ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 07-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2021 |
07-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
155-29 |
156-13 |
0-16 |
0.3% |
155-19 |
| High |
156-20 |
157-02 |
0-14 |
0.3% |
156-14 |
| Low |
155-19 |
155-29 |
0-10 |
0.2% |
153-29 |
| Close |
156-17 |
156-12 |
-0-05 |
-0.1% |
156-07 |
| Range |
1-01 |
1-05 |
0-04 |
12.1% |
2-17 |
| ATR |
1-14 |
1-14 |
-0-01 |
-1.4% |
0-00 |
| Volume |
333,859 |
312,517 |
-21,342 |
-6.4% |
1,806,447 |
|
| Daily Pivots for day following 07-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-29 |
159-10 |
157-00 |
|
| R3 |
158-24 |
158-05 |
156-22 |
|
| R2 |
157-19 |
157-19 |
156-19 |
|
| R1 |
157-00 |
157-00 |
156-15 |
156-23 |
| PP |
156-14 |
156-14 |
156-14 |
156-10 |
| S1 |
155-27 |
155-27 |
156-09 |
155-18 |
| S2 |
155-09 |
155-09 |
156-05 |
|
| S3 |
154-04 |
154-22 |
156-02 |
|
| S4 |
152-31 |
153-17 |
155-24 |
|
|
| Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-04 |
162-06 |
157-20 |
|
| R3 |
160-19 |
159-21 |
156-29 |
|
| R2 |
158-02 |
158-02 |
156-22 |
|
| R1 |
157-04 |
157-04 |
156-14 |
157-19 |
| PP |
155-17 |
155-17 |
155-17 |
155-24 |
| S1 |
154-19 |
154-19 |
156-00 |
155-02 |
| S2 |
153-00 |
153-00 |
155-24 |
|
| S3 |
150-15 |
152-02 |
155-17 |
|
| S4 |
147-30 |
149-17 |
154-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-02 |
154-16 |
2-18 |
1.6% |
1-06 |
0.8% |
73% |
True |
False |
372,004 |
| 10 |
157-08 |
153-29 |
3-11 |
2.1% |
1-08 |
0.8% |
74% |
False |
False |
396,907 |
| 20 |
158-28 |
153-07 |
5-21 |
3.6% |
1-12 |
0.9% |
56% |
False |
False |
437,672 |
| 40 |
166-14 |
153-07 |
13-07 |
8.5% |
1-18 |
1.0% |
24% |
False |
False |
397,906 |
| 60 |
169-10 |
153-07 |
16-03 |
10.3% |
1-12 |
0.9% |
20% |
False |
False |
265,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-31 |
|
2.618 |
160-03 |
|
1.618 |
158-30 |
|
1.000 |
158-07 |
|
0.618 |
157-25 |
|
HIGH |
157-02 |
|
0.618 |
156-20 |
|
0.500 |
156-16 |
|
0.382 |
156-11 |
|
LOW |
155-29 |
|
0.618 |
155-06 |
|
1.000 |
154-24 |
|
1.618 |
154-01 |
|
2.618 |
152-28 |
|
4.250 |
151-00 |
|
|
| Fisher Pivots for day following 07-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-16 |
156-09 |
| PP |
156-14 |
156-07 |
| S1 |
156-13 |
156-04 |
|