N Day Breakout Finding Bug in ZN data

Hello all, I wrote an N day breakout strategy to test on some futures markets and am finding a problem with the data for the 10y treasury note (ZN). In the backtest the price gaps from around 126 to 26 which never happened or any move close to it I might add. Now I thought initially the algo might assume that I was forced delivery on the underlying bonds but looking through the order log I can see that the data shows the the price is wrong. I am attaching my code and apologize if this discrepancy is coming in some way from my own implementation as I am a self taught in python. Thanks for all the help from everyone in the community, Best Regards 

from AlgorithmImports import *

class BasicTemplateFuturesAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2010, 1, 1)
        self.SetEndDate(2012, 1, 1)
        self.SetCash(1000000)

        self.contractSymbol = None

        # Subscribe and set our expiry filter for the futures chain
        futureSP500 = self.AddFuture(Futures.Financials.Y10TreasuryNote, Resolution.Minute)

        # set our expiry filter for this futures chain
        # SetFilter method accepts timedelta objects or integer for days.
        # The following statements yield the same filtering criteria 
        futureSP500.SetFilter(timedelta(30), timedelta(182))


        seeder = FuncSecuritySeeder(self.GetLastKnownPrices)
        self.SetSecurityInitializer(lambda security: seeder.SeedSecurity(security))
        self.new_day = True
        self.Schedule.On(self.DateRules.EveryDay(), 
                 self.TimeRules.At(9, 30), 
                 self.EveryDay)
    def EveryDay(self):
        self.new_day = True
    def OnData(self,slice):
        if self.new_day is True:
            for chain in slice.FutureChains:
                            # Get contracts expiring no earlier than in 90 days
                contracts = list(filter(lambda x: x.Expiry > self.Time + timedelta(90), chain.Value))

                            # if there is any contract, trade the front contract
                if len(contracts) == 0: continue
                front = sorted(contracts, key = lambda x: x.Volume, reverse=True)[0]

                if self.contractSymbol is not None:
                    holdings = self.Portfolio[self.contractSymbol].Quantity

                    if self.contractSymbol != front.Symbol:
                        if holdings > 0:
                            self.Liquidate()
                            self.MarketOrder(front.Symbol, 1)
                        if holdings < 0:
                            self.Liquidate()
                            self.MarketOrder(front.Symbol, -1)
                self.contractSymbol = front.Symbol

                self.max = self.MAX(self.contractSymbol, 80, Resolution.Daily)
                self.min = self.MIN(self.contractSymbol, 80, Resolution.Daily)
                

                history = self.History(self.contractSymbol, 80, Resolution.Daily).reset_index(drop=False)
                                
                                
                for bar in history.itertuples():
                    if bar.time.minute == 0 and ((self.Time-bar.time)/pd.Timedelta(minutes=1)) >= 2:
                            self.max.Update(bar.time, bar.high)
                            self.min.Update(bar.time, bar.low)
                            self.new_day = False
        price = self.Securities[self.contractSymbol].Close

                    
        if self.max.IsReady:
            if not self.Portfolio.Invested:
                if price > self.max.Current.Value:
                    self.MarketOrder(self.contractSymbol, 1)
                if price < self.min.Current.Value:
                    self.MarketOrder(self.contractSymbol, -1)
            if self.Portfolio[self.contractSymbol].IsLong:
                if price < self.min.Current.Value:
                    self.Liquidate()
                    self.MarketOrder(self.contractSymbol, -1)
            if self.Portfolio[self.contractSymbol].IsShort:
                if price > self.max.Current.Value:
                    self.Liquidate()
                    self.MarketOrder(self.contractSymbol, 1)

    def OnEndOfAlgorithm(self):
        # Get the margin requirements
        buyingPowerModel = self.Securities[self.contractSymbol].BuyingPowerModel
        name = type(buyingPowerModel).__name__
        if name != 'FutureMarginModel':
            raise Exception(f"Invalid buying power model. Found: {name}. Expected: FutureMarginModel")

        initialOvernight = buyingPowerModel.InitialOvernightMarginRequirement
        maintenanceOvernight = buyingPowerModel.MaintenanceOvernightMarginRequirement
        initialIntraday = buyingPowerModel.InitialIntradayMarginRequirement
        maintenanceIntraday = buyingPowerModel.MaintenanceIntradayMarginRequirement

    def OnSecuritiesChanged(self, changes):
        for addedSecurity in changes.AddedSecurities:
            if addedSecurity.Symbol.SecurityType == SecurityType.Future and not addedSecurity.Symbol.IsCanonical() and not addedSecurity.HasData:
                raise Exception(f"Future contracts did not work up as expected: {addedSecurity.Symbol}")