ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 17-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
157-30 |
157-16 |
-0-14 |
-0.3% |
157-30 |
| High |
158-04 |
157-21 |
-0-15 |
-0.3% |
160-15 |
| Low |
157-08 |
156-05 |
-1-03 |
-0.7% |
156-31 |
| Close |
157-12 |
156-22 |
-0-22 |
-0.4% |
157-04 |
| Range |
0-28 |
1-16 |
0-20 |
71.4% |
3-16 |
| ATR |
1-18 |
1-18 |
0-00 |
-0.2% |
0-00 |
| Volume |
330 |
1,279 |
949 |
287.6% |
4,690 |
|
| Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-11 |
160-16 |
157-16 |
|
| R3 |
159-27 |
159-00 |
157-03 |
|
| R2 |
158-11 |
158-11 |
156-31 |
|
| R1 |
157-16 |
157-16 |
156-26 |
157-06 |
| PP |
156-27 |
156-27 |
156-27 |
156-21 |
| S1 |
156-00 |
156-00 |
156-18 |
155-22 |
| S2 |
155-11 |
155-11 |
156-13 |
|
| S3 |
153-27 |
154-16 |
156-09 |
|
| S4 |
152-11 |
153-00 |
155-28 |
|
|
| 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 |
156-05 |
4-10 |
2.8% |
1-07 |
0.8% |
12% |
False |
True |
708 |
| 10 |
160-15 |
156-05 |
4-10 |
2.8% |
1-10 |
0.8% |
12% |
False |
True |
1,056 |
| 20 |
165-08 |
156-05 |
9-03 |
5.8% |
1-22 |
1.1% |
6% |
False |
True |
231,501 |
| 40 |
170-29 |
156-05 |
14-24 |
9.4% |
1-14 |
0.9% |
4% |
False |
True |
324,420 |
| 60 |
173-24 |
156-05 |
17-19 |
11.2% |
1-12 |
0.9% |
3% |
False |
True |
333,660 |
| 80 |
175-21 |
156-05 |
19-16 |
12.4% |
1-11 |
0.9% |
3% |
False |
True |
340,555 |
| 100 |
177-07 |
156-05 |
21-02 |
13.4% |
1-13 |
0.9% |
3% |
False |
True |
273,756 |
| 120 |
178-29 |
156-05 |
22-24 |
14.5% |
1-11 |
0.9% |
2% |
False |
True |
228,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-01 |
|
2.618 |
161-19 |
|
1.618 |
160-03 |
|
1.000 |
159-05 |
|
0.618 |
158-19 |
|
HIGH |
157-21 |
|
0.618 |
157-03 |
|
0.500 |
156-29 |
|
0.382 |
156-23 |
|
LOW |
156-05 |
|
0.618 |
155-07 |
|
1.000 |
154-21 |
|
1.618 |
153-23 |
|
2.618 |
152-07 |
|
4.250 |
149-25 |
|
|
| Fisher Pivots for day following 17-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-29 |
157-05 |
| PP |
156-27 |
157-00 |
| S1 |
156-24 |
156-27 |
|