ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
168-15 |
168-02 |
-0-13 |
-0.2% |
172-27 |
| High |
168-31 |
168-12 |
-0-19 |
-0.4% |
173-11 |
| Low |
168-01 |
167-11 |
-0-22 |
-0.4% |
168-05 |
| Close |
168-11 |
168-06 |
-0-05 |
-0.1% |
168-24 |
| Range |
0-30 |
1-01 |
0-03 |
10.0% |
5-06 |
| ATR |
1-09 |
1-09 |
-0-01 |
-1.5% |
0-00 |
| Volume |
317,353 |
415,761 |
98,408 |
31.0% |
2,450,560 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-02 |
170-21 |
168-24 |
|
| R3 |
170-01 |
169-20 |
168-15 |
|
| R2 |
169-00 |
169-00 |
168-12 |
|
| R1 |
168-19 |
168-19 |
168-09 |
168-25 |
| PP |
167-31 |
167-31 |
167-31 |
168-02 |
| S1 |
167-18 |
167-18 |
168-03 |
167-25 |
| S2 |
166-30 |
166-30 |
168-00 |
|
| S3 |
165-29 |
166-17 |
167-29 |
|
| S4 |
164-28 |
165-16 |
167-20 |
|
|
| 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 |
172-10 |
167-11 |
4-31 |
3.0% |
1-16 |
0.9% |
17% |
False |
True |
470,737 |
| 10 |
173-11 |
167-11 |
6-00 |
3.6% |
1-07 |
0.7% |
14% |
False |
True |
384,751 |
| 20 |
173-31 |
167-11 |
6-20 |
3.9% |
1-07 |
0.7% |
13% |
False |
True |
338,193 |
| 40 |
175-21 |
167-11 |
8-10 |
4.9% |
1-08 |
0.7% |
10% |
False |
True |
317,214 |
| 60 |
177-07 |
167-11 |
9-28 |
5.9% |
1-12 |
0.8% |
9% |
False |
True |
212,273 |
| 80 |
178-29 |
167-11 |
11-18 |
6.9% |
1-09 |
0.8% |
7% |
False |
True |
159,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-24 |
|
2.618 |
171-02 |
|
1.618 |
170-01 |
|
1.000 |
169-13 |
|
0.618 |
169-00 |
|
HIGH |
168-12 |
|
0.618 |
167-31 |
|
0.500 |
167-28 |
|
0.382 |
167-24 |
|
LOW |
167-11 |
|
0.618 |
166-23 |
|
1.000 |
166-10 |
|
1.618 |
165-22 |
|
2.618 |
164-21 |
|
4.250 |
162-31 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
168-03 |
168-12 |
| PP |
167-31 |
168-10 |
| S1 |
167-28 |
168-08 |
|