ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 30-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2021 |
30-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
157-20 |
157-08 |
-0-12 |
-0.2% |
158-09 |
| High |
157-20 |
157-15 |
-0-05 |
-0.1% |
158-22 |
| Low |
156-06 |
156-27 |
0-21 |
0.4% |
156-06 |
| Close |
157-06 |
157-08 |
0-02 |
0.0% |
157-08 |
| Range |
1-14 |
0-20 |
-0-26 |
-56.5% |
2-16 |
| ATR |
1-08 |
1-06 |
-0-01 |
-3.6% |
0-00 |
| Volume |
358,048 |
477,622 |
119,574 |
33.4% |
1,812,008 |
|
| Daily Pivots for day following 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-02 |
158-25 |
157-19 |
|
| R3 |
158-14 |
158-05 |
157-14 |
|
| R2 |
157-26 |
157-26 |
157-12 |
|
| R1 |
157-17 |
157-17 |
157-10 |
157-18 |
| PP |
157-06 |
157-06 |
157-06 |
157-07 |
| S1 |
156-29 |
156-29 |
157-06 |
156-30 |
| S2 |
156-18 |
156-18 |
157-04 |
|
| S3 |
155-30 |
156-09 |
157-02 |
|
| S4 |
155-10 |
155-21 |
156-29 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-28 |
163-18 |
158-20 |
|
| R3 |
162-12 |
161-02 |
157-30 |
|
| R2 |
159-28 |
159-28 |
157-23 |
|
| R1 |
158-18 |
158-18 |
157-15 |
157-31 |
| PP |
157-12 |
157-12 |
157-12 |
157-02 |
| S1 |
156-02 |
156-02 |
157-01 |
155-15 |
| S2 |
154-28 |
154-28 |
156-25 |
|
| S3 |
152-12 |
153-18 |
156-18 |
|
| S4 |
149-28 |
151-02 |
155-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-22 |
156-06 |
2-16 |
1.6% |
1-00 |
0.6% |
43% |
False |
False |
362,401 |
| 10 |
158-30 |
156-06 |
2-24 |
1.7% |
1-01 |
0.7% |
39% |
False |
False |
339,675 |
| 20 |
159-01 |
155-06 |
3-27 |
2.4% |
1-04 |
0.7% |
54% |
False |
False |
349,721 |
| 40 |
159-01 |
153-07 |
5-26 |
3.7% |
1-09 |
0.8% |
69% |
False |
False |
408,996 |
| 60 |
166-14 |
153-07 |
13-07 |
8.4% |
1-13 |
0.9% |
30% |
False |
False |
367,714 |
| 80 |
170-21 |
153-07 |
17-14 |
11.1% |
1-11 |
0.9% |
23% |
False |
False |
275,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-04 |
|
2.618 |
159-03 |
|
1.618 |
158-15 |
|
1.000 |
158-03 |
|
0.618 |
157-27 |
|
HIGH |
157-15 |
|
0.618 |
157-07 |
|
0.500 |
157-05 |
|
0.382 |
157-03 |
|
LOW |
156-27 |
|
0.618 |
156-15 |
|
1.000 |
156-07 |
|
1.618 |
155-27 |
|
2.618 |
155-07 |
|
4.250 |
154-06 |
|
|
| Fisher Pivots for day following 30-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
157-07 |
157-05 |
| PP |
157-06 |
157-02 |
| S1 |
157-05 |
156-31 |
|