Euro Bund Future September 2021


Trading Metrics calculated at close of trading on 11-Jun-2021
Day Change Summary
Previous Current
10-Jun-2021 11-Jun-2021 Change Change % Previous Week
Open 172.55 172.87 0.32 0.2% 171.92
High 172.88 173.16 0.28 0.2% 173.16
Low 171.97 172.79 0.82 0.5% 171.65
Close 172.53 172.88 0.35 0.2% 172.88
Range 0.91 0.37 -0.54 -59.3% 1.51
ATR 0.60 0.60 0.00 0.4% 0.00
Volume 797,336 573,576 -223,760 -28.1% 3,384,951
Daily Pivots for day following 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 174.05 173.84 173.08
R3 173.68 173.47 172.98
R2 173.31 173.31 172.95
R1 173.10 173.10 172.91 173.21
PP 172.94 172.94 172.94 173.00
S1 172.73 172.73 172.85 172.84
S2 172.57 172.57 172.81
S3 172.20 172.36 172.78
S4 171.83 171.99 172.68
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 177.09 176.50 173.71
R3 175.58 174.99 173.30
R2 174.07 174.07 173.16
R1 173.48 173.48 173.02 173.78
PP 172.56 172.56 172.56 172.71
S1 171.97 171.97 172.74 172.27
S2 171.05 171.05 172.60
S3 169.54 170.46 172.46
S4 168.03 168.95 172.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 173.16 171.65 1.51 0.9% 0.61 0.4% 81% True False 676,990
10 173.16 171.07 2.09 1.2% 0.55 0.3% 87% True False 662,648
20 173.16 169.75 3.41 2.0% 0.56 0.3% 92% True False 347,447
40 173.16 169.75 3.41 2.0% 0.57 0.3% 92% True False 176,440
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.11
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 174.73
2.618 174.13
1.618 173.76
1.000 173.53
0.618 173.39
HIGH 173.16
0.618 173.02
0.500 172.98
0.382 172.93
LOW 172.79
0.618 172.56
1.000 172.42
1.618 172.19
2.618 171.82
4.250 171.22
Fisher Pivots for day following 11-Jun-2021
Pivot 1 day 3 day
R1 172.98 172.78
PP 172.94 172.67
S1 172.91 172.57

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

View Archives - Comment on this page... - Back to Index of Symbols