ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 20-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
169-01 |
169-00 |
-0-01 |
0.0% |
168-15 |
High |
169-08 |
169-12 |
0-04 |
0.1% |
169-22 |
Low |
168-10 |
168-21 |
0-11 |
0.2% |
167-11 |
Close |
168-31 |
169-00 |
0-01 |
0.0% |
168-26 |
Range |
0-30 |
0-23 |
-0-07 |
-23.3% |
2-11 |
ATR |
1-09 |
1-07 |
-0-01 |
-3.1% |
0-00 |
Volume |
398,505 |
297,408 |
-101,097 |
-25.4% |
1,997,963 |
|
Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171-05 |
170-26 |
169-13 |
|
R3 |
170-14 |
170-03 |
169-06 |
|
R2 |
169-23 |
169-23 |
169-04 |
|
R1 |
169-12 |
169-12 |
169-02 |
169-11 |
PP |
169-00 |
169-00 |
169-00 |
169-00 |
S1 |
168-21 |
168-21 |
168-30 |
168-21 |
S2 |
168-09 |
168-09 |
168-28 |
|
S3 |
167-18 |
167-30 |
168-26 |
|
S4 |
166-27 |
167-07 |
168-19 |
|
|
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 |
168-01 |
1-21 |
1.0% |
1-05 |
0.7% |
58% |
False |
False |
392,152 |
10 |
172-10 |
167-11 |
4-31 |
2.9% |
1-10 |
0.8% |
33% |
False |
False |
431,444 |
20 |
173-24 |
167-11 |
6-13 |
3.8% |
1-07 |
0.7% |
26% |
False |
False |
353,984 |
40 |
175-21 |
167-11 |
8-10 |
4.9% |
1-08 |
0.7% |
20% |
False |
False |
361,475 |
60 |
177-07 |
167-11 |
9-28 |
5.8% |
1-13 |
0.8% |
17% |
False |
False |
244,884 |
80 |
178-29 |
167-11 |
11-18 |
6.8% |
1-10 |
0.8% |
14% |
False |
False |
183,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
172-14 |
2.618 |
171-08 |
1.618 |
170-17 |
1.000 |
170-03 |
0.618 |
169-26 |
HIGH |
169-12 |
0.618 |
169-03 |
0.500 |
169-01 |
0.382 |
168-30 |
LOW |
168-21 |
0.618 |
168-07 |
1.000 |
167-30 |
1.618 |
167-16 |
2.618 |
166-25 |
4.250 |
165-19 |
|
|
Fisher Pivots for day following 20-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
169-01 |
168-29 |
PP |
169-00 |
168-26 |
S1 |
169-00 |
168-24 |
|