ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 27-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2021 |
27-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
170-04 |
170-01 |
-0-03 |
-0.1% |
169-01 |
| High |
170-09 |
170-25 |
0-16 |
0.3% |
169-12 |
| Low |
169-21 |
169-20 |
-0-01 |
0.0% |
168-06 |
| Close |
169-28 |
170-14 |
0-18 |
0.3% |
168-28 |
| Range |
0-20 |
1-05 |
0-17 |
85.0% |
1-06 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.2% |
0-00 |
| Volume |
292,024 |
430,437 |
138,413 |
47.4% |
1,408,773 |
|
| Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-24 |
173-08 |
171-02 |
|
| R3 |
172-19 |
172-03 |
170-24 |
|
| R2 |
171-14 |
171-14 |
170-21 |
|
| R1 |
170-30 |
170-30 |
170-17 |
171-06 |
| PP |
170-09 |
170-09 |
170-09 |
170-13 |
| S1 |
169-25 |
169-25 |
170-11 |
170-01 |
| S2 |
169-04 |
169-04 |
170-07 |
|
| S3 |
167-31 |
168-20 |
170-04 |
|
| S4 |
166-26 |
167-15 |
169-26 |
|
|
| 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 |
170-25 |
168-06 |
2-19 |
1.5% |
1-03 |
0.6% |
87% |
True |
False |
358,795 |
| 10 |
170-25 |
168-01 |
2-24 |
1.6% |
1-04 |
0.7% |
87% |
True |
False |
375,474 |
| 20 |
173-11 |
167-11 |
6-00 |
3.5% |
1-06 |
0.7% |
52% |
False |
False |
380,112 |
| 40 |
175-10 |
167-11 |
7-31 |
4.7% |
1-08 |
0.7% |
39% |
False |
False |
353,606 |
| 60 |
177-07 |
167-11 |
9-28 |
5.8% |
1-12 |
0.8% |
31% |
False |
False |
274,697 |
| 80 |
178-12 |
167-11 |
11-01 |
6.5% |
1-10 |
0.8% |
28% |
False |
False |
206,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175-22 |
|
2.618 |
173-26 |
|
1.618 |
172-21 |
|
1.000 |
171-30 |
|
0.618 |
171-16 |
|
HIGH |
170-25 |
|
0.618 |
170-11 |
|
0.500 |
170-07 |
|
0.382 |
170-02 |
|
LOW |
169-20 |
|
0.618 |
168-29 |
|
1.000 |
168-15 |
|
1.618 |
167-24 |
|
2.618 |
166-19 |
|
4.250 |
164-23 |
|
|
| Fisher Pivots for day following 27-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
170-12 |
170-06 |
| PP |
170-09 |
169-30 |
| S1 |
170-07 |
169-22 |
|