Euro Bund Future September 2021


Trading Metrics calculated at close of trading on 17-Jun-2021
Day Change Summary
Previous Current
16-Jun-2021 17-Jun-2021 Change Change % Previous Week
Open 172.30 171.97 -0.33 -0.2% 171.92
High 172.66 172.70 0.04 0.0% 173.16
Low 171.91 171.80 -0.11 -0.1% 171.65
Close 172.53 172.44 -0.09 -0.1% 172.88
Range 0.75 0.90 0.15 20.0% 1.51
ATR 0.60 0.62 0.02 3.5% 0.00
Volume 555,599 802,655 247,056 44.5% 3,384,951
Daily Pivots for day following 17-Jun-2021
Classic Woodie Camarilla DeMark
R4 175.01 174.63 172.94
R3 174.11 173.73 172.69
R2 173.21 173.21 172.61
R1 172.83 172.83 172.52 173.02
PP 172.31 172.31 172.31 172.41
S1 171.93 171.93 172.36 172.12
S2 171.41 171.41 172.28
S3 170.51 171.03 172.19
S4 169.61 170.13 171.95
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
5 173.16 171.80 1.36 0.8% 0.62 0.4% 47% False True 611,791
10 173.16 171.41 1.75 1.0% 0.64 0.4% 59% False False 665,952
20 173.16 169.95 3.21 1.9% 0.58 0.3% 78% False False 469,124
40 173.16 169.75 3.41 2.0% 0.58 0.3% 79% False False 238,205
60 174.42 169.75 4.67 2.7% 0.53 0.3% 58% False False 159,117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 176.53
2.618 175.06
1.618 174.16
1.000 173.60
0.618 173.26
HIGH 172.70
0.618 172.36
0.500 172.25
0.382 172.14
LOW 171.80
0.618 171.24
1.000 170.90
1.618 170.34
2.618 169.44
4.250 167.98
Fisher Pivots for day following 17-Jun-2021
Pivot 1 day 3 day
R1 172.38 172.39
PP 172.31 172.35
S1 172.25 172.30

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

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