ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 14-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2021 |
14-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
156-15 |
157-10 |
0-27 |
0.5% |
155-21 |
| High |
157-11 |
157-14 |
0-03 |
0.1% |
157-04 |
| Low |
155-25 |
156-21 |
0-28 |
0.6% |
155-06 |
| Close |
157-05 |
156-28 |
-0-09 |
-0.2% |
156-16 |
| Range |
1-18 |
0-25 |
-0-25 |
-50.0% |
1-30 |
| ATR |
1-11 |
1-10 |
-0-01 |
-3.0% |
0-00 |
| Volume |
440,160 |
286,963 |
-153,197 |
-34.8% |
1,554,672 |
|
| Daily Pivots for day following 14-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-11 |
158-28 |
157-10 |
|
| R3 |
158-18 |
158-03 |
157-03 |
|
| R2 |
157-25 |
157-25 |
157-01 |
|
| R1 |
157-10 |
157-10 |
156-30 |
157-05 |
| PP |
157-00 |
157-00 |
157-00 |
156-29 |
| S1 |
156-17 |
156-17 |
156-26 |
156-12 |
| S2 |
156-07 |
156-07 |
156-23 |
|
| S3 |
155-14 |
155-24 |
156-21 |
|
| S4 |
154-21 |
154-31 |
156-14 |
|
|
| 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 |
157-14 |
155-25 |
1-21 |
1.1% |
1-03 |
0.7% |
66% |
True |
False |
339,383 |
| 10 |
157-14 |
154-16 |
2-30 |
1.9% |
1-04 |
0.7% |
81% |
True |
False |
355,694 |
| 20 |
157-14 |
153-07 |
4-07 |
2.7% |
1-10 |
0.8% |
87% |
True |
False |
403,968 |
| 40 |
163-22 |
153-07 |
10-15 |
6.7% |
1-17 |
1.0% |
35% |
False |
False |
439,723 |
| 60 |
169-10 |
153-07 |
16-03 |
10.3% |
1-12 |
0.9% |
23% |
False |
False |
293,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-24 |
|
2.618 |
159-15 |
|
1.618 |
158-22 |
|
1.000 |
158-07 |
|
0.618 |
157-29 |
|
HIGH |
157-14 |
|
0.618 |
157-04 |
|
0.500 |
157-02 |
|
0.382 |
156-31 |
|
LOW |
156-21 |
|
0.618 |
156-06 |
|
1.000 |
155-28 |
|
1.618 |
155-13 |
|
2.618 |
154-20 |
|
4.250 |
153-11 |
|
|
| Fisher Pivots for day following 14-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
157-02 |
156-25 |
| PP |
157-00 |
156-22 |
| S1 |
156-30 |
156-20 |
|