ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 11-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2021 |
11-May-2021 |
Change |
Change % |
Previous Week |
| Open |
157-29 |
157-15 |
-0-14 |
-0.3% |
157-07 |
| High |
158-12 |
157-26 |
-0-18 |
-0.4% |
160-15 |
| Low |
157-10 |
156-24 |
-0-18 |
-0.4% |
156-21 |
| Close |
157-17 |
156-30 |
-0-19 |
-0.4% |
157-31 |
| Range |
1-02 |
1-02 |
0-00 |
0.0% |
3-26 |
| ATR |
1-09 |
1-09 |
-0-01 |
-1.3% |
0-00 |
| Volume |
371,063 |
325,626 |
-45,437 |
-12.2% |
1,968,928 |
|
| Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-11 |
159-23 |
157-17 |
|
| R3 |
159-09 |
158-21 |
157-07 |
|
| R2 |
158-07 |
158-07 |
157-04 |
|
| R1 |
157-19 |
157-19 |
157-01 |
157-12 |
| PP |
157-05 |
157-05 |
157-05 |
157-02 |
| S1 |
156-17 |
156-17 |
156-27 |
156-10 |
| S2 |
156-03 |
156-03 |
156-24 |
|
| S3 |
155-01 |
155-15 |
156-21 |
|
| S4 |
153-31 |
154-13 |
156-11 |
|
|
| 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 |
156-24 |
3-23 |
2.4% |
1-12 |
0.9% |
5% |
False |
True |
376,992 |
| 10 |
160-15 |
156-06 |
4-09 |
2.7% |
1-09 |
0.8% |
18% |
False |
False |
387,722 |
| 20 |
160-15 |
156-06 |
4-09 |
2.7% |
1-07 |
0.8% |
18% |
False |
False |
369,542 |
| 40 |
160-15 |
153-07 |
7-08 |
4.6% |
1-08 |
0.8% |
51% |
False |
False |
390,667 |
| 60 |
164-11 |
153-07 |
11-04 |
7.1% |
1-14 |
0.9% |
33% |
False |
False |
411,775 |
| 80 |
169-10 |
153-07 |
16-03 |
10.3% |
1-11 |
0.9% |
23% |
False |
False |
309,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-10 |
|
2.618 |
160-19 |
|
1.618 |
159-17 |
|
1.000 |
158-28 |
|
0.618 |
158-15 |
|
HIGH |
157-26 |
|
0.618 |
157-13 |
|
0.500 |
157-09 |
|
0.382 |
157-05 |
|
LOW |
156-24 |
|
0.618 |
156-03 |
|
1.000 |
155-22 |
|
1.618 |
155-01 |
|
2.618 |
153-31 |
|
4.250 |
152-08 |
|
|
| Fisher Pivots for day following 11-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
157-09 |
158-20 |
| PP |
157-05 |
158-02 |
| S1 |
157-02 |
157-16 |
|