ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 05-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
159-23 |
158-12 |
-1-11 |
-0.8% |
162-01 |
| High |
160-15 |
159-01 |
-1-14 |
-0.9% |
162-09 |
| Low |
158-11 |
157-14 |
-0-29 |
-0.6% |
157-14 |
| Close |
158-20 |
158-24 |
0-04 |
0.1% |
158-24 |
| Range |
2-04 |
1-19 |
-0-17 |
-25.0% |
4-27 |
| ATR |
1-24 |
1-23 |
0-00 |
-0.6% |
0-00 |
| Volume |
2,569 |
1,245 |
-1,324 |
-51.5% |
24,110 |
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-06 |
162-18 |
159-20 |
|
| R3 |
161-19 |
160-31 |
159-06 |
|
| R2 |
160-00 |
160-00 |
159-01 |
|
| R1 |
159-12 |
159-12 |
158-29 |
159-22 |
| PP |
158-13 |
158-13 |
158-13 |
158-18 |
| S1 |
157-25 |
157-25 |
158-19 |
158-03 |
| S2 |
156-26 |
156-26 |
158-15 |
|
| S3 |
155-07 |
156-06 |
158-10 |
|
| S4 |
153-20 |
154-19 |
157-28 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-01 |
171-07 |
161-13 |
|
| R3 |
169-06 |
166-12 |
160-03 |
|
| R2 |
164-11 |
164-11 |
159-20 |
|
| R1 |
161-17 |
161-17 |
159-06 |
160-17 |
| PP |
159-16 |
159-16 |
159-16 |
158-31 |
| S1 |
156-22 |
156-22 |
158-10 |
155-21 |
| S2 |
154-21 |
154-21 |
157-28 |
|
| S3 |
149-26 |
151-27 |
157-13 |
|
| S4 |
144-31 |
147-00 |
156-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162-09 |
157-14 |
4-27 |
3.1% |
1-24 |
1.1% |
27% |
False |
True |
4,822 |
| 10 |
163-13 |
157-14 |
5-31 |
3.8% |
2-04 |
1.3% |
22% |
False |
True |
351,299 |
| 20 |
168-00 |
157-14 |
10-18 |
6.7% |
1-24 |
1.1% |
12% |
False |
True |
427,067 |
| 40 |
170-29 |
157-14 |
13-15 |
8.5% |
1-14 |
0.9% |
10% |
False |
True |
407,395 |
| 60 |
174-09 |
157-14 |
16-27 |
10.6% |
1-11 |
0.9% |
8% |
False |
True |
377,296 |
| 80 |
175-21 |
157-14 |
18-07 |
11.5% |
1-13 |
0.9% |
7% |
False |
True |
341,802 |
| 100 |
177-23 |
157-14 |
20-09 |
12.8% |
1-13 |
0.9% |
6% |
False |
True |
273,702 |
| 120 |
178-29 |
157-14 |
21-15 |
13.5% |
1-10 |
0.8% |
6% |
False |
True |
228,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-26 |
|
2.618 |
163-07 |
|
1.618 |
161-20 |
|
1.000 |
160-20 |
|
0.618 |
160-01 |
|
HIGH |
159-01 |
|
0.618 |
158-14 |
|
0.500 |
158-08 |
|
0.382 |
158-01 |
|
LOW |
157-14 |
|
0.618 |
156-14 |
|
1.000 |
155-27 |
|
1.618 |
154-27 |
|
2.618 |
153-08 |
|
4.250 |
150-21 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
158-19 |
159-14 |
| PP |
158-13 |
159-06 |
| S1 |
158-08 |
158-31 |
|