ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
156-08 |
156-08 |
0-00 |
0.0% |
155-28 |
| High |
156-27 |
156-13 |
-0-14 |
-0.3% |
157-12 |
| Low |
155-30 |
155-16 |
-0-14 |
-0.3% |
155-23 |
| Close |
156-17 |
156-04 |
-0-13 |
-0.3% |
156-17 |
| Range |
0-29 |
0-29 |
0-00 |
0.0% |
1-21 |
| ATR |
1-02 |
1-02 |
0-00 |
-0.2% |
0-00 |
| Volume |
415,142 |
323,786 |
-91,356 |
-22.0% |
2,812,273 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-23 |
158-11 |
156-20 |
|
| R3 |
157-26 |
157-14 |
156-12 |
|
| R2 |
156-29 |
156-29 |
156-09 |
|
| R1 |
156-17 |
156-17 |
156-07 |
156-09 |
| PP |
156-00 |
156-00 |
156-00 |
155-28 |
| S1 |
155-20 |
155-20 |
156-01 |
155-11 |
| S2 |
155-03 |
155-03 |
155-31 |
|
| S3 |
154-06 |
154-23 |
155-28 |
|
| S4 |
153-09 |
153-26 |
155-20 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-16 |
160-22 |
157-14 |
|
| R3 |
159-27 |
159-01 |
157-00 |
|
| R2 |
158-06 |
158-06 |
156-27 |
|
| R1 |
157-12 |
157-12 |
156-22 |
157-25 |
| PP |
156-17 |
156-17 |
156-17 |
156-24 |
| S1 |
155-23 |
155-23 |
156-12 |
156-04 |
| S2 |
154-28 |
154-28 |
156-07 |
|
| S3 |
153-07 |
154-02 |
156-02 |
|
| S4 |
151-18 |
152-13 |
155-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-08 |
|
2.618 |
158-25 |
|
1.618 |
157-28 |
|
1.000 |
157-10 |
|
0.618 |
156-31 |
|
HIGH |
156-13 |
|
0.618 |
156-02 |
|
0.500 |
155-31 |
|
0.382 |
155-27 |
|
LOW |
155-16 |
|
0.618 |
154-30 |
|
1.000 |
154-19 |
|
1.618 |
154-01 |
|
2.618 |
153-04 |
|
4.250 |
151-21 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-02 |
156-08 |
| PP |
156-00 |
156-07 |
| S1 |
155-31 |
156-05 |
|