ECBOT 30 Year Treasury Bond Future September 2021
Trading Metrics calculated at close of trading on 07-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2021 |
07-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
156-01 |
157-25 |
1-24 |
1.1% |
156-08 |
High |
157-17 |
157-25 |
0-08 |
0.2% |
157-17 |
Low |
155-26 |
156-31 |
1-05 |
0.7% |
155-16 |
Close |
157-15 |
157-07 |
-0-08 |
-0.2% |
157-15 |
Range |
1-23 |
0-26 |
-0-29 |
-52.7% |
2-01 |
ATR |
1-02 |
1-02 |
-0-01 |
-1.7% |
0-00 |
Volume |
402,439 |
212,700 |
-189,739 |
-47.1% |
1,227,464 |
|
Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159-24 |
159-10 |
157-21 |
|
R3 |
158-30 |
158-16 |
157-14 |
|
R2 |
158-04 |
158-04 |
157-12 |
|
R1 |
157-22 |
157-22 |
157-09 |
157-16 |
PP |
157-10 |
157-10 |
157-10 |
157-08 |
S1 |
156-28 |
156-28 |
157-05 |
156-22 |
S2 |
156-16 |
156-16 |
157-02 |
|
S3 |
155-22 |
156-02 |
157-00 |
|
S4 |
154-28 |
155-08 |
156-25 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162-30 |
162-07 |
158-19 |
|
R3 |
160-29 |
160-06 |
158-01 |
|
R2 |
158-28 |
158-28 |
157-27 |
|
R1 |
158-05 |
158-05 |
157-21 |
158-17 |
PP |
156-27 |
156-27 |
156-27 |
157-00 |
S1 |
156-04 |
156-04 |
157-09 |
156-16 |
S2 |
154-26 |
154-26 |
157-03 |
|
S3 |
152-25 |
154-03 |
156-29 |
|
S4 |
150-24 |
152-02 |
156-11 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
161-08 |
2.618 |
159-29 |
1.618 |
159-03 |
1.000 |
158-19 |
0.618 |
158-09 |
HIGH |
157-25 |
0.618 |
157-15 |
0.500 |
157-12 |
0.382 |
157-09 |
LOW |
156-31 |
0.618 |
156-15 |
1.000 |
156-05 |
1.618 |
155-21 |
2.618 |
154-27 |
4.250 |
153-17 |
|
|
Fisher Pivots for day following 07-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
157-12 |
157-03 |
PP |
157-10 |
156-30 |
S1 |
157-09 |
156-26 |
|