ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 04-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
158-07 |
157-21 |
-0-18 |
-0.4% |
157-28 |
| High |
158-09 |
159-05 |
0-28 |
0.6% |
159-05 |
| Low |
157-16 |
157-15 |
-0-01 |
0.0% |
157-04 |
| Close |
157-21 |
159-02 |
1-13 |
0.9% |
159-02 |
| Range |
0-25 |
1-22 |
0-29 |
116.0% |
2-01 |
| ATR |
1-01 |
1-03 |
0-01 |
4.5% |
0-00 |
| Volume |
2,745 |
619 |
-2,126 |
-77.4% |
15,723 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-20 |
163-01 |
160-00 |
|
| R3 |
161-30 |
161-11 |
159-17 |
|
| R2 |
160-08 |
160-08 |
159-12 |
|
| R1 |
159-21 |
159-21 |
159-07 |
159-31 |
| PP |
158-18 |
158-18 |
158-18 |
158-23 |
| S1 |
157-31 |
157-31 |
158-29 |
158-09 |
| S2 |
156-28 |
156-28 |
158-24 |
|
| S3 |
155-06 |
156-09 |
158-19 |
|
| S4 |
153-16 |
154-19 |
158-04 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-17 |
163-27 |
160-06 |
|
| R3 |
162-16 |
161-26 |
159-20 |
|
| R2 |
160-15 |
160-15 |
159-14 |
|
| R1 |
159-25 |
159-25 |
159-08 |
160-04 |
| PP |
158-14 |
158-14 |
158-14 |
158-20 |
| S1 |
157-24 |
157-24 |
158-28 |
158-03 |
| S2 |
156-13 |
156-13 |
158-22 |
|
| S3 |
154-12 |
155-23 |
158-16 |
|
| S4 |
152-11 |
153-22 |
157-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159-05 |
157-04 |
2-01 |
1.3% |
0-31 |
0.6% |
95% |
True |
False |
12,247 |
| 10 |
159-05 |
156-30 |
2-07 |
1.4% |
0-29 |
0.6% |
96% |
True |
False |
318,836 |
| 20 |
160-15 |
155-14 |
5-01 |
3.2% |
1-03 |
0.7% |
72% |
False |
False |
357,613 |
| 40 |
160-15 |
155-14 |
5-01 |
3.2% |
1-04 |
0.7% |
72% |
False |
False |
359,678 |
| 60 |
160-15 |
153-07 |
7-08 |
4.6% |
1-07 |
0.8% |
81% |
False |
False |
383,502 |
| 80 |
166-14 |
153-07 |
13-07 |
8.3% |
1-11 |
0.8% |
44% |
False |
False |
382,610 |
| 100 |
169-10 |
153-07 |
16-03 |
10.1% |
1-09 |
0.8% |
36% |
False |
False |
306,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-11 |
|
2.618 |
163-18 |
|
1.618 |
161-28 |
|
1.000 |
160-27 |
|
0.618 |
160-06 |
|
HIGH |
159-05 |
|
0.618 |
158-16 |
|
0.500 |
158-10 |
|
0.382 |
158-04 |
|
LOW |
157-15 |
|
0.618 |
156-14 |
|
1.000 |
155-25 |
|
1.618 |
154-24 |
|
2.618 |
153-02 |
|
4.250 |
150-10 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
158-26 |
158-26 |
| PP |
158-18 |
158-18 |
| S1 |
158-10 |
158-10 |
|