ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 21-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2021 |
21-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
161-04 |
163-10 |
2-06 |
1.4% |
160-31 |
| High |
162-29 |
164-20 |
1-23 |
1.1% |
162-29 |
| Low |
161-01 |
161-19 |
0-18 |
0.3% |
159-00 |
| Close |
162-17 |
161-20 |
-0-29 |
-0.6% |
162-17 |
| Range |
1-28 |
3-01 |
1-05 |
61.7% |
3-29 |
| ATR |
1-10 |
1-13 |
0-04 |
9.6% |
0-00 |
| Volume |
581 |
665 |
84 |
14.5% |
9,898 |
|
| Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-23 |
169-22 |
163-09 |
|
| R3 |
168-22 |
166-21 |
162-15 |
|
| R2 |
165-21 |
165-21 |
162-06 |
|
| R1 |
163-20 |
163-20 |
161-29 |
163-04 |
| PP |
162-20 |
162-20 |
162-20 |
162-12 |
| S1 |
160-19 |
160-19 |
161-11 |
160-03 |
| S2 |
159-19 |
159-19 |
161-02 |
|
| S3 |
156-18 |
157-18 |
160-25 |
|
| S4 |
153-17 |
154-17 |
159-31 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-06 |
171-25 |
164-22 |
|
| R3 |
169-09 |
167-28 |
163-19 |
|
| R2 |
165-12 |
165-12 |
163-08 |
|
| R1 |
163-31 |
163-31 |
162-28 |
164-22 |
| PP |
161-15 |
161-15 |
161-15 |
161-27 |
| S1 |
160-02 |
160-02 |
162-06 |
160-25 |
| S2 |
157-18 |
157-18 |
161-26 |
|
| S3 |
153-21 |
156-05 |
161-15 |
|
| S4 |
149-24 |
152-08 |
160-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164-20 |
159-00 |
5-20 |
3.5% |
2-03 |
1.3% |
47% |
True |
False |
1,216 |
| 10 |
164-20 |
158-26 |
5-26 |
3.6% |
1-20 |
1.0% |
48% |
True |
False |
1,799 |
| 20 |
164-20 |
157-04 |
7-16 |
4.6% |
1-09 |
0.8% |
60% |
True |
False |
140,125 |
| 40 |
164-20 |
155-14 |
9-06 |
5.7% |
1-07 |
0.8% |
67% |
True |
False |
259,747 |
| 60 |
164-20 |
153-29 |
10-23 |
6.6% |
1-07 |
0.8% |
72% |
True |
False |
296,201 |
| 80 |
164-20 |
153-07 |
11-13 |
7.1% |
1-10 |
0.8% |
74% |
True |
False |
347,939 |
| 100 |
169-10 |
153-07 |
16-03 |
10.0% |
1-11 |
0.8% |
52% |
False |
False |
306,456 |
| 120 |
171-26 |
153-07 |
18-19 |
11.5% |
1-09 |
0.8% |
45% |
False |
False |
255,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
177-16 |
|
2.618 |
172-18 |
|
1.618 |
169-17 |
|
1.000 |
167-21 |
|
0.618 |
166-16 |
|
HIGH |
164-20 |
|
0.618 |
163-15 |
|
0.500 |
163-04 |
|
0.382 |
162-24 |
|
LOW |
161-19 |
|
0.618 |
159-23 |
|
1.000 |
158-18 |
|
1.618 |
156-22 |
|
2.618 |
153-21 |
|
4.250 |
148-23 |
|
|
| Fisher Pivots for day following 21-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
163-04 |
161-28 |
| PP |
162-20 |
161-25 |
| S1 |
162-04 |
161-23 |
|