ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 06-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2021 |
06-May-2021 |
Change |
Change % |
Previous Week |
| Open |
158-00 |
158-11 |
0-11 |
0.2% |
158-09 |
| High |
158-15 |
158-23 |
0-08 |
0.2% |
158-22 |
| Low |
157-08 |
157-29 |
0-21 |
0.4% |
156-06 |
| Close |
158-04 |
158-20 |
0-16 |
0.3% |
157-08 |
| Range |
1-07 |
0-26 |
-0-13 |
-33.3% |
2-16 |
| ATR |
1-08 |
1-07 |
-0-01 |
-2.5% |
0-00 |
| Volume |
304,901 |
321,685 |
16,784 |
5.5% |
1,812,008 |
|
| Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-27 |
160-18 |
159-02 |
|
| R3 |
160-01 |
159-24 |
158-27 |
|
| R2 |
159-07 |
159-07 |
158-25 |
|
| R1 |
158-30 |
158-30 |
158-22 |
159-03 |
| PP |
158-13 |
158-13 |
158-13 |
158-16 |
| S1 |
158-04 |
158-04 |
158-18 |
158-09 |
| S2 |
157-19 |
157-19 |
158-15 |
|
| S3 |
156-25 |
157-10 |
158-13 |
|
| S4 |
155-31 |
156-16 |
158-06 |
|
|
| 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 |
158-23 |
156-21 |
2-02 |
1.3% |
1-04 |
0.7% |
95% |
True |
False |
376,972 |
| 10 |
158-30 |
156-06 |
2-24 |
1.7% |
1-03 |
0.7% |
89% |
False |
False |
352,182 |
| 20 |
159-01 |
155-25 |
3-08 |
2.0% |
1-05 |
0.7% |
87% |
False |
False |
361,744 |
| 40 |
159-01 |
153-07 |
5-26 |
3.7% |
1-09 |
0.8% |
93% |
False |
False |
396,446 |
| 60 |
166-14 |
153-07 |
13-07 |
8.3% |
1-14 |
0.9% |
41% |
False |
False |
390,943 |
| 80 |
169-10 |
153-07 |
16-03 |
10.1% |
1-11 |
0.8% |
34% |
False |
False |
293,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-06 |
|
2.618 |
160-27 |
|
1.618 |
160-01 |
|
1.000 |
159-17 |
|
0.618 |
159-07 |
|
HIGH |
158-23 |
|
0.618 |
158-13 |
|
0.500 |
158-10 |
|
0.382 |
158-07 |
|
LOW |
157-29 |
|
0.618 |
157-13 |
|
1.000 |
157-03 |
|
1.618 |
156-19 |
|
2.618 |
155-25 |
|
4.250 |
154-15 |
|
|
| Fisher Pivots for day following 06-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
158-17 |
158-13 |
| PP |
158-13 |
158-06 |
| S1 |
158-10 |
158-00 |
|