ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 09-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
158-26 |
159-15 |
0-21 |
0.4% |
157-28 |
| High |
159-29 |
160-24 |
0-27 |
0.5% |
159-05 |
| Low |
158-26 |
159-14 |
0-20 |
0.4% |
157-04 |
| Close |
159-19 |
160-12 |
0-25 |
0.5% |
159-02 |
| Range |
1-03 |
1-10 |
0-07 |
20.0% |
2-01 |
| ATR |
1-02 |
1-03 |
0-01 |
1.7% |
0-00 |
| Volume |
1,915 |
2,749 |
834 |
43.6% |
15,723 |
|
| Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-04 |
163-18 |
161-03 |
|
| R3 |
162-26 |
162-08 |
160-24 |
|
| R2 |
161-16 |
161-16 |
160-20 |
|
| R1 |
160-30 |
160-30 |
160-16 |
161-07 |
| PP |
160-06 |
160-06 |
160-06 |
160-10 |
| S1 |
159-20 |
159-20 |
160-08 |
159-29 |
| S2 |
158-28 |
158-28 |
160-04 |
|
| S3 |
157-18 |
158-10 |
160-00 |
|
| S4 |
156-08 |
157-00 |
159-21 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-17 |
163-27 |
160-06 |
|
| R3 |
162-16 |
161-26 |
159-20 |
|
| R2 |
160-15 |
160-15 |
159-14 |
|
| R1 |
159-25 |
159-25 |
159-08 |
160-04 |
| PP |
158-14 |
158-14 |
158-14 |
158-20 |
| S1 |
157-24 |
157-24 |
158-28 |
158-03 |
| S2 |
156-13 |
156-13 |
158-22 |
|
| S3 |
154-12 |
155-23 |
158-16 |
|
| S4 |
152-11 |
153-22 |
157-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160-24 |
157-15 |
3-09 |
2.0% |
1-04 |
0.7% |
89% |
True |
False |
1,679 |
| 10 |
160-24 |
157-04 |
3-20 |
2.3% |
1-00 |
0.6% |
90% |
True |
False |
134,083 |
| 20 |
160-24 |
155-14 |
5-10 |
3.3% |
1-00 |
0.6% |
93% |
True |
False |
294,946 |
| 40 |
160-24 |
155-14 |
5-10 |
3.3% |
1-03 |
0.7% |
93% |
True |
False |
332,244 |
| 60 |
160-24 |
153-07 |
7-17 |
4.7% |
1-06 |
0.7% |
95% |
True |
False |
358,760 |
| 80 |
164-11 |
153-07 |
11-04 |
6.9% |
1-11 |
0.8% |
64% |
False |
False |
382,568 |
| 100 |
169-10 |
153-07 |
16-03 |
10.0% |
1-09 |
0.8% |
44% |
False |
False |
306,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-10 |
|
2.618 |
164-06 |
|
1.618 |
162-28 |
|
1.000 |
162-02 |
|
0.618 |
161-18 |
|
HIGH |
160-24 |
|
0.618 |
160-08 |
|
0.500 |
160-03 |
|
0.382 |
159-30 |
|
LOW |
159-14 |
|
0.618 |
158-20 |
|
1.000 |
158-04 |
|
1.618 |
157-10 |
|
2.618 |
156-00 |
|
4.250 |
153-28 |
|
|
| Fisher Pivots for day following 09-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-09 |
160-05 |
| PP |
160-06 |
159-29 |
| S1 |
160-03 |
159-22 |
|