ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 10-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2021 |
10-May-2021 |
Change |
Change % |
Previous Week |
| Open |
158-15 |
157-29 |
-0-18 |
-0.4% |
157-07 |
| High |
160-15 |
158-12 |
-2-03 |
-1.3% |
160-15 |
| Low |
157-26 |
157-10 |
-0-16 |
-0.3% |
156-21 |
| Close |
157-31 |
157-17 |
-0-14 |
-0.3% |
157-31 |
| Range |
2-21 |
1-02 |
-1-19 |
-60.0% |
3-26 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.4% |
0-00 |
| Volume |
561,688 |
371,063 |
-190,625 |
-33.9% |
1,968,928 |
|
| Daily Pivots for day following 10-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-30 |
160-09 |
158-04 |
|
| R3 |
159-28 |
159-07 |
157-26 |
|
| R2 |
158-26 |
158-26 |
157-23 |
|
| R1 |
158-05 |
158-05 |
157-20 |
157-31 |
| PP |
157-24 |
157-24 |
157-24 |
157-20 |
| S1 |
157-03 |
157-03 |
157-14 |
156-29 |
| S2 |
156-22 |
156-22 |
157-11 |
|
| S3 |
155-20 |
156-01 |
157-08 |
|
| S4 |
154-18 |
154-31 |
156-30 |
|
|
| 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 |
157-08 |
3-07 |
2.0% |
1-14 |
0.9% |
9% |
False |
False |
394,931 |
| 10 |
160-15 |
156-06 |
4-09 |
2.7% |
1-09 |
0.8% |
31% |
False |
False |
386,842 |
| 20 |
160-15 |
155-25 |
4-22 |
3.0% |
1-08 |
0.8% |
37% |
False |
False |
375,269 |
| 40 |
160-15 |
153-07 |
7-08 |
4.6% |
1-08 |
0.8% |
59% |
False |
False |
392,765 |
| 60 |
165-27 |
153-07 |
12-20 |
8.0% |
1-15 |
0.9% |
34% |
False |
False |
406,419 |
| 80 |
169-10 |
153-07 |
16-03 |
10.2% |
1-11 |
0.9% |
27% |
False |
False |
305,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-28 |
|
2.618 |
161-05 |
|
1.618 |
160-03 |
|
1.000 |
159-14 |
|
0.618 |
159-01 |
|
HIGH |
158-12 |
|
0.618 |
157-31 |
|
0.500 |
157-27 |
|
0.382 |
157-23 |
|
LOW |
157-10 |
|
0.618 |
156-21 |
|
1.000 |
156-08 |
|
1.618 |
155-19 |
|
2.618 |
154-17 |
|
4.250 |
152-26 |
|
|
| Fisher Pivots for day following 10-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
157-27 |
158-29 |
| PP |
157-24 |
158-14 |
| S1 |
157-20 |
158-00 |
|