ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 18-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2021 |
18-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
159-10 |
161-04 |
1-26 |
1.1% |
160-31 |
| High |
162-11 |
162-29 |
0-18 |
0.3% |
162-29 |
| Low |
159-04 |
161-01 |
1-29 |
1.2% |
159-00 |
| Close |
161-10 |
162-17 |
1-07 |
0.8% |
162-17 |
| Range |
3-07 |
1-28 |
-1-11 |
-41.7% |
3-29 |
| ATR |
1-08 |
1-10 |
0-01 |
3.6% |
0-00 |
| Volume |
450 |
581 |
131 |
29.1% |
9,898 |
|
| Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-25 |
167-01 |
163-18 |
|
| R3 |
165-29 |
165-05 |
163-02 |
|
| R2 |
164-01 |
164-01 |
162-28 |
|
| R1 |
163-09 |
163-09 |
162-23 |
163-21 |
| PP |
162-05 |
162-05 |
162-05 |
162-11 |
| S1 |
161-13 |
161-13 |
162-12 |
161-25 |
| S2 |
160-09 |
160-09 |
162-06 |
|
| S3 |
158-13 |
159-17 |
162-01 |
|
| S4 |
156-17 |
157-21 |
161-16 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-06 |
171-25 |
164-22 |
|
| R3 |
169-09 |
167-28 |
163-19 |
|
| R2 |
165-12 |
165-12 |
163-08 |
|
| R1 |
163-31 |
163-31 |
162-28 |
164-22 |
| PP |
161-15 |
161-15 |
161-15 |
161-27 |
| S1 |
160-02 |
160-02 |
162-06 |
160-25 |
| S2 |
157-18 |
157-18 |
161-26 |
|
| S3 |
153-21 |
156-05 |
161-15 |
|
| S4 |
149-24 |
152-08 |
160-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162-29 |
159-00 |
3-29 |
2.4% |
1-22 |
1.0% |
90% |
True |
False |
1,979 |
| 10 |
162-29 |
158-19 |
4-10 |
2.7% |
1-13 |
0.9% |
91% |
True |
False |
1,769 |
| 20 |
162-29 |
156-30 |
5-31 |
3.7% |
1-05 |
0.7% |
94% |
True |
False |
160,302 |
| 40 |
162-29 |
155-14 |
7-15 |
4.6% |
1-05 |
0.7% |
95% |
True |
False |
267,294 |
| 60 |
162-29 |
153-29 |
9-00 |
5.5% |
1-06 |
0.7% |
96% |
True |
False |
304,783 |
| 80 |
162-29 |
153-07 |
9-22 |
6.0% |
1-11 |
0.8% |
96% |
True |
False |
356,649 |
| 100 |
169-10 |
153-07 |
16-03 |
9.9% |
1-10 |
0.8% |
58% |
False |
False |
306,452 |
| 120 |
171-26 |
153-07 |
18-19 |
11.4% |
1-09 |
0.8% |
50% |
False |
False |
255,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-28 |
|
2.618 |
167-26 |
|
1.618 |
165-30 |
|
1.000 |
164-25 |
|
0.618 |
164-02 |
|
HIGH |
162-29 |
|
0.618 |
162-06 |
|
0.500 |
161-31 |
|
0.382 |
161-24 |
|
LOW |
161-01 |
|
0.618 |
159-28 |
|
1.000 |
159-05 |
|
1.618 |
158-00 |
|
2.618 |
156-04 |
|
4.250 |
153-02 |
|
|
| Fisher Pivots for day following 18-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
162-11 |
162-00 |
| PP |
162-05 |
161-15 |
| S1 |
161-31 |
160-31 |
|