ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 16-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
157-07 |
157-30 |
0-23 |
0.5% |
157-30 |
| High |
157-29 |
158-04 |
0-07 |
0.1% |
160-15 |
| Low |
157-01 |
157-08 |
0-07 |
0.1% |
156-31 |
| Close |
157-20 |
157-12 |
-0-08 |
-0.2% |
157-04 |
| Range |
0-28 |
0-28 |
0-00 |
0.0% |
3-16 |
| ATR |
1-19 |
1-18 |
-0-02 |
-3.2% |
0-00 |
| Volume |
447 |
330 |
-117 |
-26.2% |
4,690 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-07 |
159-21 |
157-27 |
|
| R3 |
159-11 |
158-25 |
157-20 |
|
| R2 |
158-15 |
158-15 |
157-17 |
|
| R1 |
157-29 |
157-29 |
157-15 |
157-24 |
| PP |
157-19 |
157-19 |
157-19 |
157-16 |
| S1 |
157-01 |
157-01 |
157-09 |
156-28 |
| S2 |
156-23 |
156-23 |
157-07 |
|
| S3 |
155-27 |
156-05 |
157-04 |
|
| S4 |
154-31 |
155-09 |
156-29 |
|
|
| 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% |
1-04 |
0.7% |
12% |
False |
False |
640 |
| 10 |
161-13 |
156-31 |
4-14 |
2.8% |
1-12 |
0.9% |
9% |
False |
False |
1,222 |
| 20 |
165-08 |
156-31 |
8-09 |
5.3% |
1-22 |
1.1% |
5% |
False |
False |
266,447 |
| 40 |
170-29 |
156-31 |
13-30 |
8.9% |
1-13 |
0.9% |
3% |
False |
False |
334,350 |
| 60 |
173-24 |
156-31 |
16-25 |
10.7% |
1-11 |
0.9% |
2% |
False |
False |
339,896 |
| 80 |
175-21 |
156-31 |
18-22 |
11.9% |
1-11 |
0.8% |
2% |
False |
False |
340,963 |
| 100 |
177-07 |
156-31 |
20-08 |
12.9% |
1-13 |
0.9% |
2% |
False |
False |
273,746 |
| 120 |
178-29 |
156-31 |
21-30 |
13.9% |
1-11 |
0.9% |
2% |
False |
False |
228,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-27 |
|
2.618 |
160-13 |
|
1.618 |
159-17 |
|
1.000 |
159-00 |
|
0.618 |
158-21 |
|
HIGH |
158-04 |
|
0.618 |
157-25 |
|
0.500 |
157-22 |
|
0.382 |
157-19 |
|
LOW |
157-08 |
|
0.618 |
156-23 |
|
1.000 |
156-12 |
|
1.618 |
155-27 |
|
2.618 |
154-31 |
|
4.250 |
153-17 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
157-22 |
157-22 |
| PP |
157-19 |
157-18 |
| S1 |
157-15 |
157-15 |
|