ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 18-Mar-2021
Day Change Summary
Previous Current
17-Mar-2021 18-Mar-2021 Change Change % Previous Week
Open 157-16 156-04 -1-12 -0.9% 157-30
High 157-21 156-29 -0-24 -0.5% 160-15
Low 156-05 154-27 -1-10 -0.8% 156-31
Close 156-22 155-17 -1-05 -0.7% 157-04
Range 1-16 2-02 0-18 37.5% 3-16
ATR 1-18 1-19 0-01 2.4% 0-00
Volume 1,279 30 -1,249 -97.7% 4,690
Daily Pivots for day following 18-Mar-2021
Classic Woodie Camarilla DeMark
R4 161-30 160-26 156-21
R3 159-28 158-24 156-03
R2 157-26 157-26 155-29
R1 156-22 156-22 155-23 156-07
PP 155-24 155-24 155-24 155-17
S1 154-20 154-20 155-11 154-05
S2 153-22 153-22 155-05
S3 151-20 152-18 154-31
S4 149-18 150-16 154-13
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
5 158-12 154-27 3-17 2.3% 1-11 0.9% 19% False True 463
10 160-15 154-27 5-20 3.6% 1-10 0.8% 12% False True 802
20 164-22 154-27 9-27 6.3% 1-23 1.1% 7% False True 206,800
40 170-29 154-27 16-02 10.3% 1-15 0.9% 4% False True 316,985
60 173-24 154-27 18-29 12.2% 1-12 0.9% 4% False True 329,318
80 175-21 154-27 20-26 13.4% 1-11 0.9% 3% False True 339,230
100 177-07 154-27 22-12 14.4% 1-14 0.9% 3% False True 273,725
120 178-29 154-27 24-02 15.5% 1-11 0.9% 3% False True 228,143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 165-22
2.618 162-10
1.618 160-08
1.000 158-31
0.618 158-06
HIGH 156-29
0.618 156-04
0.500 155-28
0.382 155-20
LOW 154-27
0.618 153-18
1.000 152-25
1.618 151-16
2.618 149-14
4.250 146-03
Fisher Pivots for day following 18-Mar-2021
Pivot 1 day 3 day
R1 155-28 156-16
PP 155-24 156-05
S1 155-21 155-27

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

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