ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 27-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2021 |
27-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
158-09 |
158-14 |
0-05 |
0.1% |
157-29 |
| High |
158-22 |
158-16 |
-0-06 |
-0.1% |
158-30 |
| Low |
157-24 |
157-09 |
-0-15 |
-0.3% |
156-27 |
| Close |
158-14 |
157-14 |
-1-00 |
-0.6% |
158-09 |
| Range |
0-30 |
1-07 |
0-09 |
30.0% |
2-03 |
| ATR |
1-08 |
1-08 |
0-00 |
-0.3% |
0-00 |
| Volume |
283,575 |
316,830 |
33,255 |
11.7% |
1,584,749 |
|
| Daily Pivots for day following 27-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-13 |
160-20 |
158-03 |
|
| R3 |
160-06 |
159-13 |
157-25 |
|
| R2 |
158-31 |
158-31 |
157-21 |
|
| R1 |
158-06 |
158-06 |
157-18 |
157-31 |
| PP |
157-24 |
157-24 |
157-24 |
157-20 |
| S1 |
156-31 |
156-31 |
157-10 |
156-24 |
| S2 |
156-17 |
156-17 |
157-07 |
|
| S3 |
155-10 |
155-24 |
157-03 |
|
| S4 |
154-03 |
154-17 |
156-25 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-10 |
163-12 |
159-14 |
|
| R3 |
162-07 |
161-09 |
158-27 |
|
| R2 |
160-04 |
160-04 |
158-21 |
|
| R1 |
159-06 |
159-06 |
158-15 |
159-21 |
| PP |
158-01 |
158-01 |
158-01 |
158-08 |
| S1 |
157-03 |
157-03 |
158-03 |
157-18 |
| S2 |
155-30 |
155-30 |
157-29 |
|
| S3 |
153-27 |
155-00 |
157-23 |
|
| S4 |
151-24 |
152-29 |
157-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-30 |
157-09 |
1-21 |
1.1% |
0-31 |
0.6% |
9% |
False |
True |
312,443 |
| 10 |
159-01 |
156-21 |
2-12 |
1.5% |
1-05 |
0.7% |
33% |
False |
False |
351,362 |
| 20 |
159-01 |
153-29 |
5-04 |
3.3% |
1-06 |
0.7% |
69% |
False |
False |
362,423 |
| 40 |
160-01 |
153-07 |
6-26 |
4.3% |
1-11 |
0.8% |
62% |
False |
False |
415,337 |
| 60 |
167-28 |
153-07 |
14-21 |
9.3% |
1-13 |
0.9% |
29% |
False |
False |
347,587 |
| 80 |
171-26 |
153-07 |
18-19 |
11.8% |
1-11 |
0.8% |
23% |
False |
False |
260,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-22 |
|
2.618 |
161-22 |
|
1.618 |
160-15 |
|
1.000 |
159-23 |
|
0.618 |
159-08 |
|
HIGH |
158-16 |
|
0.618 |
158-01 |
|
0.500 |
157-29 |
|
0.382 |
157-24 |
|
LOW |
157-09 |
|
0.618 |
156-17 |
|
1.000 |
156-02 |
|
1.618 |
155-10 |
|
2.618 |
154-03 |
|
4.250 |
152-03 |
|
|
| Fisher Pivots for day following 27-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
157-29 |
158-04 |
| PP |
157-24 |
157-28 |
| S1 |
157-19 |
157-21 |
|