ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
159-13 |
158-23 |
-0-22 |
-0.4% |
157-25 |
| High |
159-14 |
158-31 |
-0-15 |
-0.3% |
159-29 |
| Low |
158-16 |
158-09 |
-0-07 |
-0.1% |
156-31 |
| Close |
158-19 |
158-17 |
-0-02 |
0.0% |
159-07 |
| Range |
0-30 |
0-22 |
-0-08 |
-26.7% |
2-30 |
| ATR |
1-03 |
1-02 |
-0-01 |
-2.7% |
0-00 |
| Volume |
232,898 |
337,054 |
104,156 |
44.7% |
1,735,042 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-21 |
160-09 |
158-29 |
|
| R3 |
159-31 |
159-19 |
158-23 |
|
| R2 |
159-09 |
159-09 |
158-21 |
|
| R1 |
158-29 |
158-29 |
158-19 |
158-24 |
| PP |
158-19 |
158-19 |
158-19 |
158-17 |
| S1 |
158-07 |
158-07 |
158-15 |
158-02 |
| S2 |
157-29 |
157-29 |
158-13 |
|
| S3 |
157-07 |
157-17 |
158-11 |
|
| S4 |
156-17 |
156-27 |
158-05 |
|
|
| 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 |
161-29 |
|
2.618 |
160-25 |
|
1.618 |
160-03 |
|
1.000 |
159-21 |
|
0.618 |
159-13 |
|
HIGH |
158-31 |
|
0.618 |
158-23 |
|
0.500 |
158-20 |
|
0.382 |
158-17 |
|
LOW |
158-09 |
|
0.618 |
157-27 |
|
1.000 |
157-19 |
|
1.618 |
157-05 |
|
2.618 |
156-15 |
|
4.250 |
155-12 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
158-20 |
159-03 |
| PP |
158-19 |
158-29 |
| S1 |
158-18 |
158-23 |
|