ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 14-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
168-11 |
169-13 |
1-02 |
0.6% |
172-27 |
High |
169-22 |
169-20 |
-0-02 |
0.0% |
173-11 |
Low |
168-08 |
168-01 |
-0-07 |
-0.1% |
168-05 |
Close |
169-12 |
168-07 |
-1-05 |
-0.7% |
168-24 |
Range |
1-14 |
1-19 |
0-05 |
10.9% |
5-06 |
ATR |
1-09 |
1-10 |
0-01 |
1.7% |
0-00 |
Volume |
469,065 |
455,219 |
-13,846 |
-3.0% |
2,450,560 |
|
Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173-13 |
172-13 |
169-03 |
|
R3 |
171-26 |
170-26 |
168-21 |
|
R2 |
170-07 |
170-07 |
168-16 |
|
R1 |
169-07 |
169-07 |
168-12 |
168-30 |
PP |
168-20 |
168-20 |
168-20 |
168-15 |
S1 |
167-20 |
167-20 |
168-02 |
167-11 |
S2 |
167-01 |
167-01 |
167-30 |
|
S3 |
165-14 |
166-01 |
167-25 |
|
S4 |
163-27 |
164-14 |
167-11 |
|
|
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 |
169-22 |
167-11 |
2-11 |
1.4% |
1-08 |
0.7% |
37% |
False |
False |
434,901 |
10 |
173-11 |
167-11 |
6-00 |
3.6% |
1-12 |
0.8% |
15% |
False |
False |
432,157 |
20 |
173-24 |
167-11 |
6-13 |
3.8% |
1-08 |
0.7% |
14% |
False |
False |
354,999 |
40 |
175-21 |
167-11 |
8-10 |
4.9% |
1-08 |
0.8% |
11% |
False |
False |
339,682 |
60 |
177-07 |
167-11 |
9-28 |
5.9% |
1-13 |
0.8% |
9% |
False |
False |
227,669 |
80 |
178-29 |
167-11 |
11-18 |
6.9% |
1-09 |
0.8% |
8% |
False |
False |
170,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176-13 |
2.618 |
173-26 |
1.618 |
172-07 |
1.000 |
171-07 |
0.618 |
170-20 |
HIGH |
169-20 |
0.618 |
169-01 |
0.500 |
168-27 |
0.382 |
168-20 |
LOW |
168-01 |
0.618 |
167-01 |
1.000 |
166-14 |
1.618 |
165-14 |
2.618 |
163-27 |
4.250 |
161-08 |
|
|
Fisher Pivots for day following 14-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
168-27 |
168-17 |
PP |
168-20 |
168-13 |
S1 |
168-14 |
168-10 |
|