ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
157-04 |
156-26 |
-0-10 |
-0.2% |
155-06 |
| High |
157-12 |
157-00 |
-0-12 |
-0.2% |
155-29 |
| Low |
156-08 |
155-28 |
-0-12 |
-0.2% |
154-08 |
| Close |
156-30 |
156-06 |
-0-24 |
-0.5% |
155-22 |
| Range |
1-04 |
1-04 |
0-00 |
0.0% |
1-21 |
| ATR |
1-02 |
1-02 |
0-00 |
0.4% |
0-00 |
| Volume |
956,121 |
335,554 |
-620,567 |
-64.9% |
255,875 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-23 |
159-03 |
156-26 |
|
| R3 |
158-19 |
157-31 |
156-16 |
|
| R2 |
157-15 |
157-15 |
156-13 |
|
| R1 |
156-27 |
156-27 |
156-09 |
156-19 |
| PP |
156-11 |
156-11 |
156-11 |
156-08 |
| S1 |
155-23 |
155-23 |
156-03 |
155-15 |
| S2 |
155-07 |
155-07 |
155-31 |
|
| S3 |
154-03 |
154-19 |
155-28 |
|
| S4 |
152-31 |
153-15 |
155-18 |
|
|
| 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 |
161-25 |
|
2.618 |
159-30 |
|
1.618 |
158-26 |
|
1.000 |
158-04 |
|
0.618 |
157-22 |
|
HIGH |
157-00 |
|
0.618 |
156-18 |
|
0.500 |
156-14 |
|
0.382 |
156-10 |
|
LOW |
155-28 |
|
0.618 |
155-06 |
|
1.000 |
154-24 |
|
1.618 |
154-02 |
|
2.618 |
152-30 |
|
4.250 |
151-03 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-14 |
156-20 |
| PP |
156-11 |
156-15 |
| S1 |
156-09 |
156-11 |
|