ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 20-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2021 |
20-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
157-29 |
157-11 |
-0-18 |
-0.4% |
156-18 |
| High |
158-13 |
158-10 |
-0-03 |
-0.1% |
159-01 |
| Low |
157-07 |
156-27 |
-0-12 |
-0.2% |
155-25 |
| Close |
157-16 |
158-05 |
0-21 |
0.4% |
158-00 |
| Range |
1-06 |
1-15 |
0-09 |
23.7% |
3-08 |
| ATR |
1-12 |
1-12 |
0-00 |
0.5% |
0-00 |
| Volume |
288,637 |
334,299 |
45,662 |
15.8% |
2,042,998 |
|
| Daily Pivots for day following 20-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-06 |
161-20 |
158-31 |
|
| R3 |
160-23 |
160-05 |
158-18 |
|
| R2 |
159-08 |
159-08 |
158-14 |
|
| R1 |
158-22 |
158-22 |
158-09 |
158-31 |
| PP |
157-25 |
157-25 |
157-25 |
157-29 |
| S1 |
157-07 |
157-07 |
158-01 |
157-16 |
| S2 |
156-10 |
156-10 |
157-28 |
|
| S3 |
154-27 |
155-24 |
157-24 |
|
| S4 |
153-12 |
154-09 |
157-11 |
|
|
| Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-11 |
165-30 |
159-25 |
|
| R3 |
164-03 |
162-22 |
158-29 |
|
| R2 |
160-27 |
160-27 |
158-19 |
|
| R1 |
159-14 |
159-14 |
158-10 |
160-05 |
| PP |
157-19 |
157-19 |
157-19 |
157-31 |
| S1 |
156-06 |
156-06 |
157-22 |
156-29 |
| S2 |
154-11 |
154-11 |
157-13 |
|
| S3 |
151-03 |
152-30 |
157-03 |
|
| S4 |
147-27 |
149-22 |
156-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159-01 |
156-21 |
2-12 |
1.5% |
1-11 |
0.8% |
63% |
False |
False |
390,281 |
| 10 |
159-01 |
155-25 |
3-08 |
2.1% |
1-08 |
0.8% |
73% |
False |
False |
367,388 |
| 20 |
159-01 |
153-29 |
5-04 |
3.2% |
1-09 |
0.8% |
83% |
False |
False |
385,172 |
| 40 |
161-12 |
153-07 |
8-05 |
5.2% |
1-17 |
1.0% |
61% |
False |
False |
464,754 |
| 60 |
169-10 |
153-07 |
16-03 |
10.2% |
1-14 |
0.9% |
31% |
False |
False |
321,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-18 |
|
2.618 |
162-05 |
|
1.618 |
160-22 |
|
1.000 |
159-25 |
|
0.618 |
159-07 |
|
HIGH |
158-10 |
|
0.618 |
157-24 |
|
0.500 |
157-19 |
|
0.382 |
157-13 |
|
LOW |
156-27 |
|
0.618 |
155-30 |
|
1.000 |
155-12 |
|
1.618 |
154-15 |
|
2.618 |
153-00 |
|
4.250 |
150-19 |
|
|
| Fisher Pivots for day following 20-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
157-31 |
158-00 |
| PP |
157-25 |
157-26 |
| S1 |
157-19 |
157-21 |
|