Euro Bund Future September 2021


Trading Metrics calculated at close of trading on 16-Jun-2021
Day Change Summary
Previous Current
15-Jun-2021 16-Jun-2021 Change Change % Previous Week
Open 172.62 172.30 -0.32 -0.2% 171.92
High 172.80 172.66 -0.14 -0.1% 173.16
Low 172.25 171.91 -0.34 -0.2% 171.65
Close 172.32 172.53 0.21 0.1% 172.88
Range 0.55 0.75 0.20 36.4% 1.51
ATR 0.59 0.60 0.01 1.9% 0.00
Volume 686,030 555,599 -130,431 -19.0% 3,384,951
Daily Pivots for day following 16-Jun-2021
Classic Woodie Camarilla DeMark
R4 174.62 174.32 172.94
R3 173.87 173.57 172.74
R2 173.12 173.12 172.67
R1 172.82 172.82 172.60 172.97
PP 172.37 172.37 172.37 172.44
S1 172.07 172.07 172.46 172.22
S2 171.62 171.62 172.39
S3 170.87 171.32 172.32
S4 170.12 170.57 172.12
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
5 173.16 171.91 1.25 0.7% 0.62 0.4% 50% False True 610,727
10 173.16 171.37 1.79 1.0% 0.59 0.3% 65% False False 667,645
20 173.16 169.75 3.41 2.0% 0.58 0.3% 82% False False 430,360
40 173.16 169.75 3.41 2.0% 0.56 0.3% 82% False False 218,226
60 174.42 169.75 4.67 2.7% 0.51 0.3% 60% False False 145,739
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.13
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 175.85
2.618 174.62
1.618 173.87
1.000 173.41
0.618 173.12
HIGH 172.66
0.618 172.37
0.500 172.29
0.382 172.20
LOW 171.91
0.618 171.45
1.000 171.16
1.618 170.70
2.618 169.95
4.250 168.72
Fisher Pivots for day following 16-Jun-2021
Pivot 1 day 3 day
R1 172.45 172.51
PP 172.37 172.49
S1 172.29 172.48

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

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