ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 30-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2021 |
30-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
160-03 |
160-06 |
0-03 |
0.1% |
161-08 |
| High |
160-08 |
160-31 |
0-23 |
0.4% |
163-02 |
| Low |
159-15 |
160-01 |
0-18 |
0.4% |
158-18 |
| Close |
160-03 |
160-24 |
0-21 |
0.4% |
158-24 |
| Range |
0-25 |
0-30 |
0-05 |
20.0% |
4-16 |
| ATR |
1-10 |
1-09 |
-0-01 |
-2.1% |
0-00 |
| Volume |
254,196 |
408,201 |
154,005 |
60.6% |
1,601,667 |
|
| Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-13 |
163-00 |
161-08 |
|
| R3 |
162-15 |
162-02 |
161-00 |
|
| R2 |
161-17 |
161-17 |
160-30 |
|
| R1 |
161-04 |
161-04 |
160-27 |
161-11 |
| PP |
160-19 |
160-19 |
160-19 |
160-22 |
| S1 |
160-06 |
160-06 |
160-21 |
160-13 |
| S2 |
159-21 |
159-21 |
160-18 |
|
| S3 |
158-23 |
159-08 |
160-16 |
|
| S4 |
157-25 |
158-10 |
160-08 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-20 |
170-22 |
161-07 |
|
| R3 |
169-04 |
166-06 |
160-00 |
|
| R2 |
164-20 |
164-20 |
159-18 |
|
| R1 |
161-22 |
161-22 |
159-05 |
160-29 |
| PP |
160-04 |
160-04 |
160-04 |
159-24 |
| S1 |
157-06 |
157-06 |
158-11 |
156-13 |
| S2 |
155-20 |
155-20 |
157-30 |
|
| S3 |
151-04 |
152-22 |
157-16 |
|
| S4 |
146-20 |
148-06 |
156-09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-31 |
|
2.618 |
163-14 |
|
1.618 |
162-16 |
|
1.000 |
161-29 |
|
0.618 |
161-18 |
|
HIGH |
160-31 |
|
0.618 |
160-20 |
|
0.500 |
160-16 |
|
0.382 |
160-12 |
|
LOW |
160-01 |
|
0.618 |
159-14 |
|
1.000 |
159-03 |
|
1.618 |
158-16 |
|
2.618 |
157-18 |
|
4.250 |
156-02 |
|
|
| Fisher Pivots for day following 30-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-21 |
160-15 |
| PP |
160-19 |
160-06 |
| S1 |
160-16 |
159-29 |
|