ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 21-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2021 |
21-May-2021 |
Change |
Change % |
Previous Week |
| Open |
156-08 |
157-03 |
0-27 |
0.5% |
156-30 |
| High |
157-06 |
157-16 |
0-10 |
0.2% |
157-16 |
| Low |
156-04 |
156-30 |
0-26 |
0.5% |
155-25 |
| Close |
157-00 |
157-08 |
0-08 |
0.2% |
157-08 |
| Range |
1-02 |
0-18 |
-0-16 |
-47.1% |
1-23 |
| ATR |
1-07 |
1-05 |
-0-01 |
-3.8% |
0-00 |
| Volume |
339,693 |
404,213 |
64,520 |
19.0% |
1,759,032 |
|
| Daily Pivots for day following 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-29 |
158-21 |
157-18 |
|
| R3 |
158-11 |
158-03 |
157-13 |
|
| R2 |
157-25 |
157-25 |
157-11 |
|
| R1 |
157-17 |
157-17 |
157-10 |
157-21 |
| PP |
157-07 |
157-07 |
157-07 |
157-10 |
| S1 |
156-31 |
156-31 |
157-06 |
157-03 |
| S2 |
156-21 |
156-21 |
157-05 |
|
| S3 |
156-03 |
156-13 |
157-03 |
|
| S4 |
155-17 |
155-27 |
156-30 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-00 |
161-11 |
158-06 |
|
| R3 |
160-09 |
159-20 |
157-23 |
|
| R2 |
158-18 |
158-18 |
157-18 |
|
| R1 |
157-29 |
157-29 |
157-13 |
158-07 |
| PP |
156-27 |
156-27 |
156-27 |
157-00 |
| S1 |
156-06 |
156-06 |
157-03 |
156-17 |
| S2 |
155-04 |
155-04 |
156-30 |
|
| S3 |
153-13 |
154-15 |
156-25 |
|
| S4 |
151-22 |
152-24 |
156-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-16 |
155-25 |
1-23 |
1.1% |
0-30 |
0.6% |
85% |
True |
False |
351,806 |
| 10 |
158-12 |
155-14 |
2-30 |
1.9% |
1-02 |
0.7% |
62% |
False |
False |
380,643 |
| 20 |
160-15 |
155-14 |
5-01 |
3.2% |
1-05 |
0.7% |
36% |
False |
False |
379,368 |
| 40 |
160-15 |
153-29 |
6-18 |
4.2% |
1-06 |
0.8% |
51% |
False |
False |
374,239 |
| 60 |
161-02 |
153-07 |
7-27 |
5.0% |
1-11 |
0.8% |
51% |
False |
False |
417,211 |
| 80 |
169-10 |
153-07 |
16-03 |
10.2% |
1-11 |
0.9% |
25% |
False |
False |
348,039 |
| 100 |
171-26 |
153-07 |
18-19 |
11.8% |
1-09 |
0.8% |
22% |
False |
False |
278,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-28 |
|
2.618 |
158-31 |
|
1.618 |
158-13 |
|
1.000 |
158-02 |
|
0.618 |
157-27 |
|
HIGH |
157-16 |
|
0.618 |
157-09 |
|
0.500 |
157-07 |
|
0.382 |
157-05 |
|
LOW |
156-30 |
|
0.618 |
156-19 |
|
1.000 |
156-12 |
|
1.618 |
156-01 |
|
2.618 |
155-15 |
|
4.250 |
154-18 |
|
|
| Fisher Pivots for day following 21-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
157-08 |
157-02 |
| PP |
157-07 |
156-27 |
| S1 |
157-07 |
156-21 |
|