ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 04-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
161-12 |
159-23 |
-1-21 |
-1.0% |
163-01 |
| High |
161-13 |
160-15 |
-0-30 |
-0.6% |
163-13 |
| Low |
159-14 |
158-11 |
-1-03 |
-0.7% |
157-23 |
| Close |
160-02 |
158-20 |
-1-14 |
-0.9% |
160-24 |
| Range |
1-31 |
2-04 |
0-05 |
7.9% |
5-22 |
| ATR |
1-23 |
1-24 |
0-01 |
1.7% |
0-00 |
| Volume |
2,948 |
2,569 |
-379 |
-12.9% |
3,488,886 |
|
| Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-17 |
164-06 |
159-25 |
|
| R3 |
163-13 |
162-02 |
159-07 |
|
| R2 |
161-09 |
161-09 |
159-00 |
|
| R1 |
159-30 |
159-30 |
158-26 |
159-18 |
| PP |
159-05 |
159-05 |
159-05 |
158-30 |
| S1 |
157-26 |
157-26 |
158-14 |
157-14 |
| S2 |
157-01 |
157-01 |
158-08 |
|
| S3 |
154-29 |
155-22 |
158-01 |
|
| S4 |
152-25 |
153-18 |
157-15 |
|
|
| 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 |
158-11 |
4-08 |
2.7% |
2-05 |
1.4% |
7% |
False |
True |
10,876 |
| 10 |
164-22 |
157-23 |
6-31 |
4.4% |
2-05 |
1.4% |
13% |
False |
False |
412,798 |
| 20 |
168-00 |
157-23 |
10-09 |
6.5% |
1-23 |
1.1% |
9% |
False |
False |
443,686 |
| 40 |
172-10 |
157-23 |
14-19 |
9.2% |
1-15 |
0.9% |
6% |
False |
False |
424,646 |
| 60 |
174-09 |
157-23 |
16-18 |
10.4% |
1-11 |
0.9% |
5% |
False |
False |
382,250 |
| 80 |
176-12 |
157-23 |
18-21 |
11.8% |
1-13 |
0.9% |
5% |
False |
False |
341,797 |
| 100 |
177-23 |
157-23 |
20-00 |
12.6% |
1-12 |
0.9% |
5% |
False |
False |
273,690 |
| 120 |
178-29 |
157-23 |
21-06 |
13.4% |
1-10 |
0.8% |
4% |
False |
False |
228,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-16 |
|
2.618 |
166-01 |
|
1.618 |
163-29 |
|
1.000 |
162-19 |
|
0.618 |
161-25 |
|
HIGH |
160-15 |
|
0.618 |
159-21 |
|
0.500 |
159-13 |
|
0.382 |
159-05 |
|
LOW |
158-11 |
|
0.618 |
157-01 |
|
1.000 |
156-07 |
|
1.618 |
154-29 |
|
2.618 |
152-25 |
|
4.250 |
149-10 |
|
|
| Fisher Pivots for day following 04-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
159-13 |
159-31 |
| PP |
159-05 |
159-16 |
| S1 |
158-28 |
159-02 |
|