Euro Bund Future June 2024

Trading Metrics calculated at close of trading on 25-Mar-2024

Day Change Summary
	Previous	Current
	22-Mar-2024	25-Mar-2024	Change	Change %	Previous Week
Open	132.35	133.15	0.80	0.6%	131.86
High	133.18	133.28	0.10	0.1%	133.18
Low	132.28	132.52	0.24	0.2%	131.54
Close	133.07	132.56	-0.51	-0.4%	133.07
Range	0.90	0.76	-0.14	-15.6%	1.64
ATR	0.77	0.77	0.00	-0.1%	0.00
Volume	1,103,251	741,246	-362,005	-32.8%	5,071,578

Daily Pivots for day following 25-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	135.07	134.57	132.98
R3	134.31	133.81	132.77
R2	133.55	133.55	132.70
R1	133.05	133.05	132.63	132.92
PP	132.79	132.79	132.79	132.72
S1	132.29	132.29	132.49	132.16
S2	132.03	132.03	132.42
S3	131.27	131.53	132.35
S4	130.51	130.77	132.14

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	133.28	131.59	1.69	1.3%	0.68	0.5%	57%	True	False	991,885
10	133.69	131.54	2.15	1.6%	0.68	0.5%	47%	False	False	968,016
20	134.15	131.23	2.92	2.2%	0.75	0.6%	46%	False	False	838,612
40	135.83	131.23	4.60	3.5%	0.80	0.6%	29%	False	False	421,451
60	137.67	131.23	6.44	4.9%	0.75	0.6%	21%	False	False	281,076
80	138.33	131.23	7.10	5.4%	0.68	0.5%	19%	False	False	210,814
100	138.33	129.34	8.99	6.8%	0.54	0.4%	36%	False	False	168,651
120	138.33	127.19	11.14	8.4%	0.46	0.3%	48%	False	False	140,542

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136.51
2.618	135.27
1.618	134.51
1.000	134.04
0.618	133.75
HIGH	133.28
0.618	132.99
0.500	132.90
0.382	132.81
LOW	132.52
0.618	132.05
1.000	131.76
1.618	131.29
2.618	130.53
4.250	129.29

Fisher Pivots for day following 25-Mar-2024
Pivot	1 day	3 day
R1	132.90	132.56
PP	132.79	132.56
S1	132.67	132.56

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

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