ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 25-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2021 |
25-May-2021 |
Change |
Change % |
Previous Week |
| Open |
157-15 |
157-24 |
0-09 |
0.2% |
156-30 |
| High |
158-00 |
158-24 |
0-24 |
0.5% |
157-16 |
| Low |
157-10 |
157-21 |
0-11 |
0.2% |
155-25 |
| Close |
157-22 |
158-19 |
0-29 |
0.6% |
157-08 |
| Range |
0-22 |
1-03 |
0-13 |
59.1% |
1-23 |
| ATR |
1-04 |
1-04 |
0-00 |
-0.3% |
0-00 |
| Volume |
628,950 |
819,393 |
190,443 |
30.3% |
1,759,032 |
|
| Daily Pivots for day following 25-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-20 |
161-06 |
159-06 |
|
| R3 |
160-17 |
160-03 |
158-29 |
|
| R2 |
159-14 |
159-14 |
158-25 |
|
| R1 |
159-00 |
159-00 |
158-22 |
159-07 |
| PP |
158-11 |
158-11 |
158-11 |
158-14 |
| S1 |
157-29 |
157-29 |
158-16 |
158-04 |
| S2 |
157-08 |
157-08 |
158-13 |
|
| S3 |
156-05 |
156-26 |
158-09 |
|
| S4 |
155-02 |
155-23 |
158-00 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-00 |
161-11 |
158-06 |
|
| R3 |
160-09 |
159-20 |
157-23 |
|
| R2 |
158-18 |
158-18 |
157-18 |
|
| R1 |
157-29 |
157-29 |
157-13 |
158-07 |
| PP |
156-27 |
156-27 |
156-27 |
157-00 |
| S1 |
156-06 |
156-06 |
157-03 |
156-17 |
| S2 |
155-04 |
155-04 |
156-30 |
|
| S3 |
153-13 |
154-15 |
156-25 |
|
| S4 |
151-22 |
152-24 |
156-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-24 |
155-25 |
2-31 |
1.9% |
0-31 |
0.6% |
95% |
True |
False |
538,832 |
| 10 |
158-24 |
155-14 |
3-10 |
2.1% |
1-00 |
0.6% |
95% |
True |
False |
455,809 |
| 20 |
160-15 |
155-14 |
5-01 |
3.2% |
1-05 |
0.7% |
63% |
False |
False |
421,765 |
| 40 |
160-15 |
153-29 |
6-18 |
4.1% |
1-05 |
0.7% |
71% |
False |
False |
392,094 |
| 60 |
160-15 |
153-07 |
7-08 |
4.6% |
1-09 |
0.8% |
74% |
False |
False |
417,480 |
| 80 |
167-28 |
153-07 |
14-21 |
9.2% |
1-11 |
0.8% |
37% |
False |
False |
366,131 |
| 100 |
171-26 |
153-07 |
18-19 |
11.7% |
1-10 |
0.8% |
29% |
False |
False |
292,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-13 |
|
2.618 |
161-20 |
|
1.618 |
160-17 |
|
1.000 |
159-27 |
|
0.618 |
159-14 |
|
HIGH |
158-24 |
|
0.618 |
158-11 |
|
0.500 |
158-07 |
|
0.382 |
158-02 |
|
LOW |
157-21 |
|
0.618 |
156-31 |
|
1.000 |
156-18 |
|
1.618 |
155-28 |
|
2.618 |
154-25 |
|
4.250 |
153-00 |
|
|
| Fisher Pivots for day following 25-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
158-15 |
158-11 |
| PP |
158-11 |
158-03 |
| S1 |
158-07 |
157-27 |
|