ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 09-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2021 |
09-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
155-31 |
157-02 |
1-03 |
0.7% |
155-21 |
| High |
157-03 |
157-04 |
0-01 |
0.0% |
157-04 |
| Low |
155-30 |
156-01 |
0-03 |
0.1% |
155-06 |
| Close |
156-25 |
156-16 |
-0-09 |
-0.2% |
156-16 |
| Range |
1-05 |
1-03 |
-0-02 |
-5.4% |
1-30 |
| ATR |
1-13 |
1-12 |
-0-01 |
-1.6% |
0-00 |
| Volume |
307,545 |
387,885 |
80,340 |
26.1% |
1,554,672 |
|
| Daily Pivots for day following 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-27 |
159-08 |
157-03 |
|
| R3 |
158-24 |
158-05 |
156-26 |
|
| R2 |
157-21 |
157-21 |
156-22 |
|
| R1 |
157-02 |
157-02 |
156-19 |
156-26 |
| PP |
156-18 |
156-18 |
156-18 |
156-14 |
| S1 |
155-31 |
155-31 |
156-13 |
155-23 |
| S2 |
155-15 |
155-15 |
156-10 |
|
| S3 |
154-12 |
154-28 |
156-06 |
|
| S4 |
153-09 |
153-25 |
155-29 |
|
|
| Weekly Pivots for week ending 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-03 |
161-07 |
157-18 |
|
| R3 |
160-05 |
159-09 |
157-01 |
|
| R2 |
158-07 |
158-07 |
156-27 |
|
| R1 |
157-11 |
157-11 |
156-22 |
157-25 |
| PP |
156-09 |
156-09 |
156-09 |
156-16 |
| S1 |
155-13 |
155-13 |
156-10 |
155-27 |
| S2 |
154-11 |
154-11 |
156-05 |
|
| S3 |
152-13 |
153-15 |
155-31 |
|
| S4 |
150-15 |
151-17 |
155-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-04 |
155-06 |
1-30 |
1.2% |
1-03 |
0.7% |
68% |
True |
False |
310,934 |
| 10 |
157-04 |
153-29 |
3-07 |
2.1% |
1-08 |
0.8% |
81% |
True |
False |
375,446 |
| 20 |
157-24 |
153-07 |
4-17 |
2.9% |
1-12 |
0.9% |
72% |
False |
False |
422,551 |
| 40 |
166-14 |
153-07 |
13-07 |
8.4% |
1-18 |
1.0% |
25% |
False |
False |
415,162 |
| 60 |
169-10 |
153-07 |
16-03 |
10.3% |
1-13 |
0.9% |
20% |
False |
False |
277,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-25 |
|
2.618 |
160-00 |
|
1.618 |
158-29 |
|
1.000 |
158-07 |
|
0.618 |
157-26 |
|
HIGH |
157-04 |
|
0.618 |
156-23 |
|
0.500 |
156-19 |
|
0.382 |
156-14 |
|
LOW |
156-01 |
|
0.618 |
155-11 |
|
1.000 |
154-30 |
|
1.618 |
154-08 |
|
2.618 |
153-05 |
|
4.250 |
151-12 |
|
|
| Fisher Pivots for day following 09-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-19 |
156-17 |
| PP |
156-18 |
156-16 |
| S1 |
156-17 |
156-16 |
|