ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 06-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
173-01 |
171-30 |
-1-03 |
-0.6% |
172-30 |
High |
173-01 |
172-10 |
-0-23 |
-0.4% |
173-08 |
Low |
171-23 |
169-13 |
-2-10 |
-1.3% |
171-27 |
Close |
172-00 |
169-23 |
-2-09 |
-1.3% |
173-06 |
Range |
1-10 |
2-29 |
1-19 |
121.4% |
1-13 |
ATR |
1-07 |
1-11 |
0-04 |
10.0% |
0-00 |
Volume |
425,609 |
691,300 |
265,691 |
62.4% |
855,655 |
|
Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
179-06 |
177-12 |
171-10 |
|
R3 |
176-09 |
174-15 |
170-17 |
|
R2 |
173-12 |
173-12 |
170-08 |
|
R1 |
171-18 |
171-18 |
170-00 |
171-01 |
PP |
170-15 |
170-15 |
170-15 |
170-07 |
S1 |
168-21 |
168-21 |
169-14 |
168-04 |
S2 |
167-18 |
167-18 |
169-06 |
|
S3 |
164-21 |
165-24 |
168-29 |
|
S4 |
161-24 |
162-27 |
168-04 |
|
|
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 |
169-13 |
3-30 |
2.3% |
1-13 |
0.8% |
8% |
False |
True |
392,438 |
10 |
173-14 |
169-13 |
4-01 |
2.4% |
1-07 |
0.7% |
8% |
False |
True |
305,918 |
20 |
174-09 |
169-13 |
4-28 |
2.9% |
1-07 |
0.7% |
6% |
False |
True |
317,098 |
40 |
175-21 |
169-13 |
6-08 |
3.7% |
1-11 |
0.8% |
5% |
False |
True |
276,209 |
60 |
177-23 |
169-13 |
8-10 |
4.9% |
1-12 |
0.8% |
4% |
False |
True |
184,574 |
80 |
178-29 |
169-13 |
9-16 |
5.6% |
1-08 |
0.7% |
3% |
False |
True |
138,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
184-21 |
2.618 |
179-29 |
1.618 |
177-00 |
1.000 |
175-07 |
0.618 |
174-03 |
HIGH |
172-10 |
0.618 |
171-06 |
0.500 |
170-28 |
0.382 |
170-17 |
LOW |
169-13 |
0.618 |
167-20 |
1.000 |
166-16 |
1.618 |
164-23 |
2.618 |
161-26 |
4.250 |
157-02 |
|
|
Fisher Pivots for day following 06-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
170-28 |
171-12 |
PP |
170-15 |
170-26 |
S1 |
170-03 |
170-09 |
|