ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 24-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
| Open |
155-16 |
155-28 |
0-12 |
0.2% |
155-06 |
| High |
155-29 |
156-13 |
0-16 |
0.3% |
155-29 |
| Low |
155-11 |
155-23 |
0-12 |
0.2% |
154-08 |
| Close |
155-22 |
156-04 |
0-14 |
0.3% |
155-22 |
| Range |
0-18 |
0-22 |
0-04 |
22.2% |
1-21 |
| ATR |
1-03 |
1-02 |
-0-01 |
-2.4% |
0-00 |
| Volume |
167,163 |
441,793 |
274,630 |
164.3% |
255,875 |
|
| Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-05 |
157-26 |
156-16 |
|
| R3 |
157-15 |
157-04 |
156-10 |
|
| R2 |
156-25 |
156-25 |
156-08 |
|
| R1 |
156-14 |
156-14 |
156-06 |
156-20 |
| PP |
156-03 |
156-03 |
156-03 |
156-05 |
| S1 |
155-24 |
155-24 |
156-02 |
155-30 |
| S2 |
155-13 |
155-13 |
156-00 |
|
| S3 |
154-23 |
155-02 |
155-30 |
|
| S4 |
154-01 |
154-12 |
155-24 |
|
|
| 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 |
159-11 |
|
2.618 |
158-07 |
|
1.618 |
157-17 |
|
1.000 |
157-03 |
|
0.618 |
156-27 |
|
HIGH |
156-13 |
|
0.618 |
156-05 |
|
0.500 |
156-02 |
|
0.382 |
155-31 |
|
LOW |
155-23 |
|
0.618 |
155-09 |
|
1.000 |
155-01 |
|
1.618 |
154-19 |
|
2.618 |
153-29 |
|
4.250 |
152-26 |
|
|
| Fisher Pivots for day following 24-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-03 |
155-29 |
| PP |
156-03 |
155-22 |
| S1 |
156-02 |
155-16 |
|