ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 03-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2021 |
03-May-2021 |
Change |
Change % |
Previous Week |
| Open |
157-08 |
157-07 |
-0-01 |
0.0% |
158-09 |
| High |
157-15 |
158-10 |
0-27 |
0.5% |
158-22 |
| Low |
156-27 |
156-21 |
-0-06 |
-0.1% |
156-06 |
| Close |
157-08 |
157-20 |
0-12 |
0.2% |
157-08 |
| Range |
0-20 |
1-21 |
1-01 |
165.0% |
2-16 |
| ATR |
1-06 |
1-07 |
0-01 |
2.7% |
0-00 |
| Volume |
477,622 |
365,335 |
-112,287 |
-23.5% |
1,812,008 |
|
| Daily Pivots for day following 03-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-16 |
161-23 |
158-17 |
|
| R3 |
160-27 |
160-02 |
158-03 |
|
| R2 |
159-06 |
159-06 |
157-30 |
|
| R1 |
158-13 |
158-13 |
157-25 |
158-25 |
| PP |
157-17 |
157-17 |
157-17 |
157-23 |
| S1 |
156-24 |
156-24 |
157-15 |
157-05 |
| S2 |
155-28 |
155-28 |
157-10 |
|
| S3 |
154-07 |
155-03 |
157-05 |
|
| S4 |
152-18 |
153-14 |
156-23 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-28 |
163-18 |
158-20 |
|
| R3 |
162-12 |
161-02 |
157-30 |
|
| R2 |
159-28 |
159-28 |
157-23 |
|
| R1 |
158-18 |
158-18 |
157-15 |
157-31 |
| PP |
157-12 |
157-12 |
157-12 |
157-02 |
| S1 |
156-02 |
156-02 |
157-01 |
155-15 |
| S2 |
154-28 |
154-28 |
156-25 |
|
| S3 |
152-12 |
153-18 |
156-18 |
|
| S4 |
149-28 |
151-02 |
155-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-16 |
156-06 |
2-10 |
1.5% |
1-05 |
0.7% |
62% |
False |
False |
378,753 |
| 10 |
158-30 |
156-06 |
2-24 |
1.7% |
1-03 |
0.7% |
52% |
False |
False |
347,345 |
| 20 |
159-01 |
155-19 |
3-14 |
2.2% |
1-05 |
0.7% |
59% |
False |
False |
357,344 |
| 40 |
159-01 |
153-07 |
5-26 |
3.7% |
1-09 |
0.8% |
76% |
False |
False |
403,263 |
| 60 |
166-14 |
153-07 |
13-07 |
8.4% |
1-14 |
0.9% |
33% |
False |
False |
373,760 |
| 80 |
169-10 |
153-07 |
16-03 |
10.2% |
1-10 |
0.8% |
27% |
False |
False |
280,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-11 |
|
2.618 |
162-21 |
|
1.618 |
161-00 |
|
1.000 |
159-31 |
|
0.618 |
159-11 |
|
HIGH |
158-10 |
|
0.618 |
157-22 |
|
0.500 |
157-16 |
|
0.382 |
157-09 |
|
LOW |
156-21 |
|
0.618 |
155-20 |
|
1.000 |
155-00 |
|
1.618 |
153-31 |
|
2.618 |
152-10 |
|
4.250 |
149-20 |
|
|
| Fisher Pivots for day following 03-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
157-19 |
157-16 |
| PP |
157-17 |
157-12 |
| S1 |
157-16 |
157-08 |
|