ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
158-22 |
158-14 |
-0-08 |
-0.2% |
156-30 |
| High |
159-01 |
158-18 |
-0-15 |
-0.3% |
157-16 |
| Low |
158-09 |
157-16 |
-0-25 |
-0.5% |
155-25 |
| Close |
158-17 |
157-25 |
-0-24 |
-0.5% |
157-08 |
| Range |
0-24 |
1-02 |
0-10 |
41.7% |
1-23 |
| ATR |
1-03 |
1-03 |
0-00 |
-0.3% |
0-00 |
| Volume |
1,046,056 |
228,509 |
-817,547 |
-78.2% |
1,759,032 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-04 |
160-17 |
158-12 |
|
| R3 |
160-02 |
159-15 |
158-02 |
|
| R2 |
159-00 |
159-00 |
157-31 |
|
| R1 |
158-13 |
158-13 |
157-28 |
158-06 |
| PP |
157-30 |
157-30 |
157-30 |
157-27 |
| S1 |
157-11 |
157-11 |
157-22 |
157-04 |
| S2 |
156-28 |
156-28 |
157-19 |
|
| S3 |
155-26 |
156-09 |
157-16 |
|
| S4 |
154-24 |
155-07 |
157-06 |
|
|
| 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 |
159-01 |
156-30 |
2-03 |
1.3% |
0-27 |
0.5% |
40% |
False |
False |
625,424 |
| 10 |
159-01 |
155-25 |
3-08 |
2.1% |
0-29 |
0.6% |
62% |
False |
False |
483,265 |
| 20 |
160-15 |
155-14 |
5-01 |
3.2% |
1-04 |
0.7% |
47% |
False |
False |
448,794 |
| 40 |
160-15 |
154-20 |
5-27 |
3.7% |
1-05 |
0.7% |
54% |
False |
False |
396,821 |
| 60 |
160-15 |
153-07 |
7-08 |
4.6% |
1-08 |
0.8% |
63% |
False |
False |
423,558 |
| 80 |
166-31 |
153-07 |
13-24 |
8.7% |
1-11 |
0.9% |
33% |
False |
False |
382,037 |
| 100 |
171-01 |
153-07 |
17-26 |
11.3% |
1-10 |
0.8% |
26% |
False |
False |
305,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-02 |
|
2.618 |
161-11 |
|
1.618 |
160-09 |
|
1.000 |
159-20 |
|
0.618 |
159-07 |
|
HIGH |
158-18 |
|
0.618 |
158-05 |
|
0.500 |
158-01 |
|
0.382 |
157-29 |
|
LOW |
157-16 |
|
0.618 |
156-27 |
|
1.000 |
156-14 |
|
1.618 |
155-25 |
|
2.618 |
154-23 |
|
4.250 |
153-00 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
158-01 |
158-09 |
| PP |
157-30 |
158-03 |
| S1 |
157-28 |
157-30 |
|