ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 08-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
159-13 |
158-26 |
-0-19 |
-0.4% |
157-28 |
| High |
159-13 |
159-29 |
0-16 |
0.3% |
159-05 |
| Low |
158-19 |
158-26 |
0-07 |
0.1% |
157-04 |
| Close |
158-26 |
159-19 |
0-25 |
0.5% |
159-02 |
| Range |
0-26 |
1-03 |
0-09 |
34.6% |
2-01 |
| ATR |
1-02 |
1-02 |
0-00 |
0.2% |
0-00 |
| Volume |
368 |
1,915 |
1,547 |
420.4% |
15,723 |
|
| Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-23 |
162-08 |
160-06 |
|
| R3 |
161-20 |
161-05 |
159-29 |
|
| R2 |
160-17 |
160-17 |
159-25 |
|
| R1 |
160-02 |
160-02 |
159-22 |
160-10 |
| PP |
159-14 |
159-14 |
159-14 |
159-18 |
| S1 |
158-31 |
158-31 |
159-16 |
159-07 |
| S2 |
158-11 |
158-11 |
159-13 |
|
| S3 |
157-08 |
157-28 |
159-09 |
|
| S4 |
156-05 |
156-25 |
159-00 |
|
|
| 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 |
159-29 |
157-15 |
2-14 |
1.5% |
1-00 |
0.6% |
87% |
True |
False |
1,496 |
| 10 |
159-29 |
157-04 |
2-25 |
1.7% |
0-31 |
0.6% |
89% |
True |
False |
215,748 |
| 20 |
159-29 |
155-14 |
4-15 |
2.8% |
1-00 |
0.6% |
93% |
True |
False |
311,090 |
| 40 |
160-15 |
155-14 |
5-01 |
3.2% |
1-04 |
0.7% |
83% |
False |
False |
343,179 |
| 60 |
160-15 |
153-07 |
7-08 |
4.5% |
1-06 |
0.7% |
88% |
False |
False |
365,540 |
| 80 |
165-27 |
153-07 |
12-20 |
7.9% |
1-11 |
0.8% |
50% |
False |
False |
382,586 |
| 100 |
169-10 |
153-07 |
16-03 |
10.1% |
1-09 |
0.8% |
40% |
False |
False |
306,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-18 |
|
2.618 |
162-25 |
|
1.618 |
161-22 |
|
1.000 |
161-00 |
|
0.618 |
160-19 |
|
HIGH |
159-29 |
|
0.618 |
159-16 |
|
0.500 |
159-12 |
|
0.382 |
159-07 |
|
LOW |
158-26 |
|
0.618 |
158-04 |
|
1.000 |
157-23 |
|
1.618 |
157-01 |
|
2.618 |
155-30 |
|
4.250 |
154-05 |
|
|
| Fisher Pivots for day following 08-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
159-17 |
159-09 |
| PP |
159-14 |
159-00 |
| S1 |
159-12 |
158-22 |
|