ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 05-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2021 |
05-May-2021 |
Change |
Change % |
Previous Week |
| Open |
157-23 |
158-00 |
0-09 |
0.2% |
158-09 |
| High |
158-23 |
158-15 |
-0-08 |
-0.2% |
158-22 |
| Low |
157-11 |
157-08 |
-0-03 |
-0.1% |
156-06 |
| Close |
158-00 |
158-04 |
0-04 |
0.1% |
157-08 |
| Range |
1-12 |
1-07 |
-0-05 |
-11.4% |
2-16 |
| ATR |
1-08 |
1-08 |
0-00 |
-0.1% |
0-00 |
| Volume |
415,319 |
304,901 |
-110,418 |
-26.6% |
1,812,008 |
|
| Daily Pivots for day following 05-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-19 |
161-03 |
158-25 |
|
| R3 |
160-12 |
159-28 |
158-15 |
|
| R2 |
159-05 |
159-05 |
158-11 |
|
| R1 |
158-21 |
158-21 |
158-08 |
158-29 |
| PP |
157-30 |
157-30 |
157-30 |
158-03 |
| S1 |
157-14 |
157-14 |
158-00 |
157-22 |
| S2 |
156-23 |
156-23 |
157-29 |
|
| S3 |
155-16 |
156-07 |
157-25 |
|
| S4 |
154-09 |
155-00 |
157-15 |
|
|
| 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 |
158-23 |
156-06 |
2-17 |
1.6% |
1-08 |
0.8% |
77% |
False |
False |
384,245 |
| 10 |
158-30 |
156-06 |
2-24 |
1.7% |
1-04 |
0.7% |
70% |
False |
False |
354,441 |
| 20 |
159-01 |
155-25 |
3-08 |
2.1% |
1-05 |
0.7% |
72% |
False |
False |
361,037 |
| 40 |
159-01 |
153-07 |
5-26 |
3.7% |
1-09 |
0.8% |
84% |
False |
False |
399,354 |
| 60 |
166-14 |
153-07 |
13-07 |
8.4% |
1-14 |
0.9% |
37% |
False |
False |
385,616 |
| 80 |
169-10 |
153-07 |
16-03 |
10.2% |
1-11 |
0.8% |
30% |
False |
False |
289,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-21 |
|
2.618 |
161-21 |
|
1.618 |
160-14 |
|
1.000 |
159-22 |
|
0.618 |
159-07 |
|
HIGH |
158-15 |
|
0.618 |
158-00 |
|
0.500 |
157-28 |
|
0.382 |
157-23 |
|
LOW |
157-08 |
|
0.618 |
156-16 |
|
1.000 |
156-01 |
|
1.618 |
155-09 |
|
2.618 |
154-02 |
|
4.250 |
152-02 |
|
|
| Fisher Pivots for day following 05-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
158-01 |
157-31 |
| PP |
157-30 |
157-27 |
| S1 |
157-28 |
157-22 |
|