ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 08-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
169-23 |
168-30 |
-0-25 |
-0.5% |
172-27 |
High |
169-31 |
169-13 |
-0-18 |
-0.3% |
173-11 |
Low |
168-21 |
168-05 |
-0-16 |
-0.3% |
168-05 |
Close |
169-07 |
168-24 |
-0-15 |
-0.3% |
168-24 |
Range |
1-10 |
1-08 |
-0-02 |
-4.8% |
5-06 |
ATR |
1-11 |
1-10 |
0-00 |
-0.4% |
0-00 |
Volume |
412,161 |
517,111 |
104,950 |
25.5% |
2,450,560 |
|
Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172-17 |
171-28 |
169-14 |
|
R3 |
171-09 |
170-20 |
169-03 |
|
R2 |
170-01 |
170-01 |
168-31 |
|
R1 |
169-12 |
169-12 |
168-28 |
169-03 |
PP |
168-25 |
168-25 |
168-25 |
168-20 |
S1 |
168-04 |
168-04 |
168-20 |
167-27 |
S2 |
167-17 |
167-17 |
168-17 |
|
S3 |
166-09 |
166-28 |
168-13 |
|
S4 |
165-01 |
165-20 |
168-02 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
185-21 |
182-12 |
171-19 |
|
R3 |
180-15 |
177-06 |
170-06 |
|
R2 |
175-09 |
175-09 |
169-22 |
|
R1 |
172-00 |
172-00 |
169-07 |
171-02 |
PP |
170-03 |
170-03 |
170-03 |
169-19 |
S1 |
166-26 |
166-26 |
168-09 |
165-28 |
S2 |
164-29 |
164-29 |
167-26 |
|
S3 |
159-23 |
161-20 |
167-10 |
|
S4 |
154-17 |
156-14 |
165-29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
173-11 |
168-05 |
5-06 |
3.1% |
1-19 |
0.9% |
11% |
False |
True |
490,112 |
10 |
173-11 |
168-05 |
5-06 |
3.1% |
1-07 |
0.7% |
11% |
False |
True |
341,556 |
20 |
174-09 |
168-05 |
6-04 |
3.6% |
1-07 |
0.7% |
10% |
False |
True |
334,282 |
40 |
175-21 |
168-05 |
7-16 |
4.4% |
1-09 |
0.8% |
8% |
False |
True |
299,169 |
60 |
177-23 |
168-05 |
9-18 |
5.7% |
1-12 |
0.8% |
6% |
False |
True |
200,062 |
80 |
178-29 |
168-05 |
10-24 |
6.4% |
1-09 |
0.8% |
6% |
False |
True |
150,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
174-23 |
2.618 |
172-22 |
1.618 |
171-14 |
1.000 |
170-21 |
0.618 |
170-06 |
HIGH |
169-13 |
0.618 |
168-30 |
0.500 |
168-25 |
0.382 |
168-20 |
LOW |
168-05 |
0.618 |
167-12 |
1.000 |
166-29 |
1.618 |
166-04 |
2.618 |
164-28 |
4.250 |
162-27 |
|
|
Fisher Pivots for day following 08-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
168-25 |
170-08 |
PP |
168-25 |
169-24 |
S1 |
168-24 |
169-08 |
|