ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
157-27 |
157-28 |
0-01 |
0.0% |
157-15 |
| High |
158-14 |
158-00 |
-0-14 |
-0.3% |
159-01 |
| Low |
157-17 |
157-04 |
-0-13 |
-0.3% |
157-10 |
| Close |
158-04 |
157-23 |
-0-13 |
-0.3% |
158-04 |
| Range |
0-29 |
0-28 |
-0-01 |
-3.4% |
1-23 |
| ATR |
1-03 |
1-03 |
0-00 |
-0.6% |
0-00 |
| Volume |
45,516 |
10,524 |
-34,992 |
-76.9% |
2,768,424 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-08 |
159-27 |
158-06 |
|
| R3 |
159-12 |
158-31 |
157-31 |
|
| R2 |
158-16 |
158-16 |
157-28 |
|
| R1 |
158-03 |
158-03 |
157-26 |
157-28 |
| PP |
157-20 |
157-20 |
157-20 |
157-16 |
| S1 |
157-07 |
157-07 |
157-20 |
157-00 |
| S2 |
156-24 |
156-24 |
157-18 |
|
| S3 |
155-28 |
156-11 |
157-15 |
|
| S4 |
155-00 |
155-15 |
157-08 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-10 |
162-14 |
159-02 |
|
| R3 |
161-19 |
160-23 |
158-19 |
|
| R2 |
159-28 |
159-28 |
158-14 |
|
| R1 |
159-00 |
159-00 |
158-09 |
159-14 |
| PP |
158-05 |
158-05 |
158-05 |
158-12 |
| S1 |
157-09 |
157-09 |
157-31 |
157-23 |
| S2 |
156-14 |
156-14 |
157-26 |
|
| S3 |
154-23 |
155-18 |
157-21 |
|
| S4 |
153-00 |
153-27 |
157-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159-01 |
157-04 |
1-29 |
1.2% |
0-30 |
0.6% |
31% |
False |
True |
429,999 |
| 10 |
159-01 |
155-25 |
3-08 |
2.1% |
0-29 |
0.6% |
60% |
False |
False |
427,050 |
| 20 |
160-15 |
155-14 |
5-01 |
3.2% |
1-03 |
0.7% |
45% |
False |
False |
409,448 |
| 40 |
160-15 |
155-14 |
5-01 |
3.2% |
1-04 |
0.7% |
45% |
False |
False |
383,396 |
| 60 |
160-15 |
153-07 |
7-08 |
4.6% |
1-07 |
0.8% |
62% |
False |
False |
405,324 |
| 80 |
166-14 |
153-07 |
13-07 |
8.4% |
1-11 |
0.9% |
34% |
False |
False |
382,682 |
| 100 |
169-10 |
153-07 |
16-03 |
10.2% |
1-09 |
0.8% |
28% |
False |
False |
306,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-23 |
|
2.618 |
160-09 |
|
1.618 |
159-13 |
|
1.000 |
158-28 |
|
0.618 |
158-17 |
|
HIGH |
158-00 |
|
0.618 |
157-21 |
|
0.500 |
157-18 |
|
0.382 |
157-15 |
|
LOW |
157-04 |
|
0.618 |
156-19 |
|
1.000 |
156-08 |
|
1.618 |
155-23 |
|
2.618 |
154-27 |
|
4.250 |
153-13 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
157-21 |
157-27 |
| PP |
157-20 |
157-26 |
| S1 |
157-18 |
157-24 |
|