Euro Bund Future June 2024

Trading Metrics calculated at close of trading on 20-Mar-2024

Day Change Summary
	Previous	Current
	19-Mar-2024	20-Mar-2024	Change	Change %	Previous Week
Open	131.66	131.85	0.19	0.1%	133.80
High	132.02	132.24	0.22	0.2%	134.06
Low	131.59	131.65	0.06	0.0%	131.71
Close	131.88	131.91	0.03	0.0%	131.83
Range	0.43	0.59	0.16	37.2%	2.35
ATR	0.77	0.76	-0.01	-1.7%	0.00
Volume	1,056,286	911,529	-144,757	-13.7%	4,626,131

Daily Pivots for day following 20-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	133.70	133.40	132.23
R3	133.11	132.81	132.07
R2	132.52	132.52	132.02
R1	132.22	132.22	131.96	132.37
PP	131.93	131.93	131.93	132.01
S1	131.63	131.63	131.86	131.78
S2	131.34	131.34	131.80
S3	130.75	131.04	131.75
S4	130.16	130.45	131.59

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	132.78	131.54	1.24	0.9%	0.57	0.4%	30%	False	False	956,299
10	134.15	131.54	2.61	2.0%	0.72	0.5%	14%	False	False	963,475
20	134.15	131.23	2.92	2.2%	0.80	0.6%	23%	False	False	691,149
40	135.83	131.23	4.60	3.5%	0.80	0.6%	15%	False	False	346,749
60	138.33	131.23	7.10	5.4%	0.74	0.6%	10%	False	False	231,217
80	138.33	130.23	8.10	6.1%	0.65	0.5%	21%	False	False	173,418
100	138.33	128.34	9.99	7.6%	0.52	0.4%	36%	False	False	138,735
120	138.33	127.12	11.21	8.5%	0.44	0.3%	43%	False	False	115,612

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

Fibonacci Retracements and Extensions
4.250	134.75
2.618	133.78
1.618	133.19
1.000	132.83
0.618	132.60
HIGH	132.24
0.618	132.01
0.500	131.95
0.382	131.88
LOW	131.65
0.618	131.29
1.000	131.06
1.618	130.70
2.618	130.11
4.250	129.14

Fisher Pivots for day following 20-Mar-2024
Pivot	1 day	3 day
R1	131.95	131.90
PP	131.93	131.90
S1	131.92	131.89

Download as Excel Spreadsheet

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

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