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

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

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