Euro Bund Future September 2021


Trading Metrics calculated at close of trading on 06-Jul-2021
Day Change Summary
Previous Current
02-Jul-2021 06-Jul-2021 Change Change % Previous Week
Open 172.62 172.72 0.10 0.1% 171.79
High 173.19 173.65 0.46 0.3% 173.19
Low 172.54 172.49 -0.05 0.0% 171.71
Close 173.09 173.60 0.51 0.3% 173.09
Range 0.65 1.16 0.51 78.5% 1.48
ATR 0.63 0.66 0.04 6.1% 0.00
Volume 692,536 753,361 60,825 8.8% 3,246,682
Daily Pivots for day following 06-Jul-2021
Classic Woodie Camarilla DeMark
R4 176.73 176.32 174.24
R3 175.57 175.16 173.92
R2 174.41 174.41 173.81
R1 174.00 174.00 173.71 174.21
PP 173.25 173.25 173.25 173.35
S1 172.84 172.84 173.49 173.05
S2 172.09 172.09 173.39
S3 170.93 171.68 173.28
S4 169.77 170.52 172.96
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
5 173.65 171.86 1.79 1.0% 0.70 0.4% 97% True False 700,732
10 173.65 171.67 1.98 1.1% 0.65 0.4% 97% True False 649,188
20 173.65 171.67 1.98 1.1% 0.67 0.4% 97% True False 672,684
40 173.65 169.75 3.90 2.2% 0.62 0.4% 99% True False 440,462
60 173.65 169.75 3.90 2.2% 0.59 0.3% 99% True False 294,894
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 178.58
2.618 176.69
1.618 175.53
1.000 174.81
0.618 174.37
HIGH 173.65
0.618 173.21
0.500 173.07
0.382 172.93
LOW 172.49
0.618 171.77
1.000 171.33
1.618 170.61
2.618 169.45
4.250 167.56
Fisher Pivots for day following 06-Jul-2021
Pivot 1 day 3 day
R1 173.42 173.38
PP 173.25 173.16
S1 173.07 172.94

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

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