ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 19-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2021 |
19-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
168-04 |
169-01 |
0-29 |
0.5% |
168-15 |
| High |
169-05 |
169-08 |
0-03 |
0.1% |
169-22 |
| Low |
168-03 |
168-10 |
0-07 |
0.1% |
167-11 |
| Close |
168-26 |
168-31 |
0-05 |
0.1% |
168-26 |
| Range |
1-02 |
0-30 |
-0-04 |
-11.8% |
2-11 |
| ATR |
1-09 |
1-09 |
-0-01 |
-2.0% |
0-00 |
| Volume |
340,565 |
398,505 |
57,940 |
17.0% |
1,997,963 |
|
| Daily Pivots for day following 19-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-21 |
171-08 |
169-16 |
|
| R3 |
170-23 |
170-10 |
169-07 |
|
| R2 |
169-25 |
169-25 |
169-05 |
|
| R1 |
169-12 |
169-12 |
169-02 |
169-04 |
| PP |
168-27 |
168-27 |
168-27 |
168-23 |
| S1 |
168-14 |
168-14 |
168-28 |
168-06 |
| S2 |
167-29 |
167-29 |
168-26 |
|
| S3 |
166-31 |
167-16 |
168-23 |
|
| S4 |
166-01 |
166-18 |
168-15 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-21 |
174-18 |
170-03 |
|
| R3 |
173-10 |
172-07 |
169-15 |
|
| R2 |
170-31 |
170-31 |
169-08 |
|
| R1 |
169-28 |
169-28 |
169-01 |
170-13 |
| PP |
168-20 |
168-20 |
168-20 |
168-28 |
| S1 |
167-17 |
167-17 |
168-19 |
168-03 |
| S2 |
166-09 |
166-09 |
168-12 |
|
| S3 |
163-30 |
165-06 |
168-05 |
|
| S4 |
161-19 |
162-27 |
167-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
169-22 |
167-11 |
2-11 |
1.4% |
1-07 |
0.7% |
69% |
False |
False |
415,823 |
| 10 |
173-01 |
167-11 |
5-22 |
3.4% |
1-12 |
0.8% |
29% |
False |
False |
444,264 |
| 20 |
173-24 |
167-11 |
6-13 |
3.8% |
1-07 |
0.7% |
25% |
False |
False |
352,140 |
| 40 |
175-21 |
167-11 |
8-10 |
4.9% |
1-08 |
0.7% |
20% |
False |
False |
356,690 |
| 60 |
177-07 |
167-11 |
9-28 |
5.8% |
1-13 |
0.8% |
16% |
False |
False |
239,980 |
| 80 |
178-29 |
167-11 |
11-18 |
6.8% |
1-10 |
0.8% |
14% |
False |
False |
180,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173-08 |
|
2.618 |
171-23 |
|
1.618 |
170-25 |
|
1.000 |
170-06 |
|
0.618 |
169-27 |
|
HIGH |
169-08 |
|
0.618 |
168-29 |
|
0.500 |
168-25 |
|
0.382 |
168-21 |
|
LOW |
168-10 |
|
0.618 |
167-23 |
|
1.000 |
167-12 |
|
1.618 |
166-25 |
|
2.618 |
165-27 |
|
4.250 |
164-10 |
|
|
| Fisher Pivots for day following 19-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
168-29 |
168-30 |
| PP |
168-27 |
168-28 |
| S1 |
168-25 |
168-27 |
|