ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 15-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2021 |
15-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
157-10 |
156-29 |
-0-13 |
-0.3% |
155-21 |
| High |
157-14 |
159-01 |
1-19 |
1.0% |
157-04 |
| Low |
156-21 |
156-24 |
0-03 |
0.1% |
155-06 |
| Close |
156-28 |
159-00 |
2-04 |
1.4% |
156-16 |
| Range |
0-25 |
2-09 |
1-16 |
192.0% |
1-30 |
| ATR |
1-10 |
1-12 |
0-02 |
5.2% |
0-00 |
| Volume |
286,963 |
614,615 |
327,652 |
114.2% |
1,554,672 |
|
| Daily Pivots for day following 15-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-03 |
164-11 |
160-08 |
|
| R3 |
162-26 |
162-02 |
159-20 |
|
| R2 |
160-17 |
160-17 |
159-13 |
|
| R1 |
159-25 |
159-25 |
159-07 |
160-05 |
| PP |
158-08 |
158-08 |
158-08 |
158-15 |
| S1 |
157-16 |
157-16 |
158-25 |
157-28 |
| S2 |
155-31 |
155-31 |
158-19 |
|
| S3 |
153-22 |
155-07 |
158-12 |
|
| S4 |
151-13 |
152-30 |
157-24 |
|
|
| 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 |
159-01 |
155-25 |
3-08 |
2.0% |
1-10 |
0.8% |
99% |
True |
False |
400,797 |
| 10 |
159-01 |
154-20 |
4-13 |
2.8% |
1-08 |
0.8% |
99% |
True |
False |
355,093 |
| 20 |
159-01 |
153-07 |
5-26 |
3.7% |
1-11 |
0.8% |
99% |
True |
False |
407,118 |
| 40 |
163-22 |
153-07 |
10-15 |
6.6% |
1-18 |
1.0% |
55% |
False |
False |
454,753 |
| 60 |
169-10 |
153-07 |
16-03 |
10.1% |
1-13 |
0.9% |
36% |
False |
False |
304,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-23 |
|
2.618 |
165-00 |
|
1.618 |
162-23 |
|
1.000 |
161-10 |
|
0.618 |
160-14 |
|
HIGH |
159-01 |
|
0.618 |
158-05 |
|
0.500 |
157-29 |
|
0.382 |
157-20 |
|
LOW |
156-24 |
|
0.618 |
155-11 |
|
1.000 |
154-15 |
|
1.618 |
153-02 |
|
2.618 |
150-25 |
|
4.250 |
147-02 |
|
|
| Fisher Pivots for day following 15-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
158-20 |
158-15 |
| PP |
158-08 |
157-30 |
| S1 |
157-29 |
157-13 |
|