ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 21-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2021 |
21-May-2021 |
Change |
Change % |
Previous Week |
| Open |
154-21 |
155-16 |
0-27 |
0.5% |
155-06 |
| High |
155-19 |
155-29 |
0-10 |
0.2% |
155-29 |
| Low |
154-18 |
155-11 |
0-25 |
0.5% |
154-08 |
| Close |
155-13 |
155-22 |
0-09 |
0.2% |
155-22 |
| Range |
1-01 |
0-18 |
-0-15 |
-45.5% |
1-21 |
| ATR |
1-04 |
1-03 |
-0-01 |
-3.6% |
0-00 |
| Volume |
65,496 |
167,163 |
101,667 |
155.2% |
255,875 |
|
| Daily Pivots for day following 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-11 |
157-02 |
156-00 |
|
| R3 |
156-25 |
156-16 |
155-27 |
|
| R2 |
156-07 |
156-07 |
155-25 |
|
| R1 |
155-30 |
155-30 |
155-24 |
156-03 |
| PP |
155-21 |
155-21 |
155-21 |
155-23 |
| S1 |
155-12 |
155-12 |
155-20 |
155-17 |
| S2 |
155-03 |
155-03 |
155-19 |
|
| S3 |
154-17 |
154-26 |
155-17 |
|
| S4 |
153-31 |
154-08 |
155-12 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-08 |
159-20 |
156-19 |
|
| R3 |
158-19 |
157-31 |
156-05 |
|
| R2 |
156-30 |
156-30 |
156-00 |
|
| R1 |
156-10 |
156-10 |
155-27 |
156-20 |
| PP |
155-09 |
155-09 |
155-09 |
155-14 |
| S1 |
154-21 |
154-21 |
155-17 |
154-31 |
| S2 |
153-20 |
153-20 |
155-12 |
|
| S3 |
151-31 |
153-00 |
155-07 |
|
| S4 |
150-10 |
151-11 |
154-25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-10 |
|
2.618 |
157-12 |
|
1.618 |
156-26 |
|
1.000 |
156-15 |
|
0.618 |
156-08 |
|
HIGH |
155-29 |
|
0.618 |
155-22 |
|
0.500 |
155-20 |
|
0.382 |
155-18 |
|
LOW |
155-11 |
|
0.618 |
155-00 |
|
1.000 |
154-25 |
|
1.618 |
154-14 |
|
2.618 |
153-28 |
|
4.250 |
152-31 |
|
|
| Fisher Pivots for day following 21-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
155-21 |
155-16 |
| PP |
155-21 |
155-09 |
| S1 |
155-20 |
155-03 |
|