Euro Bund Future September 2021

Trading Metrics calculated at close of trading on 14-Jun-2021

Day Change Summary
	Previous	Current
	11-Jun-2021	14-Jun-2021	Change	Change %	Previous Week
Open	172.87	172.91	0.04	0.0%	171.92
High	173.16	173.04	-0.12	-0.1%	173.16
Low	172.79	172.52	-0.27	-0.2%	171.65
Close	172.88	172.64	-0.24	-0.1%	172.88
Range	0.37	0.52	0.15	40.5%	1.51
ATR	0.60	0.59	-0.01	-1.0%	0.00
Volume	573,576	441,098	-132,478	-23.1%	3,384,951

Daily Pivots for day following 14-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	174.29	173.99	172.93
R3	173.77	173.47	172.78
R2	173.25	173.25	172.74
R1	172.95	172.95	172.69	172.84
PP	172.73	172.73	172.73	172.68
S1	172.43	172.43	172.59	172.32
S2	172.21	172.21	172.54
S3	171.69	171.91	172.50
S4	171.17	171.39	172.35

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	171.70	1.46	0.8%	0.63	0.4%	64%	False	False	652,263
10	173.16	171.20	1.96	1.1%	0.54	0.3%	73%	False	False	696,869
20	173.16	169.75	3.41	2.0%	0.57	0.3%	85%	False	False	369,132
40	173.16	169.75	3.41	2.0%	0.57	0.3%	85%	False	False	187,417

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	175.25
2.618	174.40
1.618	173.88
1.000	173.56
0.618	173.36
HIGH	173.04
0.618	172.84
0.500	172.78
0.382	172.72
LOW	172.52
0.618	172.20
1.000	172.00
1.618	171.68
2.618	171.16
4.250	170.31

Fisher Pivots for day following 14-Jun-2021
Pivot	1 day	3 day
R1	172.78	172.62
PP	172.73	172.59
S1	172.69	172.57

Download as Excel Spreadsheet

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

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