ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 18-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2021 |
18-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
163-30 |
165-01 |
1-03 |
0.7% |
166-22 |
| High |
165-02 |
165-08 |
0-06 |
0.1% |
168-00 |
| Low |
163-17 |
163-25 |
0-08 |
0.2% |
165-28 |
| Close |
164-13 |
164-16 |
0-03 |
0.1% |
166-05 |
| Range |
1-17 |
1-15 |
-0-02 |
-4.1% |
2-04 |
| ATR |
1-08 |
1-09 |
0-00 |
1.2% |
0-00 |
| Volume |
700,191 |
494,056 |
-206,135 |
-29.4% |
1,986,263 |
|
| Daily Pivots for day following 18-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-29 |
168-06 |
165-10 |
|
| R3 |
167-14 |
166-23 |
164-29 |
|
| R2 |
165-31 |
165-31 |
164-25 |
|
| R1 |
165-08 |
165-08 |
164-20 |
164-28 |
| PP |
164-16 |
164-16 |
164-16 |
164-11 |
| S1 |
163-25 |
163-25 |
164-12 |
163-13 |
| S2 |
163-01 |
163-01 |
164-07 |
|
| S3 |
161-18 |
162-10 |
164-03 |
|
| S4 |
160-03 |
160-27 |
163-22 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-02 |
171-23 |
167-10 |
|
| R3 |
170-30 |
169-19 |
166-24 |
|
| R2 |
168-26 |
168-26 |
166-17 |
|
| R1 |
167-15 |
167-15 |
166-11 |
167-03 |
| PP |
166-22 |
166-22 |
166-22 |
166-15 |
| S1 |
165-11 |
165-11 |
165-31 |
164-31 |
| S2 |
164-18 |
164-18 |
165-25 |
|
| S3 |
162-14 |
163-07 |
165-18 |
|
| S4 |
160-10 |
161-03 |
165-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
168-00 |
163-17 |
4-15 |
2.7% |
1-16 |
0.9% |
22% |
False |
False |
544,058 |
| 10 |
168-00 |
163-17 |
4-15 |
2.7% |
1-08 |
0.8% |
22% |
False |
False |
474,574 |
| 20 |
170-29 |
163-17 |
7-12 |
4.5% |
1-06 |
0.7% |
13% |
False |
False |
427,171 |
| 40 |
173-24 |
163-17 |
10-07 |
6.2% |
1-07 |
0.7% |
9% |
False |
False |
390,577 |
| 60 |
175-21 |
163-17 |
12-04 |
7.4% |
1-07 |
0.7% |
8% |
False |
False |
383,373 |
| 80 |
177-07 |
163-17 |
13-22 |
8.3% |
1-11 |
0.8% |
7% |
False |
False |
290,456 |
| 100 |
178-29 |
163-17 |
15-12 |
9.3% |
1-09 |
0.8% |
6% |
False |
False |
232,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-16 |
|
2.618 |
169-03 |
|
1.618 |
167-20 |
|
1.000 |
166-23 |
|
0.618 |
166-05 |
|
HIGH |
165-08 |
|
0.618 |
164-22 |
|
0.500 |
164-17 |
|
0.382 |
164-11 |
|
LOW |
163-25 |
|
0.618 |
162-28 |
|
1.000 |
162-10 |
|
1.618 |
161-13 |
|
2.618 |
159-30 |
|
4.250 |
157-17 |
|
|
| Fisher Pivots for day following 18-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-17 |
164-23 |
| PP |
164-16 |
164-20 |
| S1 |
164-16 |
164-18 |
|