ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 17-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
| Open |
156-07 |
156-30 |
0-23 |
0.5% |
157-29 |
| High |
157-01 |
157-14 |
0-13 |
0.3% |
158-12 |
| Low |
156-03 |
156-16 |
0-13 |
0.3% |
155-14 |
| Close |
156-26 |
156-25 |
-0-01 |
0.0% |
156-26 |
| Range |
0-30 |
0-30 |
0-00 |
0.0% |
2-30 |
| ATR |
1-08 |
1-08 |
-0-01 |
-1.9% |
0-00 |
| Volume |
350,718 |
267,480 |
-83,238 |
-23.7% |
2,047,405 |
|
| Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-23 |
159-06 |
157-10 |
|
| R3 |
158-25 |
158-08 |
157-01 |
|
| R2 |
157-27 |
157-27 |
156-31 |
|
| R1 |
157-10 |
157-10 |
156-28 |
157-04 |
| PP |
156-29 |
156-29 |
156-29 |
156-26 |
| S1 |
156-12 |
156-12 |
156-22 |
156-06 |
| S2 |
155-31 |
155-31 |
156-20 |
|
| S3 |
155-01 |
155-14 |
156-17 |
|
| S4 |
154-03 |
154-16 |
156-09 |
|
|
| 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 |
157-26 |
155-14 |
2-12 |
1.5% |
1-04 |
0.7% |
57% |
False |
False |
388,764 |
| 10 |
160-15 |
155-14 |
5-01 |
3.2% |
1-09 |
0.8% |
27% |
False |
False |
391,847 |
| 20 |
160-15 |
155-14 |
5-01 |
3.2% |
1-06 |
0.8% |
27% |
False |
False |
369,596 |
| 40 |
160-15 |
153-29 |
6-18 |
4.2% |
1-07 |
0.8% |
44% |
False |
False |
378,080 |
| 60 |
161-27 |
153-07 |
8-20 |
5.5% |
1-13 |
0.9% |
41% |
False |
False |
434,835 |
| 80 |
169-10 |
153-07 |
16-03 |
10.3% |
1-11 |
0.9% |
22% |
False |
False |
329,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-14 |
|
2.618 |
159-29 |
|
1.618 |
158-31 |
|
1.000 |
158-12 |
|
0.618 |
158-01 |
|
HIGH |
157-14 |
|
0.618 |
157-03 |
|
0.500 |
156-31 |
|
0.382 |
156-27 |
|
LOW |
156-16 |
|
0.618 |
155-29 |
|
1.000 |
155-18 |
|
1.618 |
154-31 |
|
2.618 |
154-01 |
|
4.250 |
152-16 |
|
|
| Fisher Pivots for day following 17-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-31 |
156-21 |
| PP |
156-29 |
156-18 |
| S1 |
156-27 |
156-14 |
|