ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 15-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
169-13 |
168-04 |
-1-09 |
-0.8% |
168-15 |
High |
169-20 |
169-05 |
-0-15 |
-0.3% |
169-22 |
Low |
168-01 |
168-03 |
0-02 |
0.0% |
167-11 |
Close |
168-07 |
168-26 |
0-19 |
0.4% |
168-26 |
Range |
1-19 |
1-02 |
-0-17 |
-33.3% |
2-11 |
ATR |
1-10 |
1-09 |
-0-01 |
-1.4% |
0-00 |
Volume |
455,219 |
340,565 |
-114,654 |
-25.2% |
1,997,963 |
|
Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171-28 |
171-13 |
169-13 |
|
R3 |
170-26 |
170-11 |
169-03 |
|
R2 |
169-24 |
169-24 |
169-00 |
|
R1 |
169-09 |
169-09 |
168-29 |
169-17 |
PP |
168-22 |
168-22 |
168-22 |
168-26 |
S1 |
168-07 |
168-07 |
168-23 |
168-15 |
S2 |
167-20 |
167-20 |
168-20 |
|
S3 |
166-18 |
167-05 |
168-17 |
|
S4 |
165-16 |
166-03 |
168-07 |
|
|
Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175-21 |
174-18 |
170-03 |
|
R3 |
173-10 |
172-07 |
169-15 |
|
R2 |
170-31 |
170-31 |
169-08 |
|
R1 |
169-28 |
169-28 |
169-01 |
170-13 |
PP |
168-20 |
168-20 |
168-20 |
168-28 |
S1 |
167-17 |
167-17 |
168-19 |
168-03 |
S2 |
166-09 |
166-09 |
168-12 |
|
S3 |
163-30 |
165-06 |
168-05 |
|
S4 |
161-19 |
162-27 |
167-17 |
|
|
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% |
1-07 |
0.7% |
63% |
False |
False |
399,592 |
10 |
173-11 |
167-11 |
6-00 |
3.6% |
1-13 |
0.8% |
24% |
False |
False |
444,852 |
20 |
173-24 |
167-11 |
6-13 |
3.8% |
1-08 |
0.7% |
23% |
False |
False |
350,987 |
40 |
175-21 |
167-11 |
8-10 |
4.9% |
1-08 |
0.7% |
18% |
False |
False |
347,576 |
60 |
177-07 |
167-11 |
9-28 |
5.8% |
1-13 |
0.8% |
15% |
False |
False |
233,343 |
80 |
178-29 |
167-11 |
11-18 |
6.8% |
1-10 |
0.8% |
13% |
False |
False |
175,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
173-22 |
2.618 |
171-30 |
1.618 |
170-28 |
1.000 |
170-07 |
0.618 |
169-26 |
HIGH |
169-05 |
0.618 |
168-24 |
0.500 |
168-20 |
0.382 |
168-16 |
LOW |
168-03 |
0.618 |
167-14 |
1.000 |
167-01 |
1.618 |
166-12 |
2.618 |
165-10 |
4.250 |
163-19 |
|
|
Fisher Pivots for day following 15-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
168-24 |
168-28 |
PP |
168-22 |
168-27 |
S1 |
168-20 |
168-27 |
|