ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 03-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2021 |
03-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
160-31 |
161-12 |
0-13 |
0.3% |
163-01 |
| High |
161-18 |
161-13 |
-0-05 |
-0.1% |
163-13 |
| Low |
160-11 |
159-14 |
-0-29 |
-0.6% |
157-23 |
| Close |
161-00 |
160-02 |
-0-30 |
-0.6% |
160-24 |
| Range |
1-07 |
1-31 |
0-24 |
61.5% |
5-22 |
| ATR |
1-22 |
1-23 |
0-01 |
1.2% |
0-00 |
| Volume |
5,277 |
2,948 |
-2,329 |
-44.1% |
3,488,886 |
|
| Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-07 |
165-03 |
161-05 |
|
| R3 |
164-08 |
163-04 |
160-19 |
|
| R2 |
162-09 |
162-09 |
160-14 |
|
| R1 |
161-05 |
161-05 |
160-08 |
160-24 |
| PP |
160-10 |
160-10 |
160-10 |
160-03 |
| S1 |
159-06 |
159-06 |
159-28 |
158-24 |
| S2 |
158-11 |
158-11 |
159-22 |
|
| S3 |
156-12 |
157-07 |
159-17 |
|
| S4 |
154-13 |
155-08 |
158-31 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-22 |
174-29 |
163-28 |
|
| R3 |
172-00 |
169-07 |
162-10 |
|
| R2 |
166-10 |
166-10 |
161-25 |
|
| R1 |
163-17 |
163-17 |
161-09 |
162-03 |
| PP |
160-20 |
160-20 |
160-20 |
159-29 |
| S1 |
157-27 |
157-27 |
160-07 |
156-13 |
| S2 |
154-30 |
154-30 |
159-23 |
|
| S3 |
149-08 |
152-05 |
159-06 |
|
| S4 |
143-18 |
146-15 |
157-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162-19 |
157-23 |
4-28 |
3.0% |
2-17 |
1.6% |
48% |
False |
False |
93,746 |
| 10 |
165-08 |
157-23 |
7-17 |
4.7% |
2-03 |
1.3% |
31% |
False |
False |
461,947 |
| 20 |
168-20 |
157-23 |
10-29 |
6.8% |
1-21 |
1.0% |
21% |
False |
False |
459,156 |
| 40 |
173-01 |
157-23 |
15-10 |
9.6% |
1-14 |
0.9% |
15% |
False |
False |
435,222 |
| 60 |
174-09 |
157-23 |
16-18 |
10.3% |
1-12 |
0.9% |
14% |
False |
False |
389,281 |
| 80 |
177-07 |
157-23 |
19-16 |
12.2% |
1-13 |
0.9% |
12% |
False |
False |
341,829 |
| 100 |
177-23 |
157-23 |
20-00 |
12.5% |
1-12 |
0.9% |
12% |
False |
False |
273,665 |
| 120 |
178-29 |
157-23 |
21-06 |
13.2% |
1-09 |
0.8% |
11% |
False |
False |
228,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-25 |
|
2.618 |
166-18 |
|
1.618 |
164-19 |
|
1.000 |
163-12 |
|
0.618 |
162-20 |
|
HIGH |
161-13 |
|
0.618 |
160-21 |
|
0.500 |
160-14 |
|
0.382 |
160-06 |
|
LOW |
159-14 |
|
0.618 |
158-07 |
|
1.000 |
157-15 |
|
1.618 |
156-08 |
|
2.618 |
154-09 |
|
4.250 |
151-02 |
|
|
| Fisher Pivots for day following 03-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-14 |
160-28 |
| PP |
160-10 |
160-19 |
| S1 |
160-06 |
160-11 |
|