ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 13-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
168-02 |
168-11 |
0-09 |
0.2% |
172-27 |
High |
168-12 |
169-22 |
1-10 |
0.8% |
173-11 |
Low |
167-11 |
168-08 |
0-29 |
0.5% |
168-05 |
Close |
168-06 |
169-12 |
1-06 |
0.7% |
168-24 |
Range |
1-01 |
1-14 |
0-13 |
39.4% |
5-06 |
ATR |
1-09 |
1-09 |
0-01 |
1.2% |
0-00 |
Volume |
415,761 |
469,065 |
53,304 |
12.8% |
2,450,560 |
|
Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173-13 |
172-27 |
170-05 |
|
R3 |
171-31 |
171-13 |
169-25 |
|
R2 |
170-17 |
170-17 |
169-20 |
|
R1 |
169-31 |
169-31 |
169-16 |
170-08 |
PP |
169-03 |
169-03 |
169-03 |
169-08 |
S1 |
168-17 |
168-17 |
169-08 |
168-26 |
S2 |
167-21 |
167-21 |
169-04 |
|
S3 |
166-07 |
167-03 |
168-31 |
|
S4 |
164-25 |
165-21 |
168-19 |
|
|
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 |
169-31 |
167-11 |
2-20 |
1.5% |
1-06 |
0.7% |
77% |
False |
False |
426,290 |
10 |
173-11 |
167-11 |
6-00 |
3.5% |
1-09 |
0.8% |
34% |
False |
False |
409,364 |
20 |
173-31 |
167-11 |
6-20 |
3.9% |
1-07 |
0.7% |
31% |
False |
False |
346,395 |
40 |
175-21 |
167-11 |
8-10 |
4.9% |
1-08 |
0.7% |
24% |
False |
False |
328,779 |
60 |
177-07 |
167-11 |
9-28 |
5.8% |
1-13 |
0.8% |
21% |
False |
False |
220,088 |
80 |
178-29 |
167-11 |
11-18 |
6.8% |
1-09 |
0.8% |
18% |
False |
False |
165,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175-26 |
2.618 |
173-14 |
1.618 |
172-00 |
1.000 |
171-04 |
0.618 |
170-18 |
HIGH |
169-22 |
0.618 |
169-04 |
0.500 |
168-31 |
0.382 |
168-26 |
LOW |
168-08 |
0.618 |
167-12 |
1.000 |
166-26 |
1.618 |
165-30 |
2.618 |
164-16 |
4.250 |
162-04 |
|
|
Fisher Pivots for day following 13-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
169-08 |
169-03 |
PP |
169-03 |
168-26 |
S1 |
168-31 |
168-17 |
|