ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 10-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
159-15 |
160-12 |
0-29 |
0.6% |
157-28 |
| High |
160-24 |
161-11 |
0-19 |
0.4% |
159-05 |
| Low |
159-14 |
159-19 |
0-05 |
0.1% |
157-04 |
| Close |
160-12 |
160-29 |
0-17 |
0.3% |
159-02 |
| Range |
1-10 |
1-24 |
0-14 |
33.3% |
2-01 |
| ATR |
1-03 |
1-04 |
0-02 |
4.4% |
0-00 |
| Volume |
2,749 |
2,083 |
-666 |
-24.2% |
15,723 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-28 |
165-04 |
161-28 |
|
| R3 |
164-04 |
163-12 |
161-12 |
|
| R2 |
162-12 |
162-12 |
161-07 |
|
| R1 |
161-20 |
161-20 |
161-02 |
162-00 |
| PP |
160-20 |
160-20 |
160-20 |
160-26 |
| S1 |
159-28 |
159-28 |
160-24 |
160-08 |
| S2 |
158-28 |
158-28 |
160-19 |
|
| S3 |
157-04 |
158-04 |
160-14 |
|
| S4 |
155-12 |
156-12 |
159-30 |
|
|
| 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 |
161-11 |
157-15 |
3-28 |
2.4% |
1-11 |
0.8% |
89% |
True |
False |
1,546 |
| 10 |
161-11 |
157-04 |
4-07 |
2.6% |
1-03 |
0.7% |
90% |
True |
False |
29,686 |
| 20 |
161-11 |
155-14 |
5-29 |
3.7% |
1-00 |
0.6% |
93% |
True |
False |
266,963 |
| 40 |
161-11 |
155-14 |
5-29 |
3.7% |
1-04 |
0.7% |
93% |
True |
False |
325,122 |
| 60 |
161-11 |
153-07 |
8-04 |
5.0% |
1-06 |
0.7% |
95% |
True |
False |
351,404 |
| 80 |
163-22 |
153-07 |
10-15 |
6.5% |
1-11 |
0.8% |
73% |
False |
False |
382,422 |
| 100 |
169-10 |
153-07 |
16-03 |
10.0% |
1-09 |
0.8% |
48% |
False |
False |
306,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-25 |
|
2.618 |
165-30 |
|
1.618 |
164-06 |
|
1.000 |
163-03 |
|
0.618 |
162-14 |
|
HIGH |
161-11 |
|
0.618 |
160-22 |
|
0.500 |
160-15 |
|
0.382 |
160-08 |
|
LOW |
159-19 |
|
0.618 |
158-16 |
|
1.000 |
157-27 |
|
1.618 |
156-24 |
|
2.618 |
155-00 |
|
4.250 |
152-05 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-24 |
160-20 |
| PP |
160-20 |
160-11 |
| S1 |
160-15 |
160-03 |
|