ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
157-28 |
157-25 |
-0-03 |
-0.1% |
157-15 |
| High |
158-00 |
158-08 |
0-08 |
0.2% |
159-01 |
| Low |
157-04 |
157-19 |
0-15 |
0.3% |
157-10 |
| Close |
157-23 |
158-03 |
0-12 |
0.2% |
158-04 |
| Range |
0-28 |
0-21 |
-0-07 |
-25.0% |
1-23 |
| ATR |
1-03 |
1-02 |
-0-01 |
-2.8% |
0-00 |
| Volume |
10,524 |
1,835 |
-8,689 |
-82.6% |
2,768,424 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-30 |
159-22 |
158-15 |
|
| R3 |
159-09 |
159-01 |
158-09 |
|
| R2 |
158-20 |
158-20 |
158-07 |
|
| R1 |
158-12 |
158-12 |
158-05 |
158-16 |
| PP |
157-31 |
157-31 |
157-31 |
158-02 |
| S1 |
157-23 |
157-23 |
158-01 |
157-27 |
| S2 |
157-10 |
157-10 |
157-31 |
|
| S3 |
156-21 |
157-02 |
157-29 |
|
| S4 |
156-00 |
156-13 |
157-23 |
|
|
| 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 |
157-04 |
1-29 |
1.2% |
0-27 |
0.5% |
51% |
False |
False |
266,488 |
| 10 |
159-01 |
155-25 |
3-08 |
2.1% |
0-29 |
0.6% |
71% |
False |
False |
402,660 |
| 20 |
160-15 |
155-14 |
5-01 |
3.2% |
1-02 |
0.7% |
53% |
False |
False |
388,774 |
| 40 |
160-15 |
155-14 |
5-01 |
3.2% |
1-04 |
0.7% |
53% |
False |
False |
375,096 |
| 60 |
160-15 |
153-07 |
7-08 |
4.6% |
1-07 |
0.8% |
67% |
False |
False |
398,982 |
| 80 |
166-14 |
153-07 |
13-07 |
8.4% |
1-11 |
0.8% |
37% |
False |
False |
382,682 |
| 100 |
169-10 |
153-07 |
16-03 |
10.2% |
1-09 |
0.8% |
30% |
False |
False |
306,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-01 |
|
2.618 |
159-31 |
|
1.618 |
159-10 |
|
1.000 |
158-29 |
|
0.618 |
158-21 |
|
HIGH |
158-08 |
|
0.618 |
158-00 |
|
0.500 |
157-30 |
|
0.382 |
157-27 |
|
LOW |
157-19 |
|
0.618 |
157-06 |
|
1.000 |
156-30 |
|
1.618 |
156-17 |
|
2.618 |
155-28 |
|
4.250 |
154-26 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
158-01 |
158-00 |
| PP |
157-31 |
157-28 |
| S1 |
157-30 |
157-25 |
|