ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 23-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2021 |
23-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
163-01 |
162-15 |
-0-18 |
-0.3% |
165-26 |
| High |
163-13 |
162-25 |
-0-20 |
-0.4% |
165-28 |
| Low |
162-02 |
161-23 |
-0-11 |
-0.2% |
162-26 |
| Close |
162-12 |
162-05 |
-0-07 |
-0.1% |
163-03 |
| Range |
1-11 |
1-02 |
-0-09 |
-20.9% |
3-02 |
| ATR |
1-10 |
1-10 |
-0-01 |
-1.4% |
0-00 |
| Volume |
996,758 |
1,080,853 |
84,095 |
8.4% |
2,490,783 |
|
| Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-13 |
164-27 |
162-24 |
|
| R3 |
164-11 |
163-25 |
162-14 |
|
| R2 |
163-09 |
163-09 |
162-11 |
|
| R1 |
162-23 |
162-23 |
162-08 |
162-15 |
| PP |
162-07 |
162-07 |
162-07 |
162-03 |
| S1 |
161-21 |
161-21 |
162-02 |
161-13 |
| S2 |
161-05 |
161-05 |
161-31 |
|
| S3 |
160-03 |
160-19 |
161-28 |
|
| S4 |
159-01 |
159-17 |
161-18 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-04 |
171-05 |
164-25 |
|
| R3 |
170-02 |
168-03 |
163-30 |
|
| R2 |
167-00 |
167-00 |
163-21 |
|
| R1 |
165-01 |
165-01 |
163-12 |
164-16 |
| PP |
163-30 |
163-30 |
163-30 |
163-21 |
| S1 |
161-31 |
161-31 |
162-26 |
161-14 |
| S2 |
160-28 |
160-28 |
162-17 |
|
| S3 |
157-26 |
158-29 |
162-08 |
|
| S4 |
154-24 |
155-27 |
161-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-08 |
161-23 |
3-17 |
2.2% |
1-15 |
0.9% |
12% |
False |
True |
777,618 |
| 10 |
168-00 |
161-23 |
6-09 |
3.9% |
1-12 |
0.8% |
7% |
False |
True |
614,540 |
| 20 |
170-29 |
161-23 |
9-06 |
5.7% |
1-07 |
0.8% |
5% |
False |
True |
508,287 |
| 40 |
173-11 |
161-23 |
11-20 |
7.2% |
1-07 |
0.7% |
4% |
False |
True |
433,667 |
| 60 |
175-10 |
161-23 |
13-19 |
8.4% |
1-08 |
0.8% |
3% |
False |
True |
403,421 |
| 80 |
177-07 |
161-23 |
15-16 |
9.6% |
1-12 |
0.8% |
3% |
False |
True |
324,112 |
| 100 |
178-26 |
161-23 |
17-03 |
10.5% |
1-10 |
0.8% |
3% |
False |
True |
259,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-10 |
|
2.618 |
165-18 |
|
1.618 |
164-16 |
|
1.000 |
163-27 |
|
0.618 |
163-14 |
|
HIGH |
162-25 |
|
0.618 |
162-12 |
|
0.500 |
162-08 |
|
0.382 |
162-04 |
|
LOW |
161-23 |
|
0.618 |
161-02 |
|
1.000 |
160-21 |
|
1.618 |
160-00 |
|
2.618 |
158-30 |
|
4.250 |
157-07 |
|
|
| Fisher Pivots for day following 23-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
162-08 |
163-07 |
| PP |
162-07 |
162-27 |
| S1 |
162-06 |
162-16 |
|