Euro Bund Future June 2021


Trading Metrics calculated at close of trading on 27-May-2021
Day Change Summary
Previous Current
26-May-2021 27-May-2021 Change Change % Previous Week
Open 169.88 170.30 0.42 0.2% 169.13
High 170.40 170.38 -0.02 0.0% 169.35
Low 169.69 169.68 -0.01 0.0% 168.29
Close 170.29 169.79 -0.50 -0.3% 169.14
Range 0.71 0.70 -0.01 -1.4% 1.06
ATR 0.64 0.64 0.00 0.7% 0.00
Volume 871,997 785,001 -86,996 -10.0% 4,106,274
Daily Pivots for day following 27-May-2021
Classic Woodie Camarilla DeMark
R4 172.05 171.62 170.18
R3 171.35 170.92 169.98
R2 170.65 170.65 169.92
R1 170.22 170.22 169.85 170.09
PP 169.95 169.95 169.95 169.88
S1 169.52 169.52 169.73 169.39
S2 169.25 169.25 169.66
S3 168.55 168.82 169.60
S4 167.85 168.12 169.41
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 172.11 171.68 169.72
R3 171.05 170.62 169.43
R2 169.99 169.99 169.33
R1 169.56 169.56 169.24 169.78
PP 168.93 168.93 168.93 169.03
S1 168.50 168.50 169.04 168.72
S2 167.87 167.87 168.95
S3 166.81 167.44 168.85
S4 165.75 166.38 168.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 170.40 168.75 1.65 1.0% 0.60 0.4% 63% False False 742,545
10 170.40 168.29 2.11 1.2% 0.58 0.3% 71% False False 778,820
20 170.98 168.29 2.69 1.6% 0.63 0.4% 56% False False 794,867
40 172.12 168.29 3.83 2.3% 0.65 0.4% 39% False False 754,448
60 172.66 168.29 4.37 2.6% 0.67 0.4% 34% False False 750,921
80 173.74 168.29 5.45 3.2% 0.69 0.4% 28% False False 583,245
100 175.22 168.29 6.93 4.1% 0.63 0.4% 22% False False 466,846
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 173.36
2.618 172.21
1.618 171.51
1.000 171.08
0.618 170.81
HIGH 170.38
0.618 170.11
0.500 170.03
0.382 169.95
LOW 169.68
0.618 169.25
1.000 168.98
1.618 168.55
2.618 167.85
4.250 166.71
Fisher Pivots for day following 27-May-2021
Pivot 1 day 3 day
R1 170.03 169.85
PP 169.95 169.83
S1 169.87 169.81

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

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