ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 30-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2021 |
30-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
155-19 |
155-01 |
-0-18 |
-0.4% |
154-13 |
| High |
156-14 |
155-12 |
-1-02 |
-0.7% |
157-08 |
| Low |
154-22 |
153-29 |
-0-25 |
-0.5% |
154-10 |
| Close |
154-25 |
155-01 |
0-08 |
0.2% |
155-31 |
| Range |
1-24 |
1-15 |
-0-09 |
-16.1% |
2-30 |
| ATR |
1-17 |
1-17 |
0-00 |
-0.3% |
0-00 |
| Volume |
340,802 |
464,865 |
124,063 |
36.4% |
2,038,551 |
|
| Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-06 |
158-18 |
155-27 |
|
| R3 |
157-23 |
157-03 |
155-14 |
|
| R2 |
156-08 |
156-08 |
155-10 |
|
| R1 |
155-20 |
155-20 |
155-05 |
155-25 |
| PP |
154-25 |
154-25 |
154-25 |
154-27 |
| S1 |
154-05 |
154-05 |
154-29 |
154-10 |
| S2 |
153-10 |
153-10 |
154-24 |
|
| S3 |
151-27 |
152-22 |
154-20 |
|
| S4 |
150-12 |
151-07 |
154-07 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-21 |
163-08 |
157-19 |
|
| R3 |
161-23 |
160-10 |
156-25 |
|
| R2 |
158-25 |
158-25 |
156-16 |
|
| R1 |
157-12 |
157-12 |
156-08 |
158-03 |
| PP |
155-27 |
155-27 |
155-27 |
156-06 |
| S1 |
154-14 |
154-14 |
155-22 |
155-05 |
| S2 |
152-29 |
152-29 |
155-14 |
|
| S3 |
149-31 |
151-16 |
155-05 |
|
| S4 |
147-01 |
148-18 |
154-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-08 |
153-29 |
3-11 |
2.2% |
1-11 |
0.9% |
34% |
False |
True |
421,809 |
| 10 |
157-08 |
153-07 |
4-01 |
2.6% |
1-16 |
1.0% |
45% |
False |
False |
452,243 |
| 20 |
159-29 |
153-07 |
6-22 |
4.3% |
1-16 |
1.0% |
27% |
False |
False |
469,043 |
| 40 |
167-04 |
153-07 |
13-29 |
9.0% |
1-17 |
1.0% |
13% |
False |
False |
351,779 |
| 60 |
171-21 |
153-07 |
18-14 |
11.9% |
1-13 |
0.9% |
10% |
False |
False |
234,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-20 |
|
2.618 |
159-07 |
|
1.618 |
157-24 |
|
1.000 |
156-27 |
|
0.618 |
156-09 |
|
HIGH |
155-12 |
|
0.618 |
154-26 |
|
0.500 |
154-21 |
|
0.382 |
154-15 |
|
LOW |
153-29 |
|
0.618 |
153-00 |
|
1.000 |
152-14 |
|
1.618 |
151-17 |
|
2.618 |
150-02 |
|
4.250 |
147-21 |
|
|
| Fisher Pivots for day following 30-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
154-29 |
155-08 |
| PP |
154-25 |
155-06 |
| S1 |
154-21 |
155-03 |
|