ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 26-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2021 |
26-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
168-31 |
170-04 |
1-05 |
0.7% |
169-01 |
High |
170-06 |
170-09 |
0-03 |
0.1% |
169-12 |
Low |
168-19 |
169-21 |
1-02 |
0.6% |
168-06 |
Close |
169-31 |
169-28 |
-0-03 |
-0.1% |
168-28 |
Range |
1-19 |
0-20 |
-0-31 |
-60.8% |
1-06 |
ATR |
1-07 |
1-06 |
-0-01 |
-3.5% |
0-00 |
Volume |
358,657 |
292,024 |
-66,633 |
-18.6% |
1,408,773 |
|
Daily Pivots for day following 26-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171-26 |
171-15 |
170-07 |
|
R3 |
171-06 |
170-27 |
170-02 |
|
R2 |
170-18 |
170-18 |
170-00 |
|
R1 |
170-07 |
170-07 |
169-30 |
170-03 |
PP |
169-30 |
169-30 |
169-30 |
169-28 |
S1 |
169-19 |
169-19 |
169-26 |
169-15 |
S2 |
169-10 |
169-10 |
169-24 |
|
S3 |
168-22 |
168-31 |
169-22 |
|
S4 |
168-02 |
168-11 |
169-17 |
|
|
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 |
170-09 |
168-06 |
2-03 |
1.2% |
1-00 |
0.6% |
81% |
True |
False |
332,189 |
10 |
170-09 |
167-11 |
2-30 |
1.7% |
1-03 |
0.7% |
86% |
True |
False |
374,006 |
20 |
173-11 |
167-11 |
6-00 |
3.5% |
1-05 |
0.7% |
42% |
False |
False |
368,181 |
40 |
175-10 |
167-11 |
7-31 |
4.7% |
1-08 |
0.7% |
32% |
False |
False |
347,259 |
60 |
177-07 |
167-11 |
9-28 |
5.8% |
1-13 |
0.8% |
26% |
False |
False |
267,537 |
80 |
178-12 |
167-11 |
11-01 |
6.5% |
1-10 |
0.8% |
23% |
False |
False |
200,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
172-30 |
2.618 |
171-29 |
1.618 |
171-09 |
1.000 |
170-29 |
0.618 |
170-21 |
HIGH |
170-09 |
0.618 |
170-01 |
0.500 |
169-31 |
0.382 |
169-29 |
LOW |
169-21 |
0.618 |
169-09 |
1.000 |
169-01 |
1.618 |
168-21 |
2.618 |
168-01 |
4.250 |
167-00 |
|
|
Fisher Pivots for day following 26-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
169-31 |
169-21 |
PP |
169-30 |
169-15 |
S1 |
169-29 |
169-08 |
|