ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 20-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
| Open |
156-23 |
156-08 |
-0-15 |
-0.3% |
157-29 |
| High |
157-08 |
157-06 |
-0-02 |
0.0% |
158-12 |
| Low |
155-25 |
156-04 |
0-11 |
0.2% |
155-14 |
| Close |
156-02 |
157-00 |
0-30 |
0.6% |
156-26 |
| Range |
1-15 |
1-02 |
-0-13 |
-27.7% |
2-30 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.6% |
0-00 |
| Volume |
501,911 |
339,693 |
-162,218 |
-32.3% |
2,047,405 |
|
| Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-31 |
159-17 |
157-19 |
|
| R3 |
158-29 |
158-15 |
157-09 |
|
| R2 |
157-27 |
157-27 |
157-06 |
|
| R1 |
157-13 |
157-13 |
157-03 |
157-20 |
| PP |
156-25 |
156-25 |
156-25 |
156-28 |
| S1 |
156-11 |
156-11 |
156-29 |
156-18 |
| S2 |
155-23 |
155-23 |
156-26 |
|
| S3 |
154-21 |
155-09 |
156-23 |
|
| S4 |
153-19 |
154-07 |
156-13 |
|
|
| 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 |
155-25 |
1-21 |
1.1% |
1-00 |
0.6% |
74% |
False |
False |
341,107 |
| 10 |
160-15 |
155-14 |
5-01 |
3.2% |
1-08 |
0.8% |
31% |
False |
False |
396,391 |
| 20 |
160-15 |
155-14 |
5-01 |
3.2% |
1-06 |
0.8% |
31% |
False |
False |
374,286 |
| 40 |
160-15 |
153-29 |
6-18 |
4.2% |
1-06 |
0.8% |
47% |
False |
False |
377,023 |
| 60 |
161-02 |
153-07 |
7-27 |
5.0% |
1-13 |
0.9% |
48% |
False |
False |
422,098 |
| 80 |
169-10 |
153-07 |
16-03 |
10.3% |
1-12 |
0.9% |
23% |
False |
False |
342,990 |
| 100 |
171-26 |
153-07 |
18-19 |
11.8% |
1-09 |
0.8% |
20% |
False |
False |
274,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-22 |
|
2.618 |
159-31 |
|
1.618 |
158-29 |
|
1.000 |
158-08 |
|
0.618 |
157-27 |
|
HIGH |
157-06 |
|
0.618 |
156-25 |
|
0.500 |
156-21 |
|
0.382 |
156-17 |
|
LOW |
156-04 |
|
0.618 |
155-15 |
|
1.000 |
155-02 |
|
1.618 |
154-13 |
|
2.618 |
153-11 |
|
4.250 |
151-20 |
|
|
| Fisher Pivots for day following 20-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-28 |
156-27 |
| PP |
156-25 |
156-22 |
| S1 |
156-21 |
156-17 |
|