ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 28-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2021 |
28-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
159-26 |
158-30 |
-0-28 |
-0.5% |
161-08 |
| High |
160-05 |
160-07 |
0-02 |
0.0% |
163-02 |
| Low |
158-18 |
158-27 |
0-09 |
0.2% |
158-18 |
| Close |
158-24 |
160-02 |
1-10 |
0.8% |
158-24 |
| Range |
1-19 |
1-12 |
-0-07 |
-13.7% |
4-16 |
| ATR |
1-11 |
1-12 |
0-00 |
0.6% |
0-00 |
| Volume |
353,676 |
258,535 |
-95,141 |
-26.9% |
1,601,667 |
|
| Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-27 |
163-10 |
160-26 |
|
| R3 |
162-15 |
161-30 |
160-14 |
|
| R2 |
161-03 |
161-03 |
160-10 |
|
| R1 |
160-18 |
160-18 |
160-06 |
160-27 |
| PP |
159-23 |
159-23 |
159-23 |
159-27 |
| S1 |
159-06 |
159-06 |
159-30 |
159-15 |
| S2 |
158-11 |
158-11 |
159-26 |
|
| S3 |
156-31 |
157-26 |
159-22 |
|
| S4 |
155-19 |
156-14 |
159-10 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-20 |
170-22 |
161-07 |
|
| R3 |
169-04 |
166-06 |
160-00 |
|
| R2 |
164-20 |
164-20 |
159-18 |
|
| R1 |
161-22 |
161-22 |
159-05 |
160-29 |
| PP |
160-04 |
160-04 |
160-04 |
159-24 |
| S1 |
157-06 |
157-06 |
158-11 |
156-13 |
| S2 |
155-20 |
155-20 |
157-30 |
|
| S3 |
151-04 |
152-22 |
157-16 |
|
| S4 |
146-20 |
148-06 |
156-09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-02 |
|
2.618 |
163-26 |
|
1.618 |
162-14 |
|
1.000 |
161-19 |
|
0.618 |
161-02 |
|
HIGH |
160-07 |
|
0.618 |
159-22 |
|
0.500 |
159-17 |
|
0.382 |
159-12 |
|
LOW |
158-27 |
|
0.618 |
158-00 |
|
1.000 |
157-15 |
|
1.618 |
156-20 |
|
2.618 |
155-08 |
|
4.250 |
153-00 |
|
|
| Fisher Pivots for day following 28-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
159-28 |
159-27 |
| PP |
159-23 |
159-20 |
| S1 |
159-17 |
159-13 |
|