Euro Bund Future September 2021

Trading Metrics calculated at close of trading on 03-Jun-2021

Day Change Summary
	Previous	Current
	02-Jun-2021	03-Jun-2021	Change	Change %	Previous Week
Open	171.50	171.76	0.26	0.2%	170.77
High	171.76	171.76	0.00	0.0%	171.98
Low	171.43	171.37	-0.06	0.0%	170.56
Close	171.71	171.50	-0.21	-0.1%	171.49
Range	0.33	0.39	0.06	18.2%	1.42
ATR	0.58	0.56	-0.01	-2.3%	0.00
Volume	907,160	819,579	-87,581	-9.7%	328,527

Daily Pivots for day following 03-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	172.71	172.50	171.71
R3	172.32	172.11	171.61
R2	171.93	171.93	171.57
R1	171.72	171.72	171.54	171.63
PP	171.54	171.54	171.54	171.50
S1	171.33	171.33	171.46	171.24
S2	171.15	171.15	171.43
S3	170.76	170.94	171.39
S4	170.37	170.55	171.29

Weekly Pivots for week ending 28-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	175.60	174.97	172.27
R3	174.18	173.55	171.88
R2	172.76	172.76	171.75
R1	172.13	172.13	171.62	172.45
PP	171.34	171.34	171.34	171.50
S1	170.71	170.71	171.36	171.03
S2	169.92	169.92	171.23
S3	168.50	169.29	171.10
S4	167.08	167.87	170.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	171.96	171.07	0.89	0.5%	0.50	0.3%	48%	False	False	501,842
10	171.98	169.95	2.03	1.2%	0.52	0.3%	76%	False	False	272,296
20	172.60	169.75	2.85	1.7%	0.58	0.3%	61%	False	False	141,170
40	173.79	169.75	4.04	2.4%	0.54	0.3%	43%	False	False	72,186

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	173.42
2.618	172.78
1.618	172.39
1.000	172.15
0.618	172.00
HIGH	171.76
0.618	171.61
0.500	171.57
0.382	171.52
LOW	171.37
0.618	171.13
1.000	170.98
1.618	170.74
2.618	170.35
4.250	169.71

Fisher Pivots for day following 03-Jun-2021
Pivot	1 day	3 day
R1	171.57	171.49
PP	171.54	171.49
S1	171.52	171.48

Download as Excel Spreadsheet

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

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