ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 22-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2021 |
22-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
169-05 |
168-13 |
-0-24 |
-0.4% |
169-01 |
High |
169-11 |
169-05 |
-0-06 |
-0.1% |
169-12 |
Low |
168-06 |
168-07 |
0-01 |
0.0% |
168-06 |
Close |
168-14 |
168-28 |
0-14 |
0.3% |
168-28 |
Range |
1-05 |
0-30 |
-0-07 |
-18.9% |
1-06 |
ATR |
1-07 |
1-07 |
-0-01 |
-1.7% |
0-00 |
Volume |
393,186 |
319,674 |
-73,512 |
-18.7% |
1,408,773 |
|
Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171-18 |
171-05 |
169-12 |
|
R3 |
170-20 |
170-07 |
169-04 |
|
R2 |
169-22 |
169-22 |
169-02 |
|
R1 |
169-09 |
169-09 |
168-31 |
169-16 |
PP |
168-24 |
168-24 |
168-24 |
168-27 |
S1 |
168-11 |
168-11 |
168-25 |
168-18 |
S2 |
167-26 |
167-26 |
168-22 |
|
S3 |
166-28 |
167-13 |
168-20 |
|
S4 |
165-30 |
166-15 |
168-12 |
|
|
Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172-12 |
171-26 |
169-17 |
|
R3 |
171-06 |
170-20 |
169-06 |
|
R2 |
170-00 |
170-00 |
169-03 |
|
R1 |
169-14 |
169-14 |
168-31 |
169-04 |
PP |
168-26 |
168-26 |
168-26 |
168-21 |
S1 |
168-08 |
168-08 |
168-25 |
167-30 |
S2 |
167-20 |
167-20 |
168-21 |
|
S3 |
166-14 |
167-02 |
168-18 |
|
S4 |
165-08 |
165-28 |
168-07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
169-12 |
168-03 |
1-09 |
0.8% |
0-31 |
0.6% |
61% |
False |
False |
349,867 |
10 |
169-22 |
167-11 |
2-11 |
1.4% |
1-03 |
0.7% |
65% |
False |
False |
392,384 |
20 |
173-14 |
167-11 |
6-03 |
3.6% |
1-06 |
0.7% |
25% |
False |
False |
358,481 |
40 |
175-10 |
167-11 |
7-31 |
4.7% |
1-08 |
0.7% |
19% |
False |
False |
360,010 |
60 |
177-07 |
167-11 |
9-28 |
5.8% |
1-13 |
0.8% |
16% |
False |
False |
256,746 |
80 |
178-29 |
167-11 |
11-18 |
6.8% |
1-10 |
0.8% |
13% |
False |
False |
192,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
173-05 |
2.618 |
171-20 |
1.618 |
170-22 |
1.000 |
170-03 |
0.618 |
169-24 |
HIGH |
169-05 |
0.618 |
168-26 |
0.500 |
168-22 |
0.382 |
168-18 |
LOW |
168-07 |
0.618 |
167-20 |
1.000 |
167-09 |
1.618 |
166-22 |
2.618 |
165-24 |
4.250 |
164-08 |
|
|
Fisher Pivots for day following 22-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
168-26 |
168-27 |
PP |
168-24 |
168-26 |
S1 |
168-22 |
168-25 |
|