ECBOT 30 Year Treasury Bond Future March 2021

Trading Metrics calculated at close of trading on 08-Mar-2021

Day Change Summary
	Previous	Current
	05-Mar-2021	08-Mar-2021	Change	Change %	Previous Week
Open	158-12	157-30	-0-14	-0.3%	162-01
High	159-01	158-20	-0-13	-0.3%	162-09
Low	157-14	157-26	0-12	0.2%	157-14
Close	158-24	158-09	-0-15	-0.3%	158-24
Range	1-19	0-26	-0-25	-49.0%	4-27
ATR	1-23	1-21	-0-02	-3.3%	0-00
Volume	1,245	1,476	231	18.6%	24,110

Daily Pivots for day following 08-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	160-22	160-09	158-23
R3	159-28	159-15	158-16
R2	159-02	159-02	158-14
R1	158-21	158-21	158-11	158-28
PP	158-08	158-08	158-08	158-11
S1	157-27	157-27	158-07	158-02
S2	157-14	157-14	158-04
S3	156-20	157-01	158-02
S4	155-26	156-07	157-27

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	161-18	157-14	4-04	2.6%	1-17	1.0%	20%	False	False	2,703
10	162-29	157-14	5-15	3.5%	2-02	1.3%	15%	False	False	251,771
20	168-00	157-14	10-18	6.7%	1-23	1.1%	8%	False	False	399,575
40	170-29	157-14	13-15	8.5%	1-14	0.9%	6%	False	False	397,127
60	174-09	157-14	16-27	10.6%	1-11	0.9%	5%	False	False	372,671
80	175-21	157-14	18-07	11.5%	1-11	0.9%	5%	False	False	341,791
100	177-23	157-14	20-09	12.8%	1-13	0.9%	4%	False	False	273,717
120	178-29	157-14	21-15	13.6%	1-10	0.8%	4%	False	False	228,185

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-14
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	162-02
2.618	160-24
1.618	159-30
1.000	159-14
0.618	159-04
HIGH	158-20
0.618	158-10
0.500	158-07
0.382	158-04
LOW	157-26
0.618	157-10
1.000	157-00
1.618	156-16
2.618	155-22
4.250	154-12

Fisher Pivots for day following 08-Mar-2021
Pivot	1 day	3 day
R1	158-08	158-31
PP	158-08	158-23
S1	158-07	158-16

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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