Euro Bund Future September 2021


Trading Metrics calculated at close of trading on 02-Jul-2021
Day Change Summary
Previous Current
01-Jul-2021 02-Jul-2021 Change Change % Previous Week
Open 172.50 172.62 0.12 0.1% 171.79
High 172.69 173.19 0.50 0.3% 173.19
Low 172.22 172.54 0.32 0.2% 171.71
Close 172.54 173.09 0.55 0.3% 173.09
Range 0.47 0.65 0.18 38.3% 1.48
ATR 0.62 0.63 0.00 0.3% 0.00
Volume 666,899 692,536 25,637 3.8% 3,246,682
Daily Pivots for day following 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 174.89 174.64 173.45
R3 174.24 173.99 173.27
R2 173.59 173.59 173.21
R1 173.34 173.34 173.15 173.47
PP 172.94 172.94 172.94 173.00
S1 172.69 172.69 173.03 172.82
S2 172.29 172.29 172.97
S3 171.64 172.04 172.91
S4 170.99 171.39 172.73
Weekly Pivots for week ending 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 177.10 176.58 173.90
R3 175.62 175.10 173.50
R2 174.14 174.14 173.36
R1 173.62 173.62 173.23 173.88
PP 172.66 172.66 172.66 172.80
S1 172.14 172.14 172.95 172.40
S2 171.18 171.18 172.82
S3 169.70 170.66 172.68
S4 168.22 169.18 172.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 173.19 171.71 1.48 0.9% 0.60 0.3% 93% True False 649,336
10 173.19 171.67 1.52 0.9% 0.64 0.4% 93% True False 656,662
20 173.19 171.65 1.54 0.9% 0.64 0.4% 94% True False 663,252
40 173.19 169.75 3.44 2.0% 0.61 0.4% 97% True False 421,827
60 173.57 169.75 3.82 2.2% 0.58 0.3% 87% False False 282,339
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 175.95
2.618 174.89
1.618 174.24
1.000 173.84
0.618 173.59
HIGH 173.19
0.618 172.94
0.500 172.87
0.382 172.79
LOW 172.54
0.618 172.14
1.000 171.89
1.618 171.49
2.618 170.84
4.250 169.78
Fisher Pivots for day following 02-Jul-2021
Pivot 1 day 3 day
R1 173.02 172.92
PP 172.94 172.75
S1 172.87 172.59

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

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