ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 22-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2021 |
22-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
158-07 |
158-08 |
0-01 |
0.0% |
156-18 |
| High |
158-12 |
158-29 |
0-17 |
0.3% |
159-01 |
| Low |
157-25 |
157-26 |
0-01 |
0.0% |
155-25 |
| Close |
158-04 |
158-14 |
0-10 |
0.2% |
158-00 |
| Range |
0-19 |
1-03 |
0-16 |
84.2% |
3-08 |
| ATR |
1-11 |
1-10 |
-0-01 |
-1.3% |
0-00 |
| Volume |
314,960 |
344,281 |
29,321 |
9.3% |
2,042,998 |
|
| Daily Pivots for day following 22-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-21 |
161-05 |
159-01 |
|
| R3 |
160-18 |
160-02 |
158-24 |
|
| R2 |
159-15 |
159-15 |
158-20 |
|
| R1 |
158-31 |
158-31 |
158-17 |
159-07 |
| PP |
158-12 |
158-12 |
158-12 |
158-17 |
| S1 |
157-28 |
157-28 |
158-11 |
158-04 |
| S2 |
157-09 |
157-09 |
158-08 |
|
| S3 |
156-06 |
156-25 |
158-04 |
|
| S4 |
155-03 |
155-22 |
157-27 |
|
|
| 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 |
158-29 |
156-27 |
2-02 |
1.3% |
1-02 |
0.7% |
77% |
True |
False |
341,814 |
| 10 |
159-01 |
155-25 |
3-08 |
2.1% |
1-06 |
0.7% |
82% |
False |
False |
371,306 |
| 20 |
159-01 |
153-29 |
5-04 |
3.2% |
1-07 |
0.8% |
88% |
False |
False |
379,759 |
| 40 |
161-02 |
153-07 |
7-27 |
5.0% |
1-16 |
0.9% |
67% |
False |
False |
446,004 |
| 60 |
169-10 |
153-07 |
16-03 |
10.2% |
1-13 |
0.9% |
32% |
False |
False |
332,558 |
| 80 |
171-26 |
153-07 |
18-19 |
11.7% |
1-10 |
0.8% |
28% |
False |
False |
249,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-18 |
|
2.618 |
161-25 |
|
1.618 |
160-22 |
|
1.000 |
160-00 |
|
0.618 |
159-19 |
|
HIGH |
158-29 |
|
0.618 |
158-16 |
|
0.500 |
158-12 |
|
0.382 |
158-07 |
|
LOW |
157-26 |
|
0.618 |
157-04 |
|
1.000 |
156-23 |
|
1.618 |
156-01 |
|
2.618 |
154-30 |
|
4.250 |
153-05 |
|
|
| Fisher Pivots for day following 22-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
158-13 |
158-08 |
| PP |
158-12 |
158-02 |
| S1 |
158-12 |
157-28 |
|