ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 06-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2021 |
06-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
155-21 |
155-29 |
0-08 |
0.2% |
155-19 |
| High |
156-06 |
156-20 |
0-14 |
0.3% |
156-14 |
| Low |
155-06 |
155-19 |
0-13 |
0.3% |
153-29 |
| Close |
155-19 |
156-17 |
0-30 |
0.6% |
156-07 |
| Range |
1-00 |
1-01 |
0-01 |
3.1% |
2-17 |
| ATR |
1-15 |
1-14 |
-0-01 |
-2.2% |
0-00 |
| Volume |
212,866 |
333,859 |
120,993 |
56.8% |
1,806,447 |
|
| Daily Pivots for day following 06-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-11 |
158-31 |
157-03 |
|
| R3 |
158-10 |
157-30 |
156-26 |
|
| R2 |
157-09 |
157-09 |
156-23 |
|
| R1 |
156-29 |
156-29 |
156-20 |
157-03 |
| PP |
156-08 |
156-08 |
156-08 |
156-11 |
| S1 |
155-28 |
155-28 |
156-14 |
156-02 |
| S2 |
155-07 |
155-07 |
156-11 |
|
| S3 |
154-06 |
154-27 |
156-08 |
|
| S4 |
153-05 |
153-26 |
155-31 |
|
|
| Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-04 |
162-06 |
157-20 |
|
| R3 |
160-19 |
159-21 |
156-29 |
|
| R2 |
158-02 |
158-02 |
156-22 |
|
| R1 |
157-04 |
157-04 |
156-14 |
157-19 |
| PP |
155-17 |
155-17 |
155-17 |
155-24 |
| S1 |
154-19 |
154-19 |
156-00 |
155-02 |
| S2 |
153-00 |
153-00 |
155-24 |
|
| S3 |
150-15 |
152-02 |
155-17 |
|
| S4 |
147-30 |
149-17 |
154-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-20 |
153-29 |
2-23 |
1.7% |
1-08 |
0.8% |
97% |
True |
False |
402,474 |
| 10 |
157-08 |
153-29 |
3-11 |
2.1% |
1-10 |
0.8% |
79% |
False |
False |
402,957 |
| 20 |
158-28 |
153-07 |
5-21 |
3.6% |
1-13 |
0.9% |
59% |
False |
False |
446,754 |
| 40 |
166-14 |
153-07 |
13-07 |
8.4% |
1-18 |
1.0% |
25% |
False |
False |
390,268 |
| 60 |
169-10 |
153-07 |
16-03 |
10.3% |
1-12 |
0.9% |
21% |
False |
False |
260,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-00 |
|
2.618 |
159-10 |
|
1.618 |
158-09 |
|
1.000 |
157-21 |
|
0.618 |
157-08 |
|
HIGH |
156-20 |
|
0.618 |
156-07 |
|
0.500 |
156-04 |
|
0.382 |
156-00 |
|
LOW |
155-19 |
|
0.618 |
154-31 |
|
1.000 |
154-18 |
|
1.618 |
153-30 |
|
2.618 |
152-29 |
|
4.250 |
151-07 |
|
|
| Fisher Pivots for day following 06-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-13 |
156-07 |
| PP |
156-08 |
155-30 |
| S1 |
156-04 |
155-20 |
|