ECBOT 30 Year Treasury Bond Future June 2021
Trading Metrics calculated at close of trading on 16-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
160-09 |
160-10 |
0-01 |
0.0% |
159-13 |
High |
160-23 |
160-17 |
-0-06 |
-0.1% |
161-15 |
Low |
159-28 |
159-00 |
-0-28 |
-0.5% |
158-19 |
Close |
160-04 |
159-13 |
-0-23 |
-0.4% |
160-26 |
Range |
0-27 |
1-17 |
0-22 |
81.5% |
2-28 |
ATR |
1-02 |
1-03 |
0-01 |
3.1% |
0-00 |
Volume |
3,457 |
928 |
-2,529 |
-73.2% |
7,798 |
|
Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164-08 |
163-11 |
160-08 |
|
R3 |
162-23 |
161-26 |
159-26 |
|
R2 |
161-06 |
161-06 |
159-22 |
|
R1 |
160-09 |
160-09 |
159-17 |
159-31 |
PP |
159-21 |
159-21 |
159-21 |
159-16 |
S1 |
158-24 |
158-24 |
159-09 |
158-14 |
S2 |
158-04 |
158-04 |
159-04 |
|
S3 |
156-19 |
157-07 |
159-00 |
|
S4 |
155-02 |
155-22 |
158-18 |
|
|
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 |
159-00 |
2-15 |
1.5% |
1-05 |
0.7% |
16% |
False |
True |
2,326 |
10 |
161-15 |
157-15 |
4-00 |
2.5% |
1-05 |
0.7% |
48% |
False |
False |
2,002 |
20 |
161-15 |
155-25 |
5-22 |
3.6% |
1-01 |
0.6% |
64% |
False |
False |
202,331 |
40 |
161-15 |
155-14 |
6-01 |
3.8% |
1-03 |
0.7% |
66% |
False |
False |
283,749 |
60 |
161-15 |
153-29 |
7-18 |
4.7% |
1-05 |
0.7% |
73% |
False |
False |
317,557 |
80 |
161-15 |
153-07 |
8-08 |
5.2% |
1-10 |
0.8% |
75% |
False |
False |
374,252 |
100 |
169-10 |
153-07 |
16-03 |
10.1% |
1-09 |
0.8% |
38% |
False |
False |
306,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167-01 |
2.618 |
164-17 |
1.618 |
163-00 |
1.000 |
162-02 |
0.618 |
161-15 |
HIGH |
160-17 |
0.618 |
159-30 |
0.500 |
159-25 |
0.382 |
159-19 |
LOW |
159-00 |
0.618 |
158-02 |
1.000 |
157-15 |
1.618 |
156-17 |
2.618 |
155-00 |
4.250 |
152-16 |
|
|
Fisher Pivots for day following 16-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
159-25 |
160-00 |
PP |
159-21 |
159-26 |
S1 |
159-17 |
159-19 |
|