ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 08-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2021 |
08-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
156-13 |
155-31 |
-0-14 |
-0.3% |
155-19 |
| High |
157-02 |
157-03 |
0-01 |
0.0% |
156-14 |
| Low |
155-29 |
155-30 |
0-01 |
0.0% |
153-29 |
| Close |
156-12 |
156-25 |
0-13 |
0.3% |
156-07 |
| Range |
1-05 |
1-05 |
0-00 |
0.0% |
2-17 |
| ATR |
1-14 |
1-13 |
-0-01 |
-1.4% |
0-00 |
| Volume |
312,517 |
307,545 |
-4,972 |
-1.6% |
1,806,447 |
|
| Daily Pivots for day following 08-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-02 |
159-19 |
157-13 |
|
| R3 |
158-29 |
158-14 |
157-03 |
|
| R2 |
157-24 |
157-24 |
157-00 |
|
| R1 |
157-09 |
157-09 |
156-28 |
157-17 |
| PP |
156-19 |
156-19 |
156-19 |
156-23 |
| S1 |
156-04 |
156-04 |
156-22 |
156-12 |
| S2 |
155-14 |
155-14 |
156-18 |
|
| S3 |
154-09 |
154-31 |
156-15 |
|
| S4 |
153-04 |
153-26 |
156-05 |
|
|
| 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 |
157-03 |
154-20 |
2-15 |
1.6% |
1-07 |
0.8% |
87% |
True |
False |
309,389 |
| 10 |
157-08 |
153-29 |
3-11 |
2.1% |
1-08 |
0.8% |
86% |
False |
False |
388,213 |
| 20 |
158-28 |
153-07 |
5-21 |
3.6% |
1-12 |
0.9% |
63% |
False |
False |
431,149 |
| 40 |
166-14 |
153-07 |
13-07 |
8.4% |
1-18 |
1.0% |
27% |
False |
False |
405,542 |
| 60 |
169-10 |
153-07 |
16-03 |
10.3% |
1-13 |
0.9% |
22% |
False |
False |
270,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-00 |
|
2.618 |
160-04 |
|
1.618 |
158-31 |
|
1.000 |
158-08 |
|
0.618 |
157-26 |
|
HIGH |
157-03 |
|
0.618 |
156-21 |
|
0.500 |
156-17 |
|
0.382 |
156-12 |
|
LOW |
155-30 |
|
0.618 |
155-07 |
|
1.000 |
154-25 |
|
1.618 |
154-02 |
|
2.618 |
152-29 |
|
4.250 |
151-01 |
|
|
| Fisher Pivots for day following 08-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-22 |
156-20 |
| PP |
156-19 |
156-16 |
| S1 |
156-17 |
156-11 |
|