ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 23-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2021 |
23-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
158-08 |
158-25 |
0-17 |
0.3% |
157-29 |
| High |
158-29 |
158-30 |
0-01 |
0.0% |
158-30 |
| Low |
157-26 |
157-31 |
0-05 |
0.1% |
156-27 |
| Close |
158-14 |
158-09 |
-0-05 |
-0.1% |
158-09 |
| Range |
1-03 |
0-31 |
-0-04 |
-11.4% |
2-03 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.9% |
0-00 |
| Volume |
344,281 |
302,572 |
-41,709 |
-12.1% |
1,584,749 |
|
| Daily Pivots for day following 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-10 |
160-24 |
158-26 |
|
| R3 |
160-11 |
159-25 |
158-18 |
|
| R2 |
159-12 |
159-12 |
158-15 |
|
| R1 |
158-26 |
158-26 |
158-12 |
158-20 |
| PP |
158-13 |
158-13 |
158-13 |
158-09 |
| S1 |
157-27 |
157-27 |
158-06 |
157-21 |
| S2 |
157-14 |
157-14 |
158-03 |
|
| S3 |
156-15 |
156-28 |
158-00 |
|
| S4 |
155-16 |
155-29 |
157-24 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-10 |
163-12 |
159-14 |
|
| R3 |
162-07 |
161-09 |
158-27 |
|
| R2 |
160-04 |
160-04 |
158-21 |
|
| R1 |
159-06 |
159-06 |
158-15 |
159-21 |
| PP |
158-01 |
158-01 |
158-01 |
158-08 |
| S1 |
157-03 |
157-03 |
158-03 |
157-18 |
| S2 |
155-30 |
155-30 |
157-29 |
|
| S3 |
153-27 |
155-00 |
157-23 |
|
| S4 |
151-24 |
152-29 |
157-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-30 |
156-27 |
2-03 |
1.3% |
1-02 |
0.7% |
69% |
True |
False |
316,949 |
| 10 |
159-01 |
155-25 |
3-08 |
2.1% |
1-05 |
0.7% |
77% |
False |
False |
362,774 |
| 20 |
159-01 |
153-29 |
5-04 |
3.2% |
1-07 |
0.8% |
85% |
False |
False |
369,110 |
| 40 |
161-02 |
153-07 |
7-27 |
5.0% |
1-13 |
0.9% |
65% |
False |
False |
436,132 |
| 60 |
169-10 |
153-07 |
16-03 |
10.2% |
1-13 |
0.9% |
31% |
False |
False |
337,596 |
| 80 |
171-26 |
153-07 |
18-19 |
11.7% |
1-10 |
0.8% |
27% |
False |
False |
253,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-02 |
|
2.618 |
161-15 |
|
1.618 |
160-16 |
|
1.000 |
159-29 |
|
0.618 |
159-17 |
|
HIGH |
158-30 |
|
0.618 |
158-18 |
|
0.500 |
158-15 |
|
0.382 |
158-11 |
|
LOW |
157-31 |
|
0.618 |
157-12 |
|
1.000 |
157-00 |
|
1.618 |
156-13 |
|
2.618 |
155-14 |
|
4.250 |
153-27 |
|
|
| Fisher Pivots for day following 23-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
158-15 |
158-12 |
| PP |
158-13 |
158-11 |
| S1 |
158-11 |
158-10 |
|