Euro Bund Future June 2024

Trading Metrics calculated at close of trading on 22-Mar-2024

Day Change Summary
	Previous	Current
	21-Mar-2024	22-Mar-2024	Change	Change %	Previous Week
Open	132.03	132.35	0.32	0.2%	131.86
High	132.54	133.18	0.64	0.5%	133.18
Low	131.83	132.28	0.45	0.3%	131.54
Close	132.26	133.07	0.81	0.6%	133.07
Range	0.71	0.90	0.19	26.8%	1.64
ATR	0.76	0.77	0.01	1.5%	0.00
Volume	1,147,114	1,103,251	-43,863	-3.8%	5,071,578

Daily Pivots for day following 22-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	135.54	135.21	133.57
R3	134.64	134.31	133.32
R2	133.74	133.74	133.24
R1	133.41	133.41	133.15	133.58
PP	132.84	132.84	132.84	132.93
S1	132.51	132.51	132.99	132.68
S2	131.94	131.94	132.91
S3	131.04	131.61	132.82
S4	130.14	130.71	132.58

Weekly Pivots for week ending 22-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	137.52	136.93	133.97
R3	135.88	135.29	133.52
R2	134.24	134.24	133.37
R1	133.65	133.65	133.22	133.95
PP	132.60	132.60	132.60	132.74
S1	132.01	132.01	132.92	132.31
S2	130.96	130.96	132.77
S3	129.32	130.37	132.62
S4	127.68	128.73	132.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.18	131.54	1.64	1.2%	0.64	0.5%	93%	True	False	1,014,315
10	134.06	131.54	2.52	1.9%	0.69	0.5%	61%	False	False	969,770
20	134.15	131.23	2.92	2.2%	0.77	0.6%	63%	False	False	802,504
40	135.83	131.23	4.60	3.5%	0.80	0.6%	40%	False	False	402,938
60	138.19	131.23	6.96	5.2%	0.75	0.6%	26%	False	False	268,722
80	138.33	131.23	7.10	5.3%	0.67	0.5%	26%	False	False	201,548
100	138.33	128.78	9.55	7.2%	0.54	0.4%	45%	False	False	161,238
120	138.33	127.12	11.21	8.4%	0.45	0.3%	53%	False	False	134,365

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	0.20
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	137.01
2.618	135.54
1.618	134.64
1.000	134.08
0.618	133.74
HIGH	133.18
0.618	132.84
0.500	132.73
0.382	132.62
LOW	132.28
0.618	131.72
1.000	131.38
1.618	130.82
2.618	129.92
4.250	128.46

Fisher Pivots for day following 22-Mar-2024
Pivot	1 day	3 day
R1	132.96	132.85
PP	132.84	132.63
S1	132.73	132.42

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

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