ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 26-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2021 |
26-May-2021 |
Change |
Change % |
Previous Week |
| Open |
157-24 |
158-22 |
0-30 |
0.6% |
156-30 |
| High |
158-24 |
159-01 |
0-09 |
0.2% |
157-16 |
| Low |
157-21 |
158-09 |
0-20 |
0.4% |
155-25 |
| Close |
158-19 |
158-17 |
-0-02 |
0.0% |
157-08 |
| Range |
1-03 |
0-24 |
-0-11 |
-31.4% |
1-23 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.4% |
0-00 |
| Volume |
819,393 |
1,046,056 |
226,663 |
27.7% |
1,759,032 |
|
| Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-28 |
160-14 |
158-30 |
|
| R3 |
160-04 |
159-22 |
158-24 |
|
| R2 |
159-12 |
159-12 |
158-21 |
|
| R1 |
158-30 |
158-30 |
158-19 |
158-25 |
| PP |
158-20 |
158-20 |
158-20 |
158-17 |
| S1 |
158-06 |
158-06 |
158-15 |
158-01 |
| S2 |
157-28 |
157-28 |
158-13 |
|
| S3 |
157-04 |
157-14 |
158-10 |
|
| S4 |
156-12 |
156-22 |
158-04 |
|
|
| 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 |
159-01 |
156-04 |
2-29 |
1.8% |
0-27 |
0.5% |
83% |
True |
False |
647,661 |
| 10 |
159-01 |
155-14 |
3-19 |
2.3% |
0-29 |
0.6% |
86% |
True |
False |
504,241 |
| 20 |
160-15 |
155-14 |
5-01 |
3.2% |
1-04 |
0.7% |
61% |
False |
False |
455,271 |
| 40 |
160-15 |
154-16 |
5-31 |
3.8% |
1-05 |
0.7% |
68% |
False |
False |
406,624 |
| 60 |
160-15 |
153-07 |
7-08 |
4.6% |
1-08 |
0.8% |
73% |
False |
False |
427,430 |
| 80 |
167-04 |
153-07 |
13-29 |
8.8% |
1-11 |
0.8% |
38% |
False |
False |
379,201 |
| 100 |
171-21 |
153-07 |
18-14 |
11.6% |
1-10 |
0.8% |
29% |
False |
False |
303,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-07 |
|
2.618 |
161-00 |
|
1.618 |
160-08 |
|
1.000 |
159-25 |
|
0.618 |
159-16 |
|
HIGH |
159-01 |
|
0.618 |
158-24 |
|
0.500 |
158-21 |
|
0.382 |
158-18 |
|
LOW |
158-09 |
|
0.618 |
157-26 |
|
1.000 |
157-17 |
|
1.618 |
157-02 |
|
2.618 |
156-10 |
|
4.250 |
155-03 |
|
|
| Fisher Pivots for day following 26-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
158-21 |
158-13 |
| PP |
158-20 |
158-09 |
| S1 |
158-18 |
158-06 |
|