ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 28-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2021 |
28-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
170-01 |
170-13 |
0-12 |
0.2% |
169-01 |
High |
170-25 |
170-29 |
0-04 |
0.1% |
169-12 |
Low |
169-20 |
169-06 |
-0-14 |
-0.3% |
168-06 |
Close |
170-14 |
169-18 |
-0-28 |
-0.5% |
168-28 |
Range |
1-05 |
1-23 |
0-18 |
48.6% |
1-06 |
ATR |
1-06 |
1-07 |
0-01 |
3.2% |
0-00 |
Volume |
430,437 |
480,407 |
49,970 |
11.6% |
1,408,773 |
|
Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175-01 |
174-01 |
170-16 |
|
R3 |
173-10 |
172-10 |
170-01 |
|
R2 |
171-19 |
171-19 |
169-28 |
|
R1 |
170-19 |
170-19 |
169-23 |
170-08 |
PP |
169-28 |
169-28 |
169-28 |
169-23 |
S1 |
168-28 |
168-28 |
169-13 |
168-16 |
S2 |
168-05 |
168-05 |
169-08 |
|
S3 |
166-14 |
167-05 |
169-03 |
|
S4 |
164-23 |
165-14 |
168-20 |
|
|
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 |
170-29 |
168-07 |
2-22 |
1.6% |
1-07 |
0.7% |
50% |
True |
False |
376,239 |
10 |
170-29 |
168-01 |
2-28 |
1.7% |
1-05 |
0.7% |
53% |
True |
False |
376,608 |
20 |
173-11 |
167-11 |
6-00 |
3.5% |
1-07 |
0.7% |
37% |
False |
False |
392,986 |
40 |
175-05 |
167-11 |
7-26 |
4.6% |
1-09 |
0.7% |
28% |
False |
False |
354,348 |
60 |
177-07 |
167-11 |
9-28 |
5.8% |
1-13 |
0.8% |
22% |
False |
False |
282,686 |
80 |
177-23 |
167-11 |
10-12 |
6.1% |
1-10 |
0.8% |
21% |
False |
False |
212,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178-07 |
2.618 |
175-13 |
1.618 |
173-22 |
1.000 |
172-20 |
0.618 |
171-31 |
HIGH |
170-29 |
0.618 |
170-08 |
0.500 |
170-02 |
0.382 |
169-27 |
LOW |
169-06 |
0.618 |
168-04 |
1.000 |
167-15 |
1.618 |
166-13 |
2.618 |
164-22 |
4.250 |
161-28 |
|
|
Fisher Pivots for day following 28-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
170-02 |
170-02 |
PP |
169-28 |
169-28 |
S1 |
169-23 |
169-23 |
|