ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 25-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2021 |
25-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
168-13 |
168-31 |
0-18 |
0.3% |
169-01 |
| High |
169-05 |
170-06 |
1-01 |
0.6% |
169-12 |
| Low |
168-07 |
168-19 |
0-12 |
0.2% |
168-06 |
| Close |
168-28 |
169-31 |
1-03 |
0.6% |
168-28 |
| Range |
0-30 |
1-19 |
0-21 |
70.0% |
1-06 |
| ATR |
1-07 |
1-07 |
0-01 |
2.3% |
0-00 |
| Volume |
319,674 |
358,657 |
38,983 |
12.2% |
1,408,773 |
|
| Daily Pivots for day following 25-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-12 |
173-24 |
170-27 |
|
| R3 |
172-25 |
172-05 |
170-13 |
|
| R2 |
171-06 |
171-06 |
170-08 |
|
| R1 |
170-18 |
170-18 |
170-04 |
170-28 |
| PP |
169-19 |
169-19 |
169-19 |
169-24 |
| S1 |
168-31 |
168-31 |
169-26 |
169-09 |
| S2 |
168-00 |
168-00 |
169-22 |
|
| S3 |
166-13 |
167-12 |
169-17 |
|
| S4 |
164-26 |
165-25 |
169-03 |
|
|
| 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 |
170-06 |
168-06 |
2-00 |
1.2% |
1-02 |
0.6% |
89% |
True |
False |
353,486 |
| 10 |
170-06 |
167-11 |
2-27 |
1.7% |
1-04 |
0.7% |
92% |
True |
False |
376,539 |
| 20 |
173-11 |
167-11 |
6-00 |
3.5% |
1-06 |
0.7% |
44% |
False |
False |
359,047 |
| 40 |
175-10 |
167-11 |
7-31 |
4.7% |
1-08 |
0.7% |
33% |
False |
False |
350,987 |
| 60 |
177-07 |
167-11 |
9-28 |
5.8% |
1-13 |
0.8% |
27% |
False |
False |
262,721 |
| 80 |
178-26 |
167-11 |
11-15 |
6.7% |
1-11 |
0.8% |
23% |
False |
False |
197,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-31 |
|
2.618 |
174-12 |
|
1.618 |
172-25 |
|
1.000 |
171-25 |
|
0.618 |
171-06 |
|
HIGH |
170-06 |
|
0.618 |
169-19 |
|
0.500 |
169-13 |
|
0.382 |
169-06 |
|
LOW |
168-19 |
|
0.618 |
167-19 |
|
1.000 |
167-00 |
|
1.618 |
166-00 |
|
2.618 |
164-13 |
|
4.250 |
161-26 |
|
|
| Fisher Pivots for day following 25-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
169-25 |
169-23 |
| PP |
169-19 |
169-14 |
| S1 |
169-13 |
169-06 |
|