ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 01-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2021 |
01-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
155-10 |
154-25 |
-0-17 |
-0.3% |
154-13 |
| High |
155-14 |
156-13 |
0-31 |
0.6% |
157-08 |
| Low |
154-16 |
154-20 |
0-04 |
0.1% |
154-10 |
| Close |
154-19 |
156-07 |
1-20 |
1.1% |
155-31 |
| Range |
0-30 |
1-25 |
0-27 |
90.0% |
2-30 |
| ATR |
1-16 |
1-16 |
0-01 |
1.5% |
0-00 |
| Volume |
620,618 |
380,162 |
-240,456 |
-38.7% |
2,038,551 |
|
| Daily Pivots for day following 01-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-03 |
160-14 |
157-06 |
|
| R3 |
159-10 |
158-21 |
156-23 |
|
| R2 |
157-17 |
157-17 |
156-17 |
|
| R1 |
156-28 |
156-28 |
156-12 |
157-07 |
| PP |
155-24 |
155-24 |
155-24 |
155-29 |
| S1 |
155-03 |
155-03 |
156-02 |
155-14 |
| S2 |
153-31 |
153-31 |
155-29 |
|
| S3 |
152-06 |
153-10 |
155-23 |
|
| S4 |
150-13 |
151-17 |
155-08 |
|
|
| 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 |
156-19 |
153-29 |
2-22 |
1.7% |
1-14 |
0.9% |
86% |
False |
False |
439,958 |
| 10 |
157-08 |
153-26 |
3-14 |
2.2% |
1-12 |
0.9% |
70% |
False |
False |
432,536 |
| 20 |
158-28 |
153-07 |
5-21 |
3.6% |
1-14 |
0.9% |
53% |
False |
False |
468,272 |
| 40 |
166-14 |
153-07 |
13-07 |
8.5% |
1-18 |
1.0% |
23% |
False |
False |
376,711 |
| 60 |
170-21 |
153-07 |
17-14 |
11.2% |
1-14 |
0.9% |
17% |
False |
False |
251,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-31 |
|
2.618 |
161-02 |
|
1.618 |
159-09 |
|
1.000 |
158-06 |
|
0.618 |
157-16 |
|
HIGH |
156-13 |
|
0.618 |
155-23 |
|
0.500 |
155-17 |
|
0.382 |
155-10 |
|
LOW |
154-20 |
|
0.618 |
153-17 |
|
1.000 |
152-27 |
|
1.618 |
151-24 |
|
2.618 |
149-31 |
|
4.250 |
147-02 |
|
|
| Fisher Pivots for day following 01-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-00 |
155-28 |
| PP |
155-24 |
155-16 |
| S1 |
155-17 |
155-05 |
|