ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 29-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2021 |
29-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
157-14 |
157-20 |
0-06 |
0.1% |
157-29 |
| High |
157-24 |
157-20 |
-0-04 |
-0.1% |
158-30 |
| Low |
156-29 |
156-06 |
-0-23 |
-0.5% |
156-27 |
| Close |
157-16 |
157-06 |
-0-10 |
-0.2% |
158-09 |
| Range |
0-27 |
1-14 |
0-19 |
70.4% |
2-03 |
| ATR |
1-07 |
1-08 |
0-00 |
1.2% |
0-00 |
| Volume |
375,933 |
358,048 |
-17,885 |
-4.8% |
1,584,749 |
|
| Daily Pivots for day following 29-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-10 |
160-22 |
157-31 |
|
| R3 |
159-28 |
159-08 |
157-19 |
|
| R2 |
158-14 |
158-14 |
157-14 |
|
| R1 |
157-26 |
157-26 |
157-10 |
157-13 |
| PP |
157-00 |
157-00 |
157-00 |
156-26 |
| S1 |
156-12 |
156-12 |
157-02 |
155-31 |
| S2 |
155-18 |
155-18 |
156-30 |
|
| S3 |
154-04 |
154-30 |
156-25 |
|
| S4 |
152-22 |
153-16 |
156-13 |
|
|
| 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 |
156-06 |
2-24 |
1.7% |
1-03 |
0.7% |
36% |
False |
True |
327,391 |
| 10 |
158-30 |
156-06 |
2-24 |
1.7% |
1-02 |
0.7% |
36% |
False |
True |
334,603 |
| 20 |
159-01 |
154-20 |
4-13 |
2.8% |
1-05 |
0.7% |
58% |
False |
False |
344,848 |
| 40 |
159-01 |
153-07 |
5-26 |
3.7% |
1-10 |
0.8% |
68% |
False |
False |
410,940 |
| 60 |
166-31 |
153-07 |
13-24 |
8.7% |
1-13 |
0.9% |
29% |
False |
False |
359,784 |
| 80 |
171-01 |
153-07 |
17-26 |
11.3% |
1-11 |
0.9% |
22% |
False |
False |
269,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-24 |
|
2.618 |
161-12 |
|
1.618 |
159-30 |
|
1.000 |
159-02 |
|
0.618 |
158-16 |
|
HIGH |
157-20 |
|
0.618 |
157-02 |
|
0.500 |
156-29 |
|
0.382 |
156-24 |
|
LOW |
156-06 |
|
0.618 |
155-10 |
|
1.000 |
154-24 |
|
1.618 |
153-28 |
|
2.618 |
152-14 |
|
4.250 |
150-02 |
|
|
| Fisher Pivots for day following 29-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
157-03 |
157-11 |
| PP |
157-00 |
157-09 |
| S1 |
156-29 |
157-08 |
|