ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 12-Mar-2021
Day Change Summary
Previous Current
11-Mar-2021 12-Mar-2021 Change Change % Previous Week
Open 159-13 158-12 -1-01 -0.6% 157-30
High 160-15 158-12 -2-03 -1.3% 160-15
Low 158-31 156-31 -2-00 -1.3% 156-31
Close 159-14 157-04 -2-10 -1.5% 157-04
Range 1-16 1-13 -0-03 -6.3% 3-16
ATR 1-19 1-21 0-02 3.9% 0-00
Volume 1,254 233 -1,021 -81.4% 4,690
Daily Pivots for day following 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 161-23 160-26 157-29
R3 160-10 159-13 157-16
R2 158-29 158-29 157-12
R1 158-00 158-00 157-08 157-24
PP 157-16 157-16 157-16 157-12
S1 156-19 156-19 157-00 156-11
S2 156-03 156-03 156-28
S3 154-22 155-06 156-24
S4 153-09 153-25 156-11
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 168-22 166-13 159-02
R3 165-06 162-29 158-03
R2 161-22 161-22 157-25
R1 159-13 159-13 157-14 158-26
PP 158-06 158-06 158-06 157-28
S1 155-29 155-29 156-26 155-10
S2 154-22 154-22 156-15
S3 151-06 152-13 156-05
S4 147-22 148-29 155-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160-15 156-31 3-16 2.2% 1-07 0.8% 4% False True 938
10 162-09 156-31 5-10 3.4% 1-16 1.0% 3% False True 2,880
20 167-14 156-31 10-15 6.7% 1-25 1.1% 1% False True 320,987
40 170-29 156-31 13-30 8.9% 1-14 0.9% 1% False True 354,225
60 173-31 156-31 17-00 10.8% 1-12 0.9% 1% False True 351,615
80 175-21 156-31 18-22 11.9% 1-11 0.9% 1% False True 341,502
100 177-07 156-31 20-08 12.9% 1-13 0.9% 1% False True 273,743
120 178-29 156-31 21-30 14.0% 1-11 0.9% 1% False True 228,211
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164-11
2.618 162-02
1.618 160-21
1.000 159-25
0.618 159-08
HIGH 158-12
0.618 157-27
0.500 157-22
0.382 157-16
LOW 156-31
0.618 156-03
1.000 155-18
1.618 154-22
2.618 153-09
4.250 151-00
Fisher Pivots for day following 12-Mar-2021
Pivot 1 day 3 day
R1 157-22 158-23
PP 157-16 158-06
S1 157-10 157-21

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

View Archives - Comment on this page... - Back to Index of Symbols