ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 14-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
159-24 |
159-13 |
-0-11 |
-0.2% |
157-25 |
| High |
159-29 |
159-14 |
-0-15 |
-0.3% |
159-29 |
| Low |
159-03 |
158-16 |
-0-19 |
-0.4% |
156-31 |
| Close |
159-07 |
158-19 |
-0-20 |
-0.4% |
159-07 |
| Range |
0-26 |
0-30 |
0-04 |
15.4% |
2-30 |
| ATR |
1-04 |
1-03 |
0-00 |
-1.1% |
0-00 |
| Volume |
301,116 |
232,898 |
-68,218 |
-22.7% |
1,735,042 |
|
| Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-21 |
161-02 |
159-04 |
|
| R3 |
160-23 |
160-04 |
158-27 |
|
| R2 |
159-25 |
159-25 |
158-25 |
|
| R1 |
159-06 |
159-06 |
158-22 |
159-01 |
| PP |
158-27 |
158-27 |
158-27 |
158-24 |
| S1 |
158-08 |
158-08 |
158-16 |
158-03 |
| S2 |
157-29 |
157-29 |
158-14 |
|
| S3 |
156-31 |
157-10 |
158-11 |
|
| S4 |
156-01 |
156-12 |
158-03 |
|
|
| 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 |
163-14 |
|
2.618 |
161-29 |
|
1.618 |
160-31 |
|
1.000 |
160-12 |
|
0.618 |
160-01 |
|
HIGH |
159-14 |
|
0.618 |
159-03 |
|
0.500 |
158-31 |
|
0.382 |
158-27 |
|
LOW |
158-16 |
|
0.618 |
157-29 |
|
1.000 |
157-18 |
|
1.618 |
156-31 |
|
2.618 |
156-01 |
|
4.250 |
154-16 |
|
|
| Fisher Pivots for day following 14-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
158-31 |
158-30 |
| PP |
158-27 |
158-26 |
| S1 |
158-23 |
158-23 |
|