ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
160-12 |
161-06 |
0-26 |
0.5% |
159-13 |
| High |
161-11 |
161-15 |
0-04 |
0.1% |
161-15 |
| Low |
159-19 |
160-24 |
1-05 |
0.7% |
158-19 |
| Close |
160-29 |
160-26 |
-0-03 |
-0.1% |
160-26 |
| Range |
1-24 |
0-23 |
-1-01 |
-58.9% |
2-28 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.6% |
0-00 |
| Volume |
2,083 |
683 |
-1,400 |
-67.2% |
7,798 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-05 |
162-23 |
161-07 |
|
| R3 |
162-14 |
162-00 |
161-00 |
|
| R2 |
161-23 |
161-23 |
160-30 |
|
| R1 |
161-09 |
161-09 |
160-28 |
161-05 |
| PP |
161-00 |
161-00 |
161-00 |
160-30 |
| S1 |
160-18 |
160-18 |
160-24 |
160-13 |
| S2 |
160-09 |
160-09 |
160-22 |
|
| S3 |
159-18 |
159-27 |
160-20 |
|
| S4 |
158-27 |
159-04 |
160-13 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-29 |
167-24 |
162-13 |
|
| R3 |
166-01 |
164-28 |
161-19 |
|
| R2 |
163-05 |
163-05 |
161-11 |
|
| R1 |
162-00 |
162-00 |
161-02 |
162-19 |
| PP |
160-09 |
160-09 |
160-09 |
160-19 |
| S1 |
159-04 |
159-04 |
160-18 |
159-23 |
| S2 |
157-13 |
157-13 |
160-09 |
|
| S3 |
154-17 |
156-08 |
160-01 |
|
| S4 |
151-21 |
153-12 |
159-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
161-15 |
158-19 |
2-28 |
1.8% |
1-04 |
0.7% |
77% |
True |
False |
1,559 |
| 10 |
161-15 |
157-04 |
4-11 |
2.7% |
1-02 |
0.7% |
85% |
True |
False |
6,903 |
| 20 |
161-15 |
155-25 |
5-22 |
3.5% |
1-00 |
0.6% |
88% |
True |
False |
245,084 |
| 40 |
161-15 |
155-14 |
6-01 |
3.8% |
1-03 |
0.7% |
89% |
True |
False |
309,774 |
| 60 |
161-15 |
153-07 |
8-08 |
5.1% |
1-06 |
0.7% |
92% |
True |
False |
342,222 |
| 80 |
163-22 |
153-07 |
10-15 |
6.5% |
1-11 |
0.8% |
73% |
False |
False |
382,263 |
| 100 |
169-10 |
153-07 |
16-03 |
10.0% |
1-09 |
0.8% |
47% |
False |
False |
306,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-17 |
|
2.618 |
163-11 |
|
1.618 |
162-20 |
|
1.000 |
162-06 |
|
0.618 |
161-29 |
|
HIGH |
161-15 |
|
0.618 |
161-06 |
|
0.500 |
161-04 |
|
0.382 |
161-01 |
|
LOW |
160-24 |
|
0.618 |
160-10 |
|
1.000 |
160-01 |
|
1.618 |
159-19 |
|
2.618 |
158-28 |
|
4.250 |
157-22 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
161-04 |
160-22 |
| PP |
161-00 |
160-18 |
| S1 |
160-29 |
160-15 |
|