ECBOT 30 Year Treasury Bond Future June 2021
Trading Metrics calculated at close of trading on 16-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2021 |
16-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
156-29 |
157-27 |
0-30 |
0.6% |
156-18 |
High |
159-01 |
158-15 |
-0-18 |
-0.4% |
159-01 |
Low |
156-24 |
157-16 |
0-24 |
0.5% |
155-25 |
Close |
159-00 |
158-00 |
-1-00 |
-0.6% |
158-00 |
Range |
2-09 |
0-31 |
-1-10 |
-57.5% |
3-08 |
ATR |
1-12 |
1-13 |
0-00 |
0.6% |
0-00 |
Volume |
614,615 |
426,895 |
-187,720 |
-30.5% |
2,042,998 |
|
Daily Pivots for day following 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160-29 |
160-13 |
158-17 |
|
R3 |
159-30 |
159-14 |
158-09 |
|
R2 |
158-31 |
158-31 |
158-06 |
|
R1 |
158-15 |
158-15 |
158-03 |
158-23 |
PP |
158-00 |
158-00 |
158-00 |
158-04 |
S1 |
157-16 |
157-16 |
157-29 |
157-24 |
S2 |
157-01 |
157-01 |
157-26 |
|
S3 |
156-02 |
156-17 |
157-23 |
|
S4 |
155-03 |
155-18 |
157-15 |
|
|
Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167-11 |
165-30 |
159-25 |
|
R3 |
164-03 |
162-22 |
158-29 |
|
R2 |
160-27 |
160-27 |
158-19 |
|
R1 |
159-14 |
159-14 |
158-10 |
160-05 |
PP |
157-19 |
157-19 |
157-19 |
157-31 |
S1 |
156-06 |
156-06 |
157-22 |
156-29 |
S2 |
154-11 |
154-11 |
157-13 |
|
S3 |
151-03 |
152-30 |
157-03 |
|
S4 |
147-27 |
149-22 |
156-07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159-01 |
155-25 |
3-08 |
2.1% |
1-09 |
0.8% |
68% |
False |
False |
408,599 |
10 |
159-01 |
155-06 |
3-27 |
2.4% |
1-06 |
0.7% |
73% |
False |
False |
359,767 |
20 |
159-01 |
153-26 |
5-07 |
3.3% |
1-09 |
0.8% |
80% |
False |
False |
396,151 |
40 |
163-03 |
153-07 |
9-28 |
6.3% |
1-18 |
1.0% |
48% |
False |
False |
463,955 |
60 |
169-10 |
153-07 |
16-03 |
10.2% |
1-13 |
0.9% |
30% |
False |
False |
311,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162-19 |
2.618 |
161-00 |
1.618 |
160-01 |
1.000 |
159-14 |
0.618 |
159-02 |
HIGH |
158-15 |
0.618 |
158-03 |
0.500 |
158-00 |
0.382 |
157-28 |
LOW |
157-16 |
0.618 |
156-29 |
1.000 |
156-17 |
1.618 |
155-30 |
2.618 |
154-31 |
4.250 |
153-12 |
|
|
Fisher Pivots for day following 16-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
158-00 |
157-30 |
PP |
158-00 |
157-29 |
S1 |
158-00 |
157-27 |
|