Euro Bund Future September 2021

Trading Metrics calculated at close of trading on 10-Jun-2021

Day Change Summary
	Previous	Current
	09-Jun-2021	10-Jun-2021	Change	Change %	Previous Week
Open	172.11	172.55	0.44	0.3%	171.57
High	172.85	172.88	0.03	0.0%	172.05
Low	172.08	171.97	-0.11	-0.1%	171.20
Close	172.56	172.53	-0.03	0.0%	171.94
Range	0.77	0.91	0.14	18.2%	0.85
ATR	0.57	0.60	0.02	4.2%	0.00
Volume	715,933	797,336	81,403	11.4%	3,142,646

Daily Pivots for day following 10-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	175.19	174.77	173.03
R3	174.28	173.86	172.78
R2	173.37	173.37	172.70
R1	172.95	172.95	172.61	172.71
PP	172.46	172.46	172.46	172.34
S1	172.04	172.04	172.45	171.80
S2	171.55	171.55	172.36
S3	170.64	171.13	172.28
S4	169.73	170.22	172.03

Weekly Pivots for week ending 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	174.28	173.96	172.41
R3	173.43	173.11	172.17
R2	172.58	172.58	172.10
R1	172.26	172.26	172.02	172.42
PP	171.73	171.73	171.73	171.81
S1	171.41	171.41	171.86	171.57
S2	170.88	170.88	171.78
S3	170.03	170.56	171.71
S4	169.18	169.71	171.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	172.88	171.41	1.47	0.9%	0.66	0.4%	76%	True	False	720,113
10	172.88	171.07	1.81	1.0%	0.58	0.3%	81%	True	False	610,978
20	172.88	169.75	3.13	1.8%	0.57	0.3%	89%	True	False	319,404
40	173.26	169.75	3.51	2.0%	0.57	0.3%	79%	False	False	162,117

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	176.75
2.618	175.26
1.618	174.35
1.000	173.79
0.618	173.44
HIGH	172.88
0.618	172.53
0.500	172.43
0.382	172.32
LOW	171.97
0.618	171.41
1.000	171.06
1.618	170.50
2.618	169.59
4.250	168.10

Fisher Pivots for day following 10-Jun-2021
Pivot	1 day	3 day
R1	172.50	172.45
PP	172.46	172.37
S1	172.43	172.29

Download as Excel Spreadsheet

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

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