ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 07-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
171-30 |
169-23 |
-2-07 |
-1.3% |
172-30 |
High |
172-10 |
169-31 |
-2-11 |
-1.4% |
173-08 |
Low |
169-13 |
168-21 |
-0-24 |
-0.4% |
171-27 |
Close |
169-23 |
169-07 |
-0-16 |
-0.3% |
173-06 |
Range |
2-29 |
1-10 |
-1-19 |
-54.8% |
1-13 |
ATR |
1-11 |
1-11 |
0-00 |
-0.1% |
0-00 |
Volume |
691,300 |
412,161 |
-279,139 |
-40.4% |
855,655 |
|
Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173-07 |
172-17 |
169-30 |
|
R3 |
171-29 |
171-07 |
169-19 |
|
R2 |
170-19 |
170-19 |
169-15 |
|
R1 |
169-29 |
169-29 |
169-11 |
169-19 |
PP |
169-09 |
169-09 |
169-09 |
169-04 |
S1 |
168-19 |
168-19 |
169-03 |
168-09 |
S2 |
167-31 |
167-31 |
168-31 |
|
S3 |
166-21 |
167-09 |
168-27 |
|
S4 |
165-11 |
165-31 |
168-16 |
|
|
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 |
168-21 |
4-22 |
2.8% |
1-16 |
0.9% |
12% |
False |
True |
429,413 |
10 |
173-14 |
168-21 |
4-25 |
2.8% |
1-09 |
0.8% |
12% |
False |
True |
324,578 |
20 |
174-09 |
168-21 |
5-20 |
3.3% |
1-07 |
0.7% |
10% |
False |
True |
323,759 |
40 |
175-21 |
168-21 |
7-00 |
4.1% |
1-09 |
0.8% |
8% |
False |
True |
286,454 |
60 |
177-23 |
168-21 |
9-02 |
5.4% |
1-12 |
0.8% |
6% |
False |
True |
191,444 |
80 |
178-29 |
168-21 |
10-08 |
6.1% |
1-08 |
0.7% |
5% |
False |
True |
143,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175-18 |
2.618 |
173-13 |
1.618 |
172-03 |
1.000 |
171-09 |
0.618 |
170-25 |
HIGH |
169-31 |
0.618 |
169-15 |
0.500 |
169-10 |
0.382 |
169-05 |
LOW |
168-21 |
0.618 |
167-27 |
1.000 |
167-11 |
1.618 |
166-17 |
2.618 |
165-07 |
4.250 |
163-03 |
|
|
Fisher Pivots for day following 07-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
169-10 |
170-27 |
PP |
169-09 |
170-10 |
S1 |
169-08 |
169-24 |
|