ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 07-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2021 |
07-May-2021 |
Change |
Change % |
Previous Week |
| Open |
158-11 |
158-15 |
0-04 |
0.1% |
157-07 |
| High |
158-23 |
160-15 |
1-24 |
1.1% |
160-15 |
| Low |
157-29 |
157-26 |
-0-03 |
-0.1% |
156-21 |
| Close |
158-20 |
157-31 |
-0-21 |
-0.4% |
157-31 |
| Range |
0-26 |
2-21 |
1-27 |
226.9% |
3-26 |
| ATR |
1-07 |
1-10 |
0-03 |
8.5% |
0-00 |
| Volume |
321,685 |
561,688 |
240,003 |
74.6% |
1,968,928 |
|
| Daily Pivots for day following 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-23 |
165-00 |
159-14 |
|
| R3 |
164-02 |
162-11 |
158-22 |
|
| R2 |
161-13 |
161-13 |
158-15 |
|
| R1 |
159-22 |
159-22 |
158-07 |
159-07 |
| PP |
158-24 |
158-24 |
158-24 |
158-17 |
| S1 |
157-01 |
157-01 |
157-23 |
156-18 |
| S2 |
156-03 |
156-03 |
157-15 |
|
| S3 |
153-14 |
154-12 |
157-08 |
|
| S4 |
150-25 |
151-23 |
156-16 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-26 |
167-22 |
160-02 |
|
| R3 |
166-00 |
163-28 |
159-01 |
|
| R2 |
162-06 |
162-06 |
158-21 |
|
| R1 |
160-02 |
160-02 |
158-10 |
161-04 |
| PP |
158-12 |
158-12 |
158-12 |
158-29 |
| S1 |
156-08 |
156-08 |
157-20 |
157-10 |
| S2 |
154-18 |
154-18 |
157-09 |
|
| S3 |
150-24 |
152-14 |
156-29 |
|
| S4 |
146-30 |
148-20 |
155-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160-15 |
156-21 |
3-26 |
2.4% |
1-17 |
1.0% |
34% |
True |
False |
393,785 |
| 10 |
160-15 |
156-06 |
4-09 |
2.7% |
1-09 |
0.8% |
42% |
True |
False |
378,093 |
| 20 |
160-15 |
155-25 |
4-22 |
3.0% |
1-07 |
0.8% |
47% |
True |
False |
370,434 |
| 40 |
160-15 |
153-07 |
7-08 |
4.6% |
1-10 |
0.8% |
66% |
True |
False |
396,492 |
| 60 |
166-14 |
153-07 |
13-07 |
8.4% |
1-15 |
0.9% |
36% |
False |
False |
400,253 |
| 80 |
169-10 |
153-07 |
16-03 |
10.2% |
1-11 |
0.9% |
30% |
False |
False |
300,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-24 |
|
2.618 |
167-14 |
|
1.618 |
164-25 |
|
1.000 |
163-04 |
|
0.618 |
162-04 |
|
HIGH |
160-15 |
|
0.618 |
159-15 |
|
0.500 |
159-05 |
|
0.382 |
158-26 |
|
LOW |
157-26 |
|
0.618 |
156-05 |
|
1.000 |
155-05 |
|
1.618 |
153-16 |
|
2.618 |
150-27 |
|
4.250 |
146-17 |
|
|
| Fisher Pivots for day following 07-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
159-05 |
158-28 |
| PP |
158-24 |
158-18 |
| S1 |
158-12 |
158-09 |
|