
HIGH	132.02
0.618	131.86
0.500	131.81
0.382	131.75
LOW	131.59
0.618	131.32
1.000	131.16
1.618	130.89
2.618	130.46
4.250	129.76

Fisher Pivots for day following 19-Mar-2024
Pivot	1 day	3 day
R1	131.86	131.86
PP	131.83	131.84
S1	131.81	131.82

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

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