ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 17-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
160-10 |
159-10 |
-1-00 |
-0.6% |
159-13 |
| High |
160-17 |
162-11 |
1-26 |
1.1% |
161-15 |
| Low |
159-00 |
159-04 |
0-04 |
0.1% |
158-19 |
| Close |
159-13 |
161-10 |
1-29 |
1.2% |
160-26 |
| Range |
1-17 |
3-07 |
1-22 |
110.2% |
2-28 |
| ATR |
1-03 |
1-08 |
0-05 |
13.7% |
0-00 |
| Volume |
928 |
450 |
-478 |
-51.5% |
7,798 |
|
| Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-19 |
169-05 |
163-03 |
|
| R3 |
167-12 |
165-30 |
162-06 |
|
| R2 |
164-05 |
164-05 |
161-29 |
|
| R1 |
162-23 |
162-23 |
161-19 |
163-14 |
| PP |
160-30 |
160-30 |
160-30 |
161-09 |
| S1 |
159-16 |
159-16 |
161-01 |
160-07 |
| S2 |
157-23 |
157-23 |
160-23 |
|
| S3 |
154-16 |
156-09 |
160-14 |
|
| S4 |
151-09 |
153-02 |
159-17 |
|
|
| 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 |
162-11 |
159-00 |
3-11 |
2.1% |
1-14 |
0.9% |
69% |
True |
False |
2,000 |
| 10 |
162-11 |
157-15 |
4-28 |
3.0% |
1-12 |
0.9% |
79% |
True |
False |
1,773 |
| 20 |
162-11 |
156-04 |
6-07 |
3.9% |
1-04 |
0.7% |
83% |
True |
False |
177,258 |
| 40 |
162-11 |
155-14 |
6-29 |
4.3% |
1-05 |
0.7% |
85% |
True |
False |
275,887 |
| 60 |
162-11 |
153-29 |
8-14 |
5.2% |
1-06 |
0.7% |
88% |
True |
False |
311,348 |
| 80 |
162-11 |
153-07 |
9-04 |
5.7% |
1-11 |
0.8% |
89% |
True |
False |
365,567 |
| 100 |
169-10 |
153-07 |
16-03 |
10.0% |
1-10 |
0.8% |
50% |
False |
False |
306,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-01 |
|
2.618 |
170-25 |
|
1.618 |
167-18 |
|
1.000 |
165-18 |
|
0.618 |
164-11 |
|
HIGH |
162-11 |
|
0.618 |
161-04 |
|
0.500 |
160-24 |
|
0.382 |
160-11 |
|
LOW |
159-04 |
|
0.618 |
157-04 |
|
1.000 |
155-29 |
|
1.618 |
153-29 |
|
2.618 |
150-22 |
|
4.250 |
145-14 |
|
|
| Fisher Pivots for day following 17-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
161-04 |
161-03 |
| PP |
160-30 |
160-28 |
| S1 |
160-24 |
160-22 |
|