ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 18-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2021 |
18-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
157-22 |
159-27 |
2-05 |
1.4% |
159-13 |
| High |
160-24 |
161-11 |
0-19 |
0.4% |
161-11 |
| Low |
157-16 |
159-13 |
1-29 |
1.2% |
157-12 |
| Close |
159-23 |
160-30 |
1-07 |
0.8% |
160-30 |
| Range |
3-08 |
1-30 |
-1-10 |
-40.4% |
3-31 |
| ATR |
1-08 |
1-10 |
0-02 |
3.9% |
0-00 |
| Volume |
721,715 |
505,239 |
-216,476 |
-30.0% |
2,260,438 |
|
| Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-12 |
165-19 |
162-00 |
|
| R3 |
164-14 |
163-21 |
161-15 |
|
| R2 |
162-16 |
162-16 |
161-09 |
|
| R1 |
161-23 |
161-23 |
161-04 |
162-04 |
| PP |
160-18 |
160-18 |
160-18 |
160-24 |
| S1 |
159-25 |
159-25 |
160-24 |
160-06 |
| S2 |
158-20 |
158-20 |
160-19 |
|
| S3 |
156-22 |
157-27 |
160-13 |
|
| S4 |
154-24 |
155-29 |
159-28 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-25 |
170-11 |
163-04 |
|
| R3 |
167-26 |
166-12 |
162-01 |
|
| R2 |
163-27 |
163-27 |
161-21 |
|
| R1 |
162-13 |
162-13 |
161-10 |
163-04 |
| PP |
159-28 |
159-28 |
159-28 |
160-08 |
| S1 |
158-14 |
158-14 |
160-18 |
159-05 |
| S2 |
155-29 |
155-29 |
160-07 |
|
| S3 |
151-30 |
154-15 |
159-27 |
|
| S4 |
147-31 |
150-16 |
158-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-19 |
|
2.618 |
166-13 |
|
1.618 |
164-15 |
|
1.000 |
163-09 |
|
0.618 |
162-17 |
|
HIGH |
161-11 |
|
0.618 |
160-19 |
|
0.500 |
160-12 |
|
0.382 |
160-05 |
|
LOW |
159-13 |
|
0.618 |
158-07 |
|
1.000 |
157-15 |
|
1.618 |
156-09 |
|
2.618 |
154-11 |
|
4.250 |
151-06 |
|
|
| Fisher Pivots for day following 18-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-24 |
160-13 |
| PP |
160-18 |
159-28 |
| S1 |
160-12 |
159-12 |
|