ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 19-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2021 |
19-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
157-27 |
157-29 |
0-02 |
0.0% |
156-18 |
| High |
158-15 |
158-13 |
-0-02 |
0.0% |
159-01 |
| Low |
157-16 |
157-07 |
-0-09 |
-0.2% |
155-25 |
| Close |
158-00 |
157-16 |
-0-16 |
-0.3% |
158-00 |
| Range |
0-31 |
1-06 |
0-07 |
22.6% |
3-08 |
| ATR |
1-13 |
1-12 |
0-00 |
-1.1% |
0-00 |
| Volume |
426,895 |
288,637 |
-138,258 |
-32.4% |
2,042,998 |
|
| Daily Pivots for day following 19-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-09 |
160-18 |
158-05 |
|
| R3 |
160-03 |
159-12 |
157-26 |
|
| R2 |
158-29 |
158-29 |
157-23 |
|
| R1 |
158-06 |
158-06 |
157-19 |
157-31 |
| PP |
157-23 |
157-23 |
157-23 |
157-19 |
| S1 |
157-00 |
157-00 |
157-13 |
156-25 |
| S2 |
156-17 |
156-17 |
157-09 |
|
| S3 |
155-11 |
155-26 |
157-06 |
|
| S4 |
154-05 |
154-20 |
156-27 |
|
|
| 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% |
1-11 |
0.9% |
53% |
False |
False |
411,454 |
| 10 |
159-01 |
155-19 |
3-14 |
2.2% |
1-06 |
0.8% |
55% |
False |
False |
367,344 |
| 20 |
159-01 |
153-29 |
5-04 |
3.3% |
1-08 |
0.8% |
70% |
False |
False |
386,565 |
| 40 |
161-27 |
153-07 |
8-20 |
5.5% |
1-17 |
1.0% |
50% |
False |
False |
467,455 |
| 60 |
169-10 |
153-07 |
16-03 |
10.2% |
1-13 |
0.9% |
27% |
False |
False |
316,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-15 |
|
2.618 |
161-16 |
|
1.618 |
160-10 |
|
1.000 |
159-19 |
|
0.618 |
159-04 |
|
HIGH |
158-13 |
|
0.618 |
157-30 |
|
0.500 |
157-26 |
|
0.382 |
157-22 |
|
LOW |
157-07 |
|
0.618 |
156-16 |
|
1.000 |
156-01 |
|
1.618 |
155-10 |
|
2.618 |
154-04 |
|
4.250 |
152-06 |
|
|
| Fisher Pivots for day following 19-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
157-26 |
157-29 |
| PP |
157-23 |
157-24 |
| S1 |
157-19 |
157-20 |
|