ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
158-14 |
157-27 |
-0-19 |
-0.4% |
157-15 |
| High |
158-18 |
158-14 |
-0-04 |
-0.1% |
159-01 |
| Low |
157-16 |
157-17 |
0-01 |
0.0% |
157-10 |
| Close |
157-25 |
158-04 |
0-11 |
0.2% |
158-04 |
| Range |
1-02 |
0-29 |
-0-05 |
-14.7% |
1-23 |
| ATR |
1-03 |
1-03 |
0-00 |
-1.3% |
0-00 |
| Volume |
228,509 |
45,516 |
-182,993 |
-80.1% |
2,768,424 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-24 |
160-11 |
158-20 |
|
| R3 |
159-27 |
159-14 |
158-12 |
|
| R2 |
158-30 |
158-30 |
158-09 |
|
| R1 |
158-17 |
158-17 |
158-07 |
158-23 |
| PP |
158-01 |
158-01 |
158-01 |
158-04 |
| S1 |
157-20 |
157-20 |
158-01 |
157-27 |
| S2 |
157-04 |
157-04 |
157-31 |
|
| S3 |
156-07 |
156-23 |
157-28 |
|
| S4 |
155-10 |
155-26 |
157-20 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-10 |
162-14 |
159-02 |
|
| R3 |
161-19 |
160-23 |
158-19 |
|
| R2 |
159-28 |
159-28 |
158-14 |
|
| R1 |
159-00 |
159-00 |
158-09 |
159-14 |
| PP |
158-05 |
158-05 |
158-05 |
158-12 |
| S1 |
157-09 |
157-09 |
157-31 |
157-23 |
| S2 |
156-14 |
156-14 |
157-26 |
|
| S3 |
154-23 |
155-18 |
157-21 |
|
| S4 |
153-00 |
153-27 |
157-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159-01 |
157-10 |
1-23 |
1.1% |
0-29 |
0.6% |
47% |
False |
False |
553,684 |
| 10 |
159-01 |
155-25 |
3-08 |
2.1% |
0-29 |
0.6% |
72% |
False |
False |
452,745 |
| 20 |
160-15 |
155-14 |
5-01 |
3.2% |
1-04 |
0.7% |
53% |
False |
False |
427,189 |
| 40 |
160-15 |
155-06 |
5-09 |
3.3% |
1-04 |
0.7% |
56% |
False |
False |
388,455 |
| 60 |
160-15 |
153-07 |
7-08 |
4.6% |
1-07 |
0.8% |
68% |
False |
False |
415,061 |
| 80 |
166-14 |
153-07 |
13-07 |
8.4% |
1-11 |
0.8% |
37% |
False |
False |
382,583 |
| 100 |
170-21 |
153-07 |
17-14 |
11.0% |
1-10 |
0.8% |
28% |
False |
False |
306,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-09 |
|
2.618 |
160-26 |
|
1.618 |
159-29 |
|
1.000 |
159-11 |
|
0.618 |
159-00 |
|
HIGH |
158-14 |
|
0.618 |
158-03 |
|
0.500 |
158-00 |
|
0.382 |
157-28 |
|
LOW |
157-17 |
|
0.618 |
156-31 |
|
1.000 |
156-20 |
|
1.618 |
156-02 |
|
2.618 |
155-05 |
|
4.250 |
153-22 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
158-03 |
158-09 |
| PP |
158-01 |
158-07 |
| S1 |
158-00 |
158-06 |
|