ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 14-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
161-06 |
160-31 |
-0-07 |
-0.1% |
159-13 |
| High |
161-15 |
161-00 |
-0-15 |
-0.3% |
161-15 |
| Low |
160-24 |
160-03 |
-0-21 |
-0.4% |
158-19 |
| Close |
160-26 |
160-06 |
-0-20 |
-0.4% |
160-26 |
| Range |
0-23 |
0-29 |
0-06 |
26.1% |
2-28 |
| ATR |
1-03 |
1-03 |
0-00 |
-1.3% |
0-00 |
| Volume |
683 |
4,482 |
3,799 |
556.2% |
7,798 |
|
| Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-05 |
162-18 |
160-22 |
|
| R3 |
162-08 |
161-21 |
160-14 |
|
| R2 |
161-11 |
161-11 |
160-11 |
|
| R1 |
160-24 |
160-24 |
160-09 |
160-19 |
| PP |
160-14 |
160-14 |
160-14 |
160-11 |
| S1 |
159-27 |
159-27 |
160-03 |
159-22 |
| S2 |
159-17 |
159-17 |
160-01 |
|
| S3 |
158-20 |
158-30 |
159-30 |
|
| S4 |
157-23 |
158-01 |
159-22 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-29 |
167-24 |
162-13 |
|
| R3 |
166-01 |
164-28 |
161-19 |
|
| R2 |
163-05 |
163-05 |
161-11 |
|
| R1 |
162-00 |
162-00 |
161-02 |
162-19 |
| PP |
160-09 |
160-09 |
160-09 |
160-19 |
| S1 |
159-04 |
159-04 |
160-18 |
159-23 |
| S2 |
157-13 |
157-13 |
160-09 |
|
| S3 |
154-17 |
156-08 |
160-01 |
|
| S4 |
151-21 |
153-12 |
159-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
161-15 |
158-26 |
2-21 |
1.7% |
1-05 |
0.7% |
52% |
False |
False |
2,382 |
| 10 |
161-15 |
157-04 |
4-11 |
2.7% |
1-02 |
0.7% |
71% |
False |
False |
2,800 |
| 20 |
161-15 |
155-25 |
5-22 |
3.6% |
1-00 |
0.6% |
77% |
False |
False |
227,772 |
| 40 |
161-15 |
155-14 |
6-01 |
3.8% |
1-03 |
0.7% |
79% |
False |
False |
299,213 |
| 60 |
161-15 |
153-26 |
7-21 |
4.8% |
1-05 |
0.7% |
83% |
False |
False |
331,526 |
| 80 |
163-03 |
153-07 |
9-28 |
6.2% |
1-10 |
0.8% |
71% |
False |
False |
381,584 |
| 100 |
169-10 |
153-07 |
16-03 |
10.0% |
1-09 |
0.8% |
43% |
False |
False |
306,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-27 |
|
2.618 |
163-12 |
|
1.618 |
162-15 |
|
1.000 |
161-29 |
|
0.618 |
161-18 |
|
HIGH |
161-00 |
|
0.618 |
160-21 |
|
0.500 |
160-18 |
|
0.382 |
160-14 |
|
LOW |
160-03 |
|
0.618 |
159-17 |
|
1.000 |
159-06 |
|
1.618 |
158-20 |
|
2.618 |
157-23 |
|
4.250 |
156-08 |
|
|
| Fisher Pivots for day following 14-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-18 |
160-17 |
| PP |
160-14 |
160-13 |
| S1 |
160-10 |
160-10 |
|