Euro Bund Future June 2021


Trading Metrics calculated at close of trading on 14-May-2021
Day Change Summary
Previous Current
13-May-2021 14-May-2021 Change Change % Previous Week
Open 168.80 169.02 0.22 0.1% 170.18
High 169.08 169.21 0.13 0.1% 170.32
Low 168.59 168.77 0.18 0.1% 168.59
Close 168.89 168.98 0.09 0.1% 168.98
Range 0.49 0.44 -0.05 -10.2% 1.73
ATR 0.69 0.68 -0.02 -2.6% 0.00
Volume 801,893 739,776 -62,117 -7.7% 4,065,954
Daily Pivots for day following 14-May-2021
Classic Woodie Camarilla DeMark
R4 170.31 170.08 169.22
R3 169.87 169.64 169.10
R2 169.43 169.43 169.06
R1 169.20 169.20 169.02 169.10
PP 168.99 168.99 168.99 168.93
S1 168.76 168.76 168.94 168.66
S2 168.55 168.55 168.90
S3 168.11 168.32 168.86
S4 167.67 167.88 168.74
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 174.49 173.46 169.93
R3 172.76 171.73 169.46
R2 171.03 171.03 169.30
R1 170.00 170.00 169.14 169.65
PP 169.30 169.30 169.30 169.12
S1 168.27 168.27 168.82 167.92
S2 167.57 167.57 168.66
S3 165.84 166.54 168.50
S4 164.11 164.81 168.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 170.32 168.59 1.73 1.0% 0.62 0.4% 23% False False 813,190
10 170.98 168.59 2.39 1.4% 0.67 0.4% 16% False False 810,071
20 171.27 168.59 2.68 1.6% 0.66 0.4% 15% False False 776,073
40 172.66 168.59 4.07 2.4% 0.67 0.4% 10% False False 741,260
60 172.66 168.59 4.07 2.4% 0.74 0.4% 10% False False 658,518
80 175.22 168.59 6.63 3.9% 0.67 0.4% 6% False False 495,421
100 175.36 168.59 6.77 4.0% 0.60 0.4% 6% False False 396,364
Crabel Price Patterns
NR True
NR4 True
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 0.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 171.08
2.618 170.36
1.618 169.92
1.000 169.65
0.618 169.48
HIGH 169.21
0.618 169.04
0.500 168.99
0.382 168.94
LOW 168.77
0.618 168.50
1.000 168.33
1.618 168.06
2.618 167.62
4.250 166.90
Fisher Pivots for day following 14-May-2021
Pivot 1 day 3 day
R1 168.99 169.18
PP 168.99 169.11
S1 168.98 169.05

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

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