ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 28-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2021 |
28-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
158-14 |
157-14 |
-1-00 |
-0.6% |
157-29 |
| High |
158-16 |
157-24 |
-0-24 |
-0.5% |
158-30 |
| Low |
157-09 |
156-29 |
-0-12 |
-0.2% |
156-27 |
| Close |
157-14 |
157-16 |
0-02 |
0.0% |
158-09 |
| Range |
1-07 |
0-27 |
-0-12 |
-30.8% |
2-03 |
| ATR |
1-08 |
1-07 |
-0-01 |
-2.4% |
0-00 |
| Volume |
316,830 |
375,933 |
59,103 |
18.7% |
1,584,749 |
|
| Daily Pivots for day following 28-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-29 |
159-18 |
157-31 |
|
| R3 |
159-02 |
158-23 |
157-23 |
|
| R2 |
158-07 |
158-07 |
157-21 |
|
| R1 |
157-28 |
157-28 |
157-18 |
158-01 |
| PP |
157-12 |
157-12 |
157-12 |
157-15 |
| S1 |
157-01 |
157-01 |
157-14 |
157-07 |
| S2 |
156-17 |
156-17 |
157-11 |
|
| S3 |
155-22 |
156-06 |
157-09 |
|
| S4 |
154-27 |
155-11 |
157-01 |
|
|
| 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 |
156-29 |
2-01 |
1.3% |
1-00 |
0.6% |
29% |
False |
True |
324,638 |
| 10 |
159-01 |
156-24 |
2-09 |
1.4% |
1-05 |
0.7% |
33% |
False |
False |
360,259 |
| 20 |
159-01 |
154-16 |
4-17 |
2.9% |
1-05 |
0.7% |
66% |
False |
False |
357,976 |
| 40 |
159-29 |
153-07 |
6-22 |
4.2% |
1-10 |
0.8% |
64% |
False |
False |
413,510 |
| 60 |
167-04 |
153-07 |
13-29 |
8.8% |
1-13 |
0.9% |
31% |
False |
False |
353,845 |
| 80 |
171-21 |
153-07 |
18-14 |
11.7% |
1-11 |
0.9% |
23% |
False |
False |
265,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-11 |
|
2.618 |
159-31 |
|
1.618 |
159-04 |
|
1.000 |
158-19 |
|
0.618 |
158-09 |
|
HIGH |
157-24 |
|
0.618 |
157-14 |
|
0.500 |
157-11 |
|
0.382 |
157-07 |
|
LOW |
156-29 |
|
0.618 |
156-12 |
|
1.000 |
156-02 |
|
1.618 |
155-17 |
|
2.618 |
154-22 |
|
4.250 |
153-10 |
|
|
| Fisher Pivots for day following 28-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
157-14 |
157-26 |
| PP |
157-12 |
157-22 |
| S1 |
157-11 |
157-19 |
|