ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 04-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
156-19 |
156-01 |
-0-18 |
-0.4% |
156-08 |
| High |
156-23 |
157-17 |
0-26 |
0.5% |
157-17 |
| Low |
155-27 |
155-26 |
-0-01 |
0.0% |
155-16 |
| Close |
156-02 |
157-15 |
1-13 |
0.9% |
157-15 |
| Range |
0-28 |
1-23 |
0-27 |
96.4% |
2-01 |
| ATR |
1-00 |
1-02 |
0-02 |
4.9% |
0-00 |
| Volume |
269,123 |
402,439 |
133,316 |
49.5% |
1,227,464 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-03 |
161-16 |
158-13 |
|
| R3 |
160-12 |
159-25 |
157-30 |
|
| R2 |
158-21 |
158-21 |
157-25 |
|
| R1 |
158-02 |
158-02 |
157-20 |
158-12 |
| PP |
156-30 |
156-30 |
156-30 |
157-03 |
| S1 |
156-11 |
156-11 |
157-10 |
156-21 |
| S2 |
155-07 |
155-07 |
157-05 |
|
| S3 |
153-16 |
154-20 |
157-00 |
|
| S4 |
151-25 |
152-29 |
156-17 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-30 |
162-07 |
158-19 |
|
| R3 |
160-29 |
160-06 |
158-01 |
|
| R2 |
158-28 |
158-28 |
157-27 |
|
| R1 |
158-05 |
158-05 |
157-21 |
158-17 |
| PP |
156-27 |
156-27 |
156-27 |
157-00 |
| S1 |
156-04 |
156-04 |
157-09 |
156-16 |
| S2 |
154-26 |
154-26 |
157-03 |
|
| S3 |
152-25 |
154-03 |
156-29 |
|
| S4 |
150-24 |
152-02 |
156-11 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-27 |
|
2.618 |
162-01 |
|
1.618 |
160-10 |
|
1.000 |
159-08 |
|
0.618 |
158-19 |
|
HIGH |
157-17 |
|
0.618 |
156-28 |
|
0.500 |
156-22 |
|
0.382 |
156-15 |
|
LOW |
155-26 |
|
0.618 |
154-24 |
|
1.000 |
154-03 |
|
1.618 |
153-01 |
|
2.618 |
151-10 |
|
4.250 |
148-16 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
157-07 |
157-07 |
| PP |
156-30 |
156-30 |
| S1 |
156-22 |
156-22 |
|