ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 11-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
168-30 |
168-15 |
-0-15 |
-0.3% |
172-27 |
| High |
169-13 |
168-31 |
-0-14 |
-0.3% |
173-11 |
| Low |
168-05 |
168-01 |
-0-04 |
-0.1% |
168-05 |
| Close |
168-24 |
168-11 |
-0-13 |
-0.2% |
168-24 |
| Range |
1-08 |
0-30 |
-0-10 |
-25.0% |
5-06 |
| ATR |
1-10 |
1-09 |
-0-01 |
-2.1% |
0-00 |
| Volume |
517,111 |
317,353 |
-199,758 |
-38.6% |
2,450,560 |
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-08 |
170-24 |
168-28 |
|
| R3 |
170-10 |
169-26 |
168-19 |
|
| R2 |
169-12 |
169-12 |
168-17 |
|
| R1 |
168-28 |
168-28 |
168-14 |
168-21 |
| PP |
168-14 |
168-14 |
168-14 |
168-11 |
| S1 |
167-30 |
167-30 |
168-08 |
167-23 |
| S2 |
167-16 |
167-16 |
168-06 |
|
| S3 |
166-18 |
167-00 |
168-03 |
|
| S4 |
165-20 |
166-02 |
167-27 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
185-21 |
182-12 |
171-19 |
|
| R3 |
180-15 |
177-06 |
170-06 |
|
| R2 |
175-09 |
175-09 |
169-22 |
|
| R1 |
172-00 |
172-00 |
169-07 |
171-02 |
| PP |
170-03 |
170-03 |
170-03 |
169-19 |
| S1 |
166-26 |
166-26 |
168-09 |
165-28 |
| S2 |
164-29 |
164-29 |
167-26 |
|
| S3 |
159-23 |
161-20 |
167-10 |
|
| S4 |
154-17 |
156-14 |
165-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
173-01 |
168-01 |
5-00 |
3.0% |
1-17 |
0.9% |
6% |
False |
True |
472,706 |
| 10 |
173-11 |
168-01 |
5-10 |
3.2% |
1-07 |
0.7% |
6% |
False |
True |
362,356 |
| 20 |
174-09 |
168-01 |
6-08 |
3.7% |
1-07 |
0.7% |
5% |
False |
True |
332,294 |
| 40 |
175-21 |
168-01 |
7-20 |
4.5% |
1-09 |
0.8% |
4% |
False |
True |
306,994 |
| 60 |
177-23 |
168-01 |
9-22 |
5.8% |
1-13 |
0.8% |
3% |
False |
True |
205,347 |
| 80 |
178-29 |
168-01 |
10-28 |
6.5% |
1-09 |
0.8% |
3% |
False |
True |
154,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-31 |
|
2.618 |
171-14 |
|
1.618 |
170-16 |
|
1.000 |
169-29 |
|
0.618 |
169-18 |
|
HIGH |
168-31 |
|
0.618 |
168-20 |
|
0.500 |
168-16 |
|
0.382 |
168-12 |
|
LOW |
168-01 |
|
0.618 |
167-14 |
|
1.000 |
167-03 |
|
1.618 |
166-16 |
|
2.618 |
165-18 |
|
4.250 |
164-02 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
168-16 |
169-00 |
| PP |
168-14 |
168-25 |
| S1 |
168-13 |
168-18 |
|