ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
160-31 |
160-09 |
-0-22 |
-0.4% |
159-13 |
| High |
161-00 |
160-23 |
-0-09 |
-0.2% |
161-15 |
| Low |
160-03 |
159-28 |
-0-07 |
-0.1% |
158-19 |
| Close |
160-06 |
160-04 |
-0-02 |
0.0% |
160-26 |
| Range |
0-29 |
0-27 |
-0-02 |
-6.9% |
2-28 |
| ATR |
1-03 |
1-02 |
-0-01 |
-1.6% |
0-00 |
| Volume |
4,482 |
3,457 |
-1,025 |
-22.9% |
7,798 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-25 |
162-09 |
160-19 |
|
| R3 |
161-30 |
161-14 |
160-11 |
|
| R2 |
161-03 |
161-03 |
160-09 |
|
| R1 |
160-19 |
160-19 |
160-06 |
160-14 |
| PP |
160-08 |
160-08 |
160-08 |
160-05 |
| S1 |
159-24 |
159-24 |
160-02 |
159-18 |
| S2 |
159-13 |
159-13 |
159-31 |
|
| S3 |
158-18 |
158-29 |
159-29 |
|
| S4 |
157-23 |
158-02 |
159-21 |
|
|
| 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 |
159-14 |
2-01 |
1.3% |
1-03 |
0.7% |
34% |
False |
False |
2,690 |
| 10 |
161-15 |
157-15 |
4-00 |
2.5% |
1-02 |
0.7% |
66% |
False |
False |
2,093 |
| 20 |
161-15 |
155-25 |
5-22 |
3.6% |
0-31 |
0.6% |
76% |
False |
False |
214,571 |
| 40 |
161-15 |
155-14 |
6-01 |
3.8% |
1-03 |
0.7% |
78% |
False |
False |
292,084 |
| 60 |
161-15 |
153-29 |
7-18 |
4.7% |
1-05 |
0.7% |
82% |
False |
False |
323,577 |
| 80 |
161-27 |
153-07 |
8-20 |
5.4% |
1-10 |
0.8% |
80% |
False |
False |
379,769 |
| 100 |
169-10 |
153-07 |
16-03 |
10.1% |
1-09 |
0.8% |
43% |
False |
False |
306,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-10 |
|
2.618 |
162-30 |
|
1.618 |
162-03 |
|
1.000 |
161-18 |
|
0.618 |
161-08 |
|
HIGH |
160-23 |
|
0.618 |
160-13 |
|
0.500 |
160-10 |
|
0.382 |
160-06 |
|
LOW |
159-28 |
|
0.618 |
159-11 |
|
1.000 |
159-01 |
|
1.618 |
158-16 |
|
2.618 |
157-21 |
|
4.250 |
156-09 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-10 |
160-22 |
| PP |
160-08 |
160-16 |
| S1 |
160-06 |
160-10 |
|