ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 13-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2021 |
13-May-2021 |
Change |
Change % |
Previous Week |
| Open |
156-31 |
155-21 |
-1-10 |
-0.8% |
157-07 |
| High |
157-09 |
156-13 |
-0-28 |
-0.6% |
160-15 |
| Low |
155-16 |
155-14 |
-0-02 |
0.0% |
156-21 |
| Close |
155-19 |
156-06 |
0-19 |
0.4% |
157-31 |
| Range |
1-25 |
0-31 |
-0-26 |
-45.6% |
3-26 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.9% |
0-00 |
| Volume |
561,732 |
438,266 |
-123,466 |
-22.0% |
1,968,928 |
|
| Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-29 |
158-17 |
156-23 |
|
| R3 |
157-30 |
157-18 |
156-15 |
|
| R2 |
156-31 |
156-31 |
156-12 |
|
| R1 |
156-19 |
156-19 |
156-09 |
156-25 |
| PP |
156-00 |
156-00 |
156-00 |
156-04 |
| S1 |
155-20 |
155-20 |
156-03 |
155-26 |
| S2 |
155-01 |
155-01 |
156-00 |
|
| S3 |
154-02 |
154-21 |
155-29 |
|
| S4 |
153-03 |
153-22 |
155-21 |
|
|
| 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 |
155-14 |
5-01 |
3.2% |
1-16 |
1.0% |
15% |
False |
True |
451,675 |
| 10 |
160-15 |
155-14 |
5-01 |
3.2% |
1-10 |
0.8% |
15% |
False |
True |
414,323 |
| 20 |
160-15 |
155-14 |
5-01 |
3.2% |
1-06 |
0.8% |
15% |
False |
True |
374,463 |
| 40 |
160-15 |
153-07 |
7-08 |
4.6% |
1-09 |
0.8% |
41% |
False |
False |
390,791 |
| 60 |
163-22 |
153-07 |
10-15 |
6.7% |
1-14 |
0.9% |
28% |
False |
False |
427,990 |
| 80 |
169-10 |
153-07 |
16-03 |
10.3% |
1-11 |
0.9% |
18% |
False |
False |
321,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-17 |
|
2.618 |
158-30 |
|
1.618 |
157-31 |
|
1.000 |
157-12 |
|
0.618 |
157-00 |
|
HIGH |
156-13 |
|
0.618 |
156-01 |
|
0.500 |
155-30 |
|
0.382 |
155-26 |
|
LOW |
155-14 |
|
0.618 |
154-27 |
|
1.000 |
154-15 |
|
1.618 |
153-28 |
|
2.618 |
152-29 |
|
4.250 |
151-10 |
|
|
| Fisher Pivots for day following 13-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-03 |
156-20 |
| PP |
156-00 |
156-15 |
| S1 |
155-30 |
156-11 |
|