ECBOT 30 Year Treasury Bond Future March 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Jan-2021 | 26-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 168-31 | 170-04 | 1-05 | 0.7% | 169-01 |  
                        | High | 170-06 | 170-09 | 0-03 | 0.1% | 169-12 |  
                        | Low | 168-19 | 169-21 | 1-02 | 0.6% | 168-06 |  
                        | Close | 169-31 | 169-28 | -0-03 | -0.1% | 168-28 |  
                        | Range | 1-19 | 0-20 | -0-31 | -60.8% | 1-06 |  
                        | ATR | 1-07 | 1-06 | -0-01 | -3.5% | 0-00 |  
                        | Volume | 358,657 | 292,024 | -66,633 | -18.6% | 1,408,773 |  | 
    
| 
        
            | Daily Pivots for day following 26-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 171-26 | 171-15 | 170-07 |  |  
                | R3 | 171-06 | 170-27 | 170-02 |  |  
                | R2 | 170-18 | 170-18 | 170-00 |  |  
                | R1 | 170-07 | 170-07 | 169-30 | 170-03 |  
                | PP | 169-30 | 169-30 | 169-30 | 169-28 |  
                | S1 | 169-19 | 169-19 | 169-26 | 169-15 |  
                | S2 | 169-10 | 169-10 | 169-24 |  |  
                | S3 | 168-22 | 168-31 | 169-22 |  |  
                | S4 | 168-02 | 168-11 | 169-17 |  |  | 
        
            | Weekly Pivots for week ending 22-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 172-12 | 171-26 | 169-17 |  |  
                | R3 | 171-06 | 170-20 | 169-06 |  |  
                | R2 | 170-00 | 170-00 | 169-03 |  |  
                | R1 | 169-14 | 169-14 | 168-31 | 169-04 |  
                | PP | 168-26 | 168-26 | 168-26 | 168-21 |  
                | S1 | 168-08 | 168-08 | 168-25 | 167-30 |  
                | S2 | 167-20 | 167-20 | 168-21 |  |  
                | S3 | 166-14 | 167-02 | 168-18 |  |  
                | S4 | 165-08 | 165-28 | 168-07 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 170-09 | 168-06 | 2-03 | 1.2% | 1-00 | 0.6% | 81% | True | False | 332,189 |  
                | 10 | 170-09 | 167-11 | 2-30 | 1.7% | 1-03 | 0.7% | 86% | True | False | 374,006 |  
                | 20 | 173-11 | 167-11 | 6-00 | 3.5% | 1-05 | 0.7% | 42% | False | False | 368,181 |  
                | 40 | 175-10 | 167-11 | 7-31 | 4.7% | 1-08 | 0.7% | 32% | False | False | 347,259 |  
                | 60 | 177-07 | 167-11 | 9-28 | 5.8% | 1-13 | 0.8% | 26% | False | False | 267,537 |  
                | 80 | 178-12 | 167-11 | 11-01 | 6.5% | 1-10 | 0.8% | 23% | False | False | 200,766 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 172-30 |  
            | 2.618 | 171-29 |  
            | 1.618 | 171-09 |  
            | 1.000 | 170-29 |  
            | 0.618 | 170-21 |  
            | HIGH | 170-09 |  
            | 0.618 | 170-01 |  
            | 0.500 | 169-31 |  
            | 0.382 | 169-29 |  
            | LOW | 169-21 |  
            | 0.618 | 169-09 |  
            | 1.000 | 169-01 |  
            | 1.618 | 168-21 |  
            | 2.618 | 168-01 |  
            | 4.250 | 167-00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 169-31 | 169-21 |  
                                | PP | 169-30 | 169-15 |  
                                | S1 | 169-29 | 169-08 |  |