ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 18-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2021 |
18-May-2021 |
Change |
Change % |
Previous Week |
| Open |
156-30 |
156-17 |
-0-13 |
-0.3% |
157-29 |
| High |
157-14 |
157-00 |
-0-14 |
-0.3% |
158-12 |
| Low |
156-16 |
156-11 |
-0-05 |
-0.1% |
155-14 |
| Close |
156-25 |
156-22 |
-0-03 |
-0.1% |
156-26 |
| Range |
0-30 |
0-21 |
-0-09 |
-30.0% |
2-30 |
| ATR |
1-08 |
1-06 |
-0-01 |
-3.4% |
0-00 |
| Volume |
267,480 |
245,735 |
-21,745 |
-8.1% |
2,047,405 |
|
| Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-21 |
158-10 |
157-02 |
|
| R3 |
158-00 |
157-21 |
156-28 |
|
| R2 |
157-11 |
157-11 |
156-26 |
|
| R1 |
157-00 |
157-00 |
156-24 |
157-05 |
| PP |
156-22 |
156-22 |
156-22 |
156-24 |
| S1 |
156-11 |
156-11 |
156-20 |
156-17 |
| S2 |
156-01 |
156-01 |
156-18 |
|
| S3 |
155-12 |
155-22 |
156-16 |
|
| S4 |
154-23 |
155-01 |
156-10 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-22 |
164-06 |
158-14 |
|
| R3 |
162-24 |
161-08 |
157-20 |
|
| R2 |
159-26 |
159-26 |
157-11 |
|
| R1 |
158-10 |
158-10 |
157-03 |
157-19 |
| PP |
156-28 |
156-28 |
156-28 |
156-16 |
| S1 |
155-12 |
155-12 |
156-17 |
154-21 |
| S2 |
153-30 |
153-30 |
156-09 |
|
| S3 |
151-00 |
152-14 |
156-00 |
|
| S4 |
148-02 |
149-16 |
155-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-14 |
155-14 |
2-00 |
1.3% |
1-02 |
0.7% |
63% |
False |
False |
372,786 |
| 10 |
160-15 |
155-14 |
5-01 |
3.2% |
1-07 |
0.8% |
25% |
False |
False |
374,889 |
| 20 |
160-15 |
155-14 |
5-01 |
3.2% |
1-05 |
0.7% |
25% |
False |
False |
365,168 |
| 40 |
160-15 |
153-29 |
6-18 |
4.2% |
1-07 |
0.8% |
42% |
False |
False |
375,170 |
| 60 |
161-12 |
153-07 |
8-05 |
5.2% |
1-13 |
0.9% |
43% |
False |
False |
431,559 |
| 80 |
169-10 |
153-07 |
16-03 |
10.3% |
1-11 |
0.9% |
22% |
False |
False |
332,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-25 |
|
2.618 |
158-23 |
|
1.618 |
158-02 |
|
1.000 |
157-21 |
|
0.618 |
157-13 |
|
HIGH |
157-00 |
|
0.618 |
156-24 |
|
0.500 |
156-22 |
|
0.382 |
156-19 |
|
LOW |
156-11 |
|
0.618 |
155-30 |
|
1.000 |
155-22 |
|
1.618 |
155-09 |
|
2.618 |
154-20 |
|
4.250 |
153-18 |
|
|
| Fisher Pivots for day following 18-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-22 |
156-25 |
| PP |
156-22 |
156-24 |
| S1 |
156-22 |
156-23 |
|