ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 04-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
172-28 |
172-27 |
-0-01 |
0.0% |
172-30 |
High |
173-08 |
173-11 |
0-03 |
0.1% |
173-08 |
Low |
172-18 |
172-04 |
-0-14 |
-0.3% |
171-27 |
Close |
173-06 |
173-01 |
-0-05 |
-0.1% |
173-06 |
Range |
0-22 |
1-07 |
0-17 |
77.3% |
1-13 |
ATR |
1-06 |
1-06 |
0-00 |
0.1% |
0-00 |
Volume |
213,618 |
404,379 |
190,761 |
89.3% |
855,655 |
|
Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-16 |
175-31 |
173-22 |
|
R3 |
175-09 |
174-24 |
173-12 |
|
R2 |
174-02 |
174-02 |
173-08 |
|
R1 |
173-17 |
173-17 |
173-05 |
173-26 |
PP |
172-27 |
172-27 |
172-27 |
172-31 |
S1 |
172-10 |
172-10 |
172-29 |
172-19 |
S2 |
171-20 |
171-20 |
172-26 |
|
S3 |
170-13 |
171-03 |
172-22 |
|
S4 |
169-06 |
169-28 |
172-12 |
|
|
Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-31 |
176-16 |
173-31 |
|
R3 |
175-18 |
175-03 |
173-18 |
|
R2 |
174-05 |
174-05 |
173-14 |
|
R1 |
173-22 |
173-22 |
173-10 |
173-29 |
PP |
172-24 |
172-24 |
172-24 |
172-28 |
S1 |
172-09 |
172-09 |
173-02 |
172-17 |
S2 |
171-11 |
171-11 |
172-30 |
|
S3 |
169-30 |
170-28 |
172-26 |
|
S4 |
168-17 |
169-15 |
172-13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
173-11 |
171-27 |
1-16 |
0.9% |
0-29 |
0.5% |
79% |
True |
False |
252,006 |
10 |
173-24 |
171-16 |
2-08 |
1.3% |
1-02 |
0.6% |
68% |
False |
False |
260,017 |
20 |
174-09 |
171-04 |
3-05 |
1.8% |
1-06 |
0.7% |
60% |
False |
False |
297,400 |
40 |
177-07 |
170-20 |
6-19 |
3.8% |
1-11 |
0.8% |
36% |
False |
False |
248,435 |
60 |
177-23 |
170-20 |
7-03 |
4.1% |
1-10 |
0.8% |
34% |
False |
False |
165,960 |
80 |
178-29 |
170-20 |
8-09 |
4.8% |
1-06 |
0.7% |
29% |
False |
False |
124,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178-17 |
2.618 |
176-17 |
1.618 |
175-10 |
1.000 |
174-18 |
0.618 |
174-03 |
HIGH |
173-11 |
0.618 |
172-28 |
0.500 |
172-24 |
0.382 |
172-19 |
LOW |
172-04 |
0.618 |
171-12 |
1.000 |
170-29 |
1.618 |
170-05 |
2.618 |
168-30 |
4.250 |
166-30 |
|
|
Fisher Pivots for day following 04-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
172-30 |
172-29 |
PP |
172-27 |
172-26 |
S1 |
172-24 |
172-22 |
|