Euro Bund Future September 2021


Trading Metrics calculated at close of trading on 30-Jun-2021
Day Change Summary
Previous Current
29-Jun-2021 30-Jun-2021 Change Change % Previous Week
Open 172.25 172.13 -0.12 -0.1% 172.69
High 172.33 172.74 0.41 0.2% 173.03
Low 171.86 171.98 0.12 0.1% 171.67
Close 172.07 172.61 0.54 0.3% 171.77
Range 0.47 0.76 0.29 61.7% 1.36
ATR 0.63 0.63 0.01 1.5% 0.00
Volume 666,802 724,062 57,260 8.6% 3,319,943
Daily Pivots for day following 30-Jun-2021
Classic Woodie Camarilla DeMark
R4 174.72 174.43 173.03
R3 173.96 173.67 172.82
R2 173.20 173.20 172.75
R1 172.91 172.91 172.68 173.06
PP 172.44 172.44 172.44 172.52
S1 172.15 172.15 172.54 172.30
S2 171.68 171.68 172.47
S3 170.92 171.39 172.40
S4 170.16 170.63 172.19
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 176.24 175.36 172.52
R3 174.88 174.00 172.14
R2 173.52 173.52 172.02
R1 172.64 172.64 171.89 172.40
PP 172.16 172.16 172.16 172.04
S1 171.28 171.28 171.65 171.04
S2 170.80 170.80 171.52
S3 169.44 169.92 171.40
S4 168.08 168.56 171.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 172.74 171.68 1.06 0.6% 0.60 0.3% 88% True False 602,442
10 173.03 171.67 1.36 0.8% 0.67 0.4% 69% False False 683,794
20 173.16 171.37 1.79 1.0% 0.63 0.4% 69% False False 675,719
40 173.16 169.75 3.41 2.0% 0.60 0.3% 84% False False 388,056
60 173.79 169.75 4.04 2.3% 0.57 0.3% 71% False False 259,704
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 175.97
2.618 174.73
1.618 173.97
1.000 173.50
0.618 173.21
HIGH 172.74
0.618 172.45
0.500 172.36
0.382 172.27
LOW 171.98
0.618 171.51
1.000 171.22
1.618 170.75
2.618 169.99
4.250 168.75
Fisher Pivots for day following 30-Jun-2021
Pivot 1 day 3 day
R1 172.53 172.48
PP 172.44 172.35
S1 172.36 172.23

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

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