ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 29-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2021 |
29-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
156-07 |
155-19 |
-0-20 |
-0.4% |
154-13 |
| High |
156-19 |
156-14 |
-0-05 |
-0.1% |
157-08 |
| Low |
155-10 |
154-22 |
-0-20 |
-0.4% |
154-10 |
| Close |
155-31 |
154-25 |
-1-06 |
-0.8% |
155-31 |
| Range |
1-09 |
1-24 |
0-15 |
36.6% |
2-30 |
| ATR |
1-17 |
1-17 |
0-01 |
1.1% |
0-00 |
| Volume |
393,344 |
340,802 |
-52,542 |
-13.4% |
2,038,551 |
|
| Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-18 |
159-13 |
155-24 |
|
| R3 |
158-26 |
157-21 |
155-08 |
|
| R2 |
157-02 |
157-02 |
155-03 |
|
| R1 |
155-29 |
155-29 |
154-30 |
155-20 |
| PP |
155-10 |
155-10 |
155-10 |
155-05 |
| S1 |
154-05 |
154-05 |
154-20 |
153-28 |
| S2 |
153-18 |
153-18 |
154-15 |
|
| S3 |
151-26 |
152-13 |
154-10 |
|
| S4 |
150-02 |
150-21 |
153-26 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-21 |
163-08 |
157-19 |
|
| R3 |
161-23 |
160-10 |
156-25 |
|
| R2 |
158-25 |
158-25 |
156-16 |
|
| R1 |
157-12 |
157-12 |
156-08 |
158-03 |
| PP |
155-27 |
155-27 |
155-27 |
156-06 |
| S1 |
154-14 |
154-14 |
155-22 |
155-05 |
| S2 |
152-29 |
152-29 |
155-14 |
|
| S3 |
149-31 |
151-16 |
155-05 |
|
| S4 |
147-01 |
148-18 |
154-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-08 |
154-22 |
2-18 |
1.7% |
1-13 |
0.9% |
4% |
False |
True |
403,440 |
| 10 |
157-08 |
153-07 |
4-01 |
2.6% |
1-14 |
0.9% |
39% |
False |
False |
450,100 |
| 20 |
160-01 |
153-07 |
6-26 |
4.4% |
1-16 |
1.0% |
23% |
False |
False |
468,252 |
| 40 |
167-28 |
153-07 |
14-21 |
9.5% |
1-17 |
1.0% |
11% |
False |
False |
340,169 |
| 60 |
171-26 |
153-07 |
18-19 |
12.0% |
1-12 |
0.9% |
8% |
False |
False |
226,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-28 |
|
2.618 |
161-01 |
|
1.618 |
159-09 |
|
1.000 |
158-06 |
|
0.618 |
157-17 |
|
HIGH |
156-14 |
|
0.618 |
155-25 |
|
0.500 |
155-18 |
|
0.382 |
155-11 |
|
LOW |
154-22 |
|
0.618 |
153-19 |
|
1.000 |
152-30 |
|
1.618 |
151-27 |
|
2.618 |
150-03 |
|
4.250 |
147-08 |
|
|
| Fisher Pivots for day following 29-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
155-18 |
155-31 |
| PP |
155-10 |
155-18 |
| S1 |
155-01 |
155-06 |
|