ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 13-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2021 |
13-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
156-18 |
156-15 |
-0-03 |
-0.1% |
155-21 |
| High |
156-31 |
157-11 |
0-12 |
0.2% |
157-04 |
| Low |
156-05 |
155-25 |
-0-12 |
-0.2% |
155-06 |
| Close |
156-09 |
157-05 |
0-28 |
0.6% |
156-16 |
| Range |
0-26 |
1-18 |
0-24 |
92.3% |
1-30 |
| ATR |
1-11 |
1-11 |
0-01 |
1.2% |
0-00 |
| Volume |
274,365 |
440,160 |
165,795 |
60.4% |
1,554,672 |
|
| Daily Pivots for day following 13-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-14 |
160-28 |
158-01 |
|
| R3 |
159-28 |
159-10 |
157-19 |
|
| R2 |
158-10 |
158-10 |
157-14 |
|
| R1 |
157-24 |
157-24 |
157-10 |
158-01 |
| PP |
156-24 |
156-24 |
156-24 |
156-29 |
| S1 |
156-06 |
156-06 |
157-00 |
156-15 |
| S2 |
155-06 |
155-06 |
156-28 |
|
| S3 |
153-20 |
154-20 |
156-23 |
|
| S4 |
152-02 |
153-02 |
156-10 |
|
|
| 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 |
157-11 |
155-25 |
1-18 |
1.0% |
1-05 |
0.7% |
88% |
True |
True |
344,494 |
| 10 |
157-11 |
153-29 |
3-14 |
2.2% |
1-06 |
0.8% |
95% |
True |
False |
373,484 |
| 20 |
157-11 |
153-07 |
4-04 |
2.6% |
1-10 |
0.8% |
95% |
True |
False |
411,792 |
| 40 |
164-11 |
153-07 |
11-04 |
7.1% |
1-18 |
1.0% |
35% |
False |
False |
432,892 |
| 60 |
169-10 |
153-07 |
16-03 |
10.2% |
1-12 |
0.9% |
24% |
False |
False |
289,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-00 |
|
2.618 |
161-14 |
|
1.618 |
159-28 |
|
1.000 |
158-29 |
|
0.618 |
158-10 |
|
HIGH |
157-11 |
|
0.618 |
156-24 |
|
0.500 |
156-18 |
|
0.382 |
156-12 |
|
LOW |
155-25 |
|
0.618 |
154-26 |
|
1.000 |
154-07 |
|
1.618 |
153-08 |
|
2.618 |
151-22 |
|
4.250 |
149-05 |
|
|
| Fisher Pivots for day following 13-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-31 |
156-31 |
| PP |
156-24 |
156-24 |
| S1 |
156-18 |
156-18 |
|