ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 24-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
160-04 |
159-24 |
-0-12 |
-0.2% |
159-13 |
| High |
160-07 |
160-02 |
-0-05 |
-0.1% |
161-11 |
| Low |
159-15 |
159-12 |
-0-03 |
-0.1% |
157-12 |
| Close |
159-25 |
159-30 |
0-05 |
0.1% |
160-30 |
| Range |
0-24 |
0-22 |
-0-02 |
-8.3% |
3-31 |
| ATR |
1-12 |
1-11 |
-0-02 |
-3.6% |
0-00 |
| Volume |
255,645 |
213,208 |
-42,437 |
-16.6% |
2,260,438 |
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-27 |
161-19 |
160-10 |
|
| R3 |
161-05 |
160-29 |
160-04 |
|
| R2 |
160-15 |
160-15 |
160-02 |
|
| R1 |
160-07 |
160-07 |
160-00 |
160-11 |
| PP |
159-25 |
159-25 |
159-25 |
159-28 |
| S1 |
159-17 |
159-17 |
159-28 |
159-21 |
| S2 |
159-03 |
159-03 |
159-26 |
|
| S3 |
158-13 |
158-27 |
159-24 |
|
| S4 |
157-23 |
158-05 |
159-18 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-25 |
170-11 |
163-04 |
|
| R3 |
167-26 |
166-12 |
162-01 |
|
| R2 |
163-27 |
163-27 |
161-21 |
|
| R1 |
162-13 |
162-13 |
161-10 |
163-04 |
| PP |
159-28 |
159-28 |
159-28 |
160-08 |
| S1 |
158-14 |
158-14 |
160-18 |
159-05 |
| S2 |
155-29 |
155-29 |
160-07 |
|
| S3 |
151-30 |
154-15 |
159-27 |
|
| S4 |
147-31 |
150-16 |
158-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-00 |
|
2.618 |
161-28 |
|
1.618 |
161-06 |
|
1.000 |
160-24 |
|
0.618 |
160-16 |
|
HIGH |
160-02 |
|
0.618 |
159-26 |
|
0.500 |
159-23 |
|
0.382 |
159-20 |
|
LOW |
159-12 |
|
0.618 |
158-30 |
|
1.000 |
158-22 |
|
1.618 |
158-08 |
|
2.618 |
157-18 |
|
4.250 |
156-14 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
159-28 |
159-29 |
| PP |
159-25 |
159-27 |
| S1 |
159-23 |
159-26 |
|