Why are the densities of europium and ytterbium anomalously low?
Expanding upon @Ivan's comment: Eu and Yb can access the +2 oxidation state instead of +3, due to the +2 ions having a relatively stable half-filled or filled f subshell.
That includes the embedded ions in the structure of the metal. Eu and Yb have $\ce{M^2+}$ instead of $\ce{M^3+}$ ions in the metal. The extra electron and reduced effective nuclear charge on the outer subshells make those $\ce{M^2+}$ ions larger, therefore these metals have lower densities than the surrounding lanthanides. The lower ion charge also means fewer electrons binding the ions together, making Eu and Yb easier to melt.
The difference in ion charge can also show up in other ways. Eu and Yb, for instance, resemble heavy alkaline earth metals more than other lanthanides by dissolving in liquid ammonia.  Europium is also known to appear in some rocks alongside alkaline earth metals rather than alongside other lanthanides (see Wikipedia):

In anaerobic, and particularly geothermal conditions, the divalent form is sufficiently stable that it tends to be incorporated into minerals of calcium and the other alkaline earths. This ion-exchange process is the basis of the &quot;negative europium anomaly&quot;, the low europium content in many lanthanide minerals such as monazite, relative to the chondritic abundance.