ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 12-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2021 |
12-May-2021 |
Change |
Change % |
Previous Week |
| Open |
157-15 |
156-31 |
-0-16 |
-0.3% |
157-07 |
| High |
157-26 |
157-09 |
-0-17 |
-0.3% |
160-15 |
| Low |
156-24 |
155-16 |
-1-08 |
-0.8% |
156-21 |
| Close |
156-30 |
155-19 |
-1-11 |
-0.9% |
157-31 |
| Range |
1-02 |
1-25 |
0-23 |
67.7% |
3-26 |
| ATR |
1-09 |
1-10 |
0-01 |
2.8% |
0-00 |
| Volume |
325,626 |
561,732 |
236,106 |
72.5% |
1,968,928 |
|
| Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-15 |
160-10 |
156-18 |
|
| R3 |
159-22 |
158-17 |
156-03 |
|
| R2 |
157-29 |
157-29 |
155-29 |
|
| R1 |
156-24 |
156-24 |
155-24 |
156-14 |
| PP |
156-04 |
156-04 |
156-04 |
155-31 |
| S1 |
154-31 |
154-31 |
155-14 |
154-21 |
| S2 |
154-11 |
154-11 |
155-09 |
|
| S3 |
152-18 |
153-06 |
155-03 |
|
| S4 |
150-25 |
151-13 |
154-20 |
|
|
| 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 |
155-16 |
4-31 |
3.2% |
1-15 |
0.9% |
2% |
False |
True |
428,358 |
| 10 |
160-15 |
155-16 |
4-31 |
3.2% |
1-12 |
0.9% |
2% |
False |
True |
406,301 |
| 20 |
160-15 |
155-16 |
4-31 |
3.2% |
1-08 |
0.8% |
2% |
False |
True |
383,280 |
| 40 |
160-15 |
153-07 |
7-08 |
4.7% |
1-09 |
0.8% |
33% |
False |
False |
393,624 |
| 60 |
163-22 |
153-07 |
10-15 |
6.7% |
1-14 |
0.9% |
23% |
False |
False |
420,909 |
| 80 |
169-10 |
153-07 |
16-03 |
10.3% |
1-11 |
0.9% |
15% |
False |
False |
316,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-27 |
|
2.618 |
161-30 |
|
1.618 |
160-05 |
|
1.000 |
159-02 |
|
0.618 |
158-12 |
|
HIGH |
157-09 |
|
0.618 |
156-19 |
|
0.500 |
156-13 |
|
0.382 |
156-06 |
|
LOW |
155-16 |
|
0.618 |
154-13 |
|
1.000 |
153-23 |
|
1.618 |
152-20 |
|
2.618 |
150-27 |
|
4.250 |
147-30 |
|
|
| Fisher Pivots for day following 12-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-13 |
156-30 |
| PP |
156-04 |
156-16 |
| S1 |
155-28 |
156-01 |
|