ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 14-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2021 |
14-May-2021 |
Change |
Change % |
Previous Week |
| Open |
155-21 |
156-07 |
0-18 |
0.4% |
157-29 |
| High |
156-13 |
157-01 |
0-20 |
0.4% |
158-12 |
| Low |
155-14 |
156-03 |
0-21 |
0.4% |
155-14 |
| Close |
156-06 |
156-26 |
0-20 |
0.4% |
156-26 |
| Range |
0-31 |
0-30 |
-0-01 |
-3.2% |
2-30 |
| ATR |
1-09 |
1-08 |
-0-01 |
-2.0% |
0-00 |
| Volume |
438,266 |
350,718 |
-87,548 |
-20.0% |
2,047,405 |
|
| Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-15 |
159-02 |
157-10 |
|
| R3 |
158-17 |
158-04 |
157-02 |
|
| R2 |
157-19 |
157-19 |
157-00 |
|
| R1 |
157-06 |
157-06 |
156-29 |
157-13 |
| PP |
156-21 |
156-21 |
156-21 |
156-24 |
| S1 |
156-08 |
156-08 |
156-23 |
156-15 |
| S2 |
155-23 |
155-23 |
156-20 |
|
| S3 |
154-25 |
155-10 |
156-18 |
|
| S4 |
153-27 |
154-12 |
156-10 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-22 |
164-06 |
158-14 |
|
| R3 |
162-24 |
161-08 |
157-20 |
|
| R2 |
159-26 |
159-26 |
157-11 |
|
| R1 |
158-10 |
158-10 |
157-03 |
157-19 |
| PP |
156-28 |
156-28 |
156-28 |
156-16 |
| S1 |
155-12 |
155-12 |
156-17 |
154-21 |
| S2 |
153-30 |
153-30 |
156-09 |
|
| S3 |
151-00 |
152-14 |
156-00 |
|
| S4 |
148-02 |
149-16 |
155-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-12 |
155-14 |
2-30 |
1.9% |
1-05 |
0.7% |
47% |
False |
False |
409,481 |
| 10 |
160-15 |
155-14 |
5-01 |
3.2% |
1-11 |
0.9% |
27% |
False |
False |
401,633 |
| 20 |
160-15 |
155-14 |
5-01 |
3.2% |
1-06 |
0.8% |
27% |
False |
False |
370,654 |
| 40 |
160-15 |
153-26 |
6-21 |
4.2% |
1-08 |
0.8% |
45% |
False |
False |
383,403 |
| 60 |
163-03 |
153-07 |
9-28 |
6.3% |
1-14 |
0.9% |
36% |
False |
False |
432,854 |
| 80 |
169-10 |
153-07 |
16-03 |
10.3% |
1-11 |
0.9% |
22% |
False |
False |
326,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-01 |
|
2.618 |
159-16 |
|
1.618 |
158-18 |
|
1.000 |
157-31 |
|
0.618 |
157-20 |
|
HIGH |
157-01 |
|
0.618 |
156-22 |
|
0.500 |
156-18 |
|
0.382 |
156-14 |
|
LOW |
156-03 |
|
0.618 |
155-16 |
|
1.000 |
155-05 |
|
1.618 |
154-18 |
|
2.618 |
153-20 |
|
4.250 |
152-04 |
|
|
| Fisher Pivots for day following 14-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-23 |
156-21 |
| PP |
156-21 |
156-16 |
| S1 |
156-18 |
156-12 |
|