Euro Bund Future June 2021

Trading Metrics calculated at close of trading on 02-Feb-2021

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.38)
Moving Averages

Strong Sell

-1.00

Oscillators

Sell

-0.14

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): 9.31x
ATR(14) %: 0.3%
20-Day Historical Volatility: 0.0%

Day Change Summary (OHLC)

PreviousCurrent
Metric01-Feb-202102-Feb-2021ChangeChange %Previous Week
Open174.36174.29-0.07-0.0%174.81
High174.36174.30-0.06-0.0%175.22
Low174.19173.77-0.42-0.2%174.12
Close174.32173.85-0.47-0.3%174.35
Range0.170.530.36211.8%1.10
ATR(14)0.460.470.011.3%0.49
Volume5811,65711,59919,998.3%9,975

Multi-Period Performance

1-Month (21d)

-0.8%

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-0.8%

52-Week Range

52W Low: 173.54 (0.2%)

Position (12%)

52W High: 176.12 (1.3%)

Daily Pivots for day following 02-Feb-2021

LevelClassicWoodieCamarillaDeMark
R4175.56175.24174.14
R3175.03174.71174.00
R2174.50174.50173.95
R1174.18174.18173.90174.08
PP173.97173.97173.97173.92
S1173.65173.65173.80173.55
S2173.44173.44173.75
S3172.91173.12173.70
S4172.38172.59173.56

Weekly Pivots for week ending 29-Jan-2021

LevelClassicWoodieCamarillaDeMark
R4177.86177.21174.96
R3176.76176.11174.65
R2175.66175.66174.55
R1175.01175.01174.45174.79
PP174.56174.56174.56174.45
S1173.91173.91174.25173.69
S2173.46173.46174.15
S3172.36172.81174.05
S4171.26171.71173.75

Fisher Pivots for day following 02-Feb-2021

Pivot1 Day3 Day
R1174.04174.22
PP173.97174.10
S1173.91173.97

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.250176.55
2.618175.69
1.618175.16
1.000174.83
0.618174.63
HIGH174.30
0.618174.10
0.500174.04
0.382173.97
LOW173.77
0.618173.44
1.000173.24
1.618172.91
2.618172.38
4.250171.52

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%175.51
38.2%175.13
50.0%174.83
61.8%174.53
78.6%174.09

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA174.46-0.61-0.3%Below
10-Day SMA174.45-0.60-0.3%Below
20-Day SMA174.42-0.57-0.3%Below
50-Day SMAInsufficient data
100-Day SMAInsufficient data
200-Day SMAInsufficient data

Bollinger Bands (20, 2):

Upper: 175.16

Middle: 174.42

Lower: 173.69

Bandwidth: 0.8%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
39.57
Neutral 30–70

Stochastic (14, 3)

Neutral
%K: 5.52
%D: 29.02

StochRSI (14)

Neutral
%K: 45.64
%D: 69.65

ADX (14) & Trend

Neutral
22.15
+DI: 20.66 · -DI: 38.04

CCI (20)

Neutral
-127.17
Range -100 to +100

Williams %R (14)

Neutral
-94.48
Range -100 to 0

ROC (12)

Bearish
-0.52%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
-0.14
Bull: -0.14 · Bear: -0.67

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch0.03
Widest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
5175.22173.771.450.8%0.460.3%6%FalseTrue3,691
10175.22173.771.450.8%0.400.2%6%FalseTrue2,261
20175.22173.541.681.0%0.400.2%18%FalseFalse1,252