ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 19-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
| Open |
156-17 |
156-23 |
0-06 |
0.1% |
157-29 |
| High |
157-00 |
157-08 |
0-08 |
0.2% |
158-12 |
| Low |
156-11 |
155-25 |
-0-18 |
-0.4% |
155-14 |
| Close |
156-22 |
156-02 |
-0-20 |
-0.4% |
156-26 |
| Range |
0-21 |
1-15 |
0-26 |
123.8% |
2-30 |
| ATR |
1-06 |
1-07 |
0-01 |
1.6% |
0-00 |
| Volume |
245,735 |
501,911 |
256,176 |
104.2% |
2,047,405 |
|
| Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-25 |
159-28 |
156-28 |
|
| R3 |
159-10 |
158-13 |
156-15 |
|
| R2 |
157-27 |
157-27 |
156-11 |
|
| R1 |
156-30 |
156-30 |
156-06 |
156-21 |
| PP |
156-12 |
156-12 |
156-12 |
156-07 |
| S1 |
155-15 |
155-15 |
155-30 |
155-06 |
| S2 |
154-29 |
154-29 |
155-25 |
|
| S3 |
153-14 |
154-00 |
155-21 |
|
| S4 |
151-31 |
152-17 |
155-08 |
|
|
| 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 |
157-14 |
155-14 |
2-00 |
1.3% |
1-00 |
0.6% |
31% |
False |
False |
360,822 |
| 10 |
160-15 |
155-14 |
5-01 |
3.2% |
1-08 |
0.8% |
12% |
False |
False |
394,590 |
| 20 |
160-15 |
155-14 |
5-01 |
3.2% |
1-06 |
0.8% |
12% |
False |
False |
374,516 |
| 40 |
160-15 |
153-29 |
6-18 |
4.2% |
1-07 |
0.8% |
33% |
False |
False |
378,392 |
| 60 |
161-12 |
153-07 |
8-05 |
5.2% |
1-13 |
0.9% |
35% |
False |
False |
428,337 |
| 80 |
169-10 |
153-07 |
16-03 |
10.3% |
1-11 |
0.9% |
18% |
False |
False |
338,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-16 |
|
2.618 |
161-03 |
|
1.618 |
159-20 |
|
1.000 |
158-23 |
|
0.618 |
158-05 |
|
HIGH |
157-08 |
|
0.618 |
156-22 |
|
0.500 |
156-17 |
|
0.382 |
156-11 |
|
LOW |
155-25 |
|
0.618 |
154-28 |
|
1.000 |
154-10 |
|
1.618 |
153-13 |
|
2.618 |
151-30 |
|
4.250 |
149-17 |
|
|
| Fisher Pivots for day following 19-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-17 |
156-20 |
| PP |
156-12 |
156-14 |
| S1 |
156-07 |
156-08 |
|