ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 12-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2021 |
12-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
157-02 |
156-18 |
-0-16 |
-0.3% |
155-21 |
| High |
157-04 |
156-31 |
-0-05 |
-0.1% |
157-04 |
| Low |
156-01 |
156-05 |
0-04 |
0.1% |
155-06 |
| Close |
156-16 |
156-09 |
-0-07 |
-0.1% |
156-16 |
| Range |
1-03 |
0-26 |
-0-09 |
-25.7% |
1-30 |
| ATR |
1-12 |
1-11 |
-0-01 |
-3.0% |
0-00 |
| Volume |
387,885 |
274,365 |
-113,520 |
-29.3% |
1,554,672 |
|
| Daily Pivots for day following 12-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-29 |
158-13 |
156-23 |
|
| R3 |
158-03 |
157-19 |
156-16 |
|
| R2 |
157-09 |
157-09 |
156-14 |
|
| R1 |
156-25 |
156-25 |
156-11 |
156-20 |
| PP |
156-15 |
156-15 |
156-15 |
156-13 |
| S1 |
155-31 |
155-31 |
156-07 |
155-26 |
| S2 |
155-21 |
155-21 |
156-04 |
|
| S3 |
154-27 |
155-05 |
156-02 |
|
| S4 |
154-01 |
154-11 |
155-27 |
|
|
| Weekly Pivots for week ending 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-03 |
161-07 |
157-18 |
|
| R3 |
160-05 |
159-09 |
157-01 |
|
| R2 |
158-07 |
158-07 |
156-27 |
|
| R1 |
157-11 |
157-11 |
156-22 |
157-25 |
| PP |
156-09 |
156-09 |
156-09 |
156-16 |
| S1 |
155-13 |
155-13 |
156-10 |
155-27 |
| S2 |
154-11 |
154-11 |
156-05 |
|
| S3 |
152-13 |
153-15 |
155-31 |
|
| S4 |
150-15 |
151-17 |
155-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-04 |
155-19 |
1-17 |
1.0% |
1-02 |
0.7% |
45% |
False |
False |
323,234 |
| 10 |
157-04 |
153-29 |
3-07 |
2.1% |
1-07 |
0.8% |
74% |
False |
False |
363,548 |
| 20 |
157-08 |
153-07 |
4-01 |
2.6% |
1-09 |
0.8% |
76% |
False |
False |
410,261 |
| 40 |
165-27 |
153-07 |
12-20 |
8.1% |
1-18 |
1.0% |
24% |
False |
False |
421,994 |
| 60 |
169-10 |
153-07 |
16-03 |
10.3% |
1-12 |
0.9% |
19% |
False |
False |
281,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-14 |
|
2.618 |
159-03 |
|
1.618 |
158-09 |
|
1.000 |
157-25 |
|
0.618 |
157-15 |
|
HIGH |
156-31 |
|
0.618 |
156-21 |
|
0.500 |
156-18 |
|
0.382 |
156-15 |
|
LOW |
156-05 |
|
0.618 |
155-21 |
|
1.000 |
155-11 |
|
1.618 |
154-27 |
|
2.618 |
154-01 |
|
4.250 |
152-23 |
|
|
| Fisher Pivots for day following 12-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-18 |
156-17 |
| PP |
156-15 |
156-14 |
| S1 |
156-12 |
156-12 |
|