ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
159-16 |
159-13 |
-0-03 |
-0.1% |
162-01 |
| High |
159-28 |
160-15 |
0-19 |
0.4% |
162-09 |
| Low |
158-28 |
158-31 |
0-03 |
0.1% |
157-14 |
| Close |
159-22 |
159-14 |
-0-08 |
-0.2% |
158-24 |
| Range |
1-00 |
1-16 |
0-16 |
50.0% |
4-27 |
| ATR |
1-19 |
1-19 |
0-00 |
-0.5% |
0-00 |
| Volume |
936 |
1,254 |
318 |
34.0% |
24,110 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-04 |
163-09 |
160-08 |
|
| R3 |
162-20 |
161-25 |
159-27 |
|
| R2 |
161-04 |
161-04 |
159-23 |
|
| R1 |
160-09 |
160-09 |
159-18 |
160-23 |
| PP |
159-20 |
159-20 |
159-20 |
159-27 |
| S1 |
158-25 |
158-25 |
159-10 |
159-07 |
| S2 |
158-04 |
158-04 |
159-05 |
|
| S3 |
156-20 |
157-09 |
159-01 |
|
| S4 |
155-04 |
155-25 |
158-20 |
|
|
| 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 |
160-15 |
157-14 |
3-01 |
1.9% |
1-09 |
0.8% |
66% |
True |
False |
1,140 |
| 10 |
162-19 |
157-14 |
5-05 |
3.2% |
1-23 |
1.1% |
39% |
False |
False |
6,008 |
| 20 |
168-00 |
157-14 |
10-18 |
6.6% |
1-25 |
1.1% |
19% |
False |
False |
342,699 |
| 40 |
170-29 |
157-14 |
13-15 |
8.4% |
1-14 |
0.9% |
15% |
False |
False |
365,946 |
| 60 |
173-31 |
157-14 |
16-17 |
10.4% |
1-12 |
0.9% |
12% |
False |
False |
356,695 |
| 80 |
175-21 |
157-14 |
18-07 |
11.4% |
1-11 |
0.8% |
11% |
False |
False |
341,580 |
| 100 |
177-07 |
157-14 |
19-25 |
12.4% |
1-13 |
0.9% |
10% |
False |
False |
273,742 |
| 120 |
178-29 |
157-14 |
21-15 |
13.5% |
1-11 |
0.8% |
9% |
False |
False |
228,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-27 |
|
2.618 |
164-13 |
|
1.618 |
162-29 |
|
1.000 |
161-31 |
|
0.618 |
161-13 |
|
HIGH |
160-15 |
|
0.618 |
159-29 |
|
0.500 |
159-23 |
|
0.382 |
159-17 |
|
LOW |
158-31 |
|
0.618 |
158-01 |
|
1.000 |
157-15 |
|
1.618 |
156-17 |
|
2.618 |
155-01 |
|
4.250 |
152-19 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
159-23 |
159-13 |
| PP |
159-20 |
159-12 |
| S1 |
159-17 |
159-12 |
|