ECBOT 30 Year Treasury Bond Future September 2021
Trading Metrics calculated at close of trading on 11-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
158-24 |
159-24 |
1-00 |
0.6% |
157-25 |
High |
159-25 |
159-29 |
0-04 |
0.1% |
159-29 |
Low |
157-31 |
159-03 |
1-04 |
0.7% |
156-31 |
Close |
159-10 |
159-07 |
-0-03 |
-0.1% |
159-07 |
Range |
1-26 |
0-26 |
-1-00 |
-55.2% |
2-30 |
ATR |
1-04 |
1-04 |
-0-01 |
-2.0% |
0-00 |
Volume |
502,585 |
301,116 |
-201,469 |
-40.1% |
1,735,042 |
|
Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161-27 |
161-11 |
159-21 |
|
R3 |
161-01 |
160-17 |
159-14 |
|
R2 |
160-07 |
160-07 |
159-12 |
|
R1 |
159-23 |
159-23 |
159-09 |
159-18 |
PP |
159-13 |
159-13 |
159-13 |
159-11 |
S1 |
158-29 |
158-29 |
159-05 |
158-24 |
S2 |
158-19 |
158-19 |
159-02 |
|
S3 |
157-25 |
158-03 |
159-00 |
|
S4 |
156-31 |
157-09 |
158-25 |
|
|
Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167-16 |
166-10 |
160-27 |
|
R3 |
164-18 |
163-12 |
160-01 |
|
R2 |
161-20 |
161-20 |
159-24 |
|
R1 |
160-14 |
160-14 |
159-16 |
161-01 |
PP |
158-22 |
158-22 |
158-22 |
159-00 |
S1 |
157-16 |
157-16 |
158-30 |
158-03 |
S2 |
155-24 |
155-24 |
158-22 |
|
S3 |
152-26 |
154-18 |
158-13 |
|
S4 |
149-28 |
151-20 |
157-19 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
163-12 |
2.618 |
162-01 |
1.618 |
161-07 |
1.000 |
160-23 |
0.618 |
160-13 |
HIGH |
159-29 |
0.618 |
159-19 |
0.500 |
159-16 |
0.382 |
159-13 |
LOW |
159-03 |
0.618 |
158-19 |
1.000 |
158-09 |
1.618 |
157-25 |
2.618 |
156-31 |
4.250 |
155-21 |
|
|
Fisher Pivots for day following 11-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
159-16 |
159-03 |
PP |
159-13 |
158-31 |
S1 |
159-10 |
158-28 |
|