ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 31-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2021 |
31-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
155-01 |
155-10 |
0-09 |
0.2% |
154-13 |
| High |
155-12 |
155-14 |
0-02 |
0.0% |
157-08 |
| Low |
153-29 |
154-16 |
0-19 |
0.4% |
154-10 |
| Close |
155-01 |
154-19 |
-0-14 |
-0.3% |
155-31 |
| Range |
1-15 |
0-30 |
-0-17 |
-36.2% |
2-30 |
| ATR |
1-17 |
1-16 |
-0-01 |
-2.8% |
0-00 |
| Volume |
464,865 |
620,618 |
155,753 |
33.5% |
2,038,551 |
|
| Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-21 |
157-02 |
155-04 |
|
| R3 |
156-23 |
156-04 |
154-27 |
|
| R2 |
155-25 |
155-25 |
154-25 |
|
| R1 |
155-06 |
155-06 |
154-22 |
155-01 |
| PP |
154-27 |
154-27 |
154-27 |
154-24 |
| S1 |
154-08 |
154-08 |
154-16 |
154-03 |
| S2 |
153-29 |
153-29 |
154-14 |
|
| S3 |
152-31 |
153-10 |
154-11 |
|
| S4 |
152-01 |
152-12 |
154-03 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-21 |
163-08 |
157-19 |
|
| R3 |
161-23 |
160-10 |
156-25 |
|
| R2 |
158-25 |
158-25 |
156-16 |
|
| R1 |
157-12 |
157-12 |
156-08 |
158-03 |
| PP |
155-27 |
155-27 |
155-27 |
156-06 |
| S1 |
154-14 |
154-14 |
155-22 |
155-05 |
| S2 |
152-29 |
152-29 |
155-14 |
|
| S3 |
149-31 |
151-16 |
155-05 |
|
| S4 |
147-01 |
148-18 |
154-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-08 |
153-29 |
3-11 |
2.2% |
1-09 |
0.8% |
21% |
False |
False |
467,038 |
| 10 |
157-08 |
153-07 |
4-01 |
2.6% |
1-14 |
0.9% |
34% |
False |
False |
459,143 |
| 20 |
158-31 |
153-07 |
5-24 |
3.7% |
1-14 |
0.9% |
24% |
False |
False |
477,032 |
| 40 |
166-31 |
153-07 |
13-24 |
8.9% |
1-17 |
1.0% |
10% |
False |
False |
367,252 |
| 60 |
171-01 |
153-07 |
17-26 |
11.5% |
1-13 |
0.9% |
8% |
False |
False |
244,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-14 |
|
2.618 |
157-29 |
|
1.618 |
156-31 |
|
1.000 |
156-12 |
|
0.618 |
156-01 |
|
HIGH |
155-14 |
|
0.618 |
155-03 |
|
0.500 |
154-31 |
|
0.382 |
154-27 |
|
LOW |
154-16 |
|
0.618 |
153-29 |
|
1.000 |
153-18 |
|
1.618 |
152-31 |
|
2.618 |
152-01 |
|
4.250 |
150-16 |
|
|
| Fisher Pivots for day following 31-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
154-31 |
155-06 |
| PP |
154-27 |
154-31 |
| S1 |
154-23 |
154-25 |
|