ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 11-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2021 |
11-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
167-02 |
167-23 |
0-21 |
0.4% |
169-08 |
| High |
167-25 |
168-00 |
0-07 |
0.1% |
169-12 |
| Low |
166-21 |
167-01 |
0-12 |
0.2% |
166-13 |
| Close |
167-17 |
167-08 |
-0-09 |
-0.2% |
166-23 |
| Range |
1-04 |
0-31 |
-0-05 |
-13.9% |
2-31 |
| ATR |
1-04 |
1-04 |
0-00 |
-1.1% |
0-00 |
| Volume |
412,919 |
434,473 |
21,554 |
5.2% |
1,797,299 |
|
| Daily Pivots for day following 11-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-11 |
169-24 |
167-25 |
|
| R3 |
169-12 |
168-25 |
167-17 |
|
| R2 |
168-13 |
168-13 |
167-14 |
|
| R1 |
167-26 |
167-26 |
167-11 |
167-20 |
| PP |
167-14 |
167-14 |
167-14 |
167-11 |
| S1 |
166-27 |
166-27 |
167-05 |
166-21 |
| S2 |
166-15 |
166-15 |
167-02 |
|
| S3 |
165-16 |
165-28 |
166-31 |
|
| S4 |
164-17 |
164-29 |
166-23 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176-13 |
174-17 |
168-11 |
|
| R3 |
173-14 |
171-18 |
167-17 |
|
| R2 |
170-15 |
170-15 |
167-08 |
|
| R1 |
168-19 |
168-19 |
167-00 |
168-02 |
| PP |
167-16 |
167-16 |
167-16 |
167-07 |
| S1 |
165-20 |
165-20 |
166-14 |
165-03 |
| S2 |
164-17 |
164-17 |
166-06 |
|
| S3 |
161-18 |
162-21 |
165-29 |
|
| S4 |
158-19 |
159-22 |
165-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
168-00 |
166-03 |
1-29 |
1.1% |
1-03 |
0.6% |
61% |
True |
False |
425,261 |
| 10 |
169-29 |
166-03 |
3-26 |
2.3% |
1-01 |
0.6% |
30% |
False |
False |
398,321 |
| 20 |
170-29 |
166-03 |
4-26 |
2.9% |
1-03 |
0.7% |
24% |
False |
False |
387,464 |
| 40 |
173-31 |
166-03 |
7-28 |
4.7% |
1-05 |
0.7% |
15% |
False |
False |
366,930 |
| 60 |
175-21 |
166-03 |
9-18 |
5.7% |
1-07 |
0.7% |
12% |
False |
False |
348,341 |
| 80 |
177-07 |
166-03 |
11-04 |
6.7% |
1-10 |
0.8% |
10% |
False |
False |
261,932 |
| 100 |
178-29 |
166-03 |
12-26 |
7.7% |
1-08 |
0.7% |
9% |
False |
False |
209,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-04 |
|
2.618 |
170-17 |
|
1.618 |
169-18 |
|
1.000 |
168-31 |
|
0.618 |
168-19 |
|
HIGH |
168-00 |
|
0.618 |
167-20 |
|
0.500 |
167-17 |
|
0.382 |
167-13 |
|
LOW |
167-01 |
|
0.618 |
166-14 |
|
1.000 |
166-02 |
|
1.618 |
165-15 |
|
2.618 |
164-16 |
|
4.250 |
162-29 |
|
|
| Fisher Pivots for day following 11-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
167-17 |
167-11 |
| PP |
167-14 |
167-10 |
| S1 |
167-11 |
167-09 |
|