ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
156-26 |
156-08 |
-0-18 |
-0.4% |
155-28 |
| High |
157-00 |
156-27 |
-0-05 |
-0.1% |
157-12 |
| Low |
155-28 |
155-30 |
0-02 |
0.0% |
155-23 |
| Close |
156-06 |
156-17 |
0-11 |
0.2% |
156-17 |
| Range |
1-04 |
0-29 |
-0-07 |
-19.4% |
1-21 |
| ATR |
1-02 |
1-02 |
0-00 |
-1.1% |
0-00 |
| Volume |
335,554 |
415,142 |
79,588 |
23.7% |
2,812,273 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-05 |
158-24 |
157-01 |
|
| R3 |
158-08 |
157-27 |
156-25 |
|
| R2 |
157-11 |
157-11 |
156-22 |
|
| R1 |
156-30 |
156-30 |
156-20 |
157-05 |
| PP |
156-14 |
156-14 |
156-14 |
156-17 |
| S1 |
156-01 |
156-01 |
156-14 |
156-08 |
| S2 |
155-17 |
155-17 |
156-12 |
|
| S3 |
154-20 |
155-04 |
156-09 |
|
| S4 |
153-23 |
154-07 |
156-01 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-16 |
160-22 |
157-14 |
|
| R3 |
159-27 |
159-01 |
157-00 |
|
| R2 |
158-06 |
158-06 |
156-27 |
|
| R1 |
157-12 |
157-12 |
156-22 |
157-25 |
| PP |
156-17 |
156-17 |
156-17 |
156-24 |
| S1 |
155-23 |
155-23 |
156-12 |
156-04 |
| S2 |
154-28 |
154-28 |
156-07 |
|
| S3 |
153-07 |
154-02 |
156-02 |
|
| S4 |
151-18 |
152-13 |
155-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-22 |
|
2.618 |
159-07 |
|
1.618 |
158-10 |
|
1.000 |
157-24 |
|
0.618 |
157-13 |
|
HIGH |
156-27 |
|
0.618 |
156-16 |
|
0.500 |
156-13 |
|
0.382 |
156-09 |
|
LOW |
155-30 |
|
0.618 |
155-12 |
|
1.000 |
155-01 |
|
1.618 |
154-15 |
|
2.618 |
153-18 |
|
4.250 |
152-03 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-16 |
156-20 |
| PP |
156-14 |
156-19 |
| S1 |
156-13 |
156-18 |
|