ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 25-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2021 |
25-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
162-18 |
161-19 |
-0-31 |
-0.6% |
165-26 |
| High |
162-29 |
161-24 |
-1-05 |
-0.7% |
165-28 |
| Low |
160-16 |
157-23 |
-2-25 |
-1.7% |
162-26 |
| Close |
161-17 |
159-22 |
-1-27 |
-1.1% |
163-03 |
| Range |
2-13 |
4-01 |
1-20 |
67.5% |
3-02 |
| ATR |
1-12 |
1-18 |
0-06 |
13.8% |
0-00 |
| Volume |
962,838 |
416,921 |
-545,917 |
-56.7% |
2,490,783 |
|
| Daily Pivots for day following 25-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-26 |
169-25 |
161-29 |
|
| R3 |
167-25 |
165-24 |
160-25 |
|
| R2 |
163-24 |
163-24 |
160-14 |
|
| R1 |
161-23 |
161-23 |
160-02 |
160-23 |
| PP |
159-23 |
159-23 |
159-23 |
159-07 |
| S1 |
157-22 |
157-22 |
159-10 |
156-22 |
| S2 |
155-22 |
155-22 |
158-30 |
|
| S3 |
151-21 |
153-21 |
158-19 |
|
| S4 |
147-20 |
149-20 |
157-15 |
|
|
| 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 |
164-22 |
157-23 |
6-31 |
4.4% |
2-05 |
1.3% |
28% |
False |
True |
814,720 |
| 10 |
168-00 |
157-23 |
10-09 |
6.4% |
1-26 |
1.1% |
19% |
False |
True |
679,389 |
| 20 |
170-29 |
157-23 |
13-06 |
8.3% |
1-15 |
0.9% |
15% |
False |
True |
541,152 |
| 40 |
173-11 |
157-23 |
15-20 |
9.8% |
1-10 |
0.8% |
13% |
False |
True |
460,632 |
| 60 |
175-10 |
157-23 |
17-19 |
11.0% |
1-10 |
0.8% |
11% |
False |
True |
416,121 |
| 80 |
177-07 |
157-23 |
19-16 |
12.2% |
1-13 |
0.9% |
10% |
False |
True |
341,311 |
| 100 |
178-12 |
157-23 |
20-21 |
12.9% |
1-11 |
0.8% |
10% |
False |
True |
273,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
178-28 |
|
2.618 |
172-10 |
|
1.618 |
168-09 |
|
1.000 |
165-25 |
|
0.618 |
164-08 |
|
HIGH |
161-24 |
|
0.618 |
160-07 |
|
0.500 |
159-24 |
|
0.382 |
159-08 |
|
LOW |
157-23 |
|
0.618 |
155-07 |
|
1.000 |
153-22 |
|
1.618 |
151-06 |
|
2.618 |
147-05 |
|
4.250 |
140-19 |
|
|
| Fisher Pivots for day following 25-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
159-24 |
160-10 |
| PP |
159-23 |
160-03 |
| S1 |
159-23 |
159-29 |
|