ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 29-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2021 |
29-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
170-13 |
169-23 |
-0-22 |
-0.4% |
168-31 |
High |
170-29 |
169-29 |
-1-00 |
-0.6% |
170-29 |
Low |
169-06 |
168-13 |
-0-25 |
-0.5% |
168-13 |
Close |
169-18 |
168-23 |
-0-27 |
-0.5% |
168-23 |
Range |
1-23 |
1-16 |
-0-07 |
-12.7% |
2-16 |
ATR |
1-07 |
1-08 |
0-01 |
1.6% |
0-00 |
Volume |
480,407 |
610,926 |
130,519 |
27.2% |
2,172,451 |
|
Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173-16 |
172-20 |
169-17 |
|
R3 |
172-00 |
171-04 |
169-04 |
|
R2 |
170-16 |
170-16 |
169-00 |
|
R1 |
169-20 |
169-20 |
168-27 |
169-10 |
PP |
169-00 |
169-00 |
169-00 |
168-28 |
S1 |
168-04 |
168-04 |
168-19 |
167-26 |
S2 |
167-16 |
167-16 |
168-14 |
|
S3 |
166-00 |
166-20 |
168-10 |
|
S4 |
164-16 |
165-04 |
167-29 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-27 |
175-09 |
170-03 |
|
R3 |
174-11 |
172-25 |
169-13 |
|
R2 |
171-27 |
171-27 |
169-06 |
|
R1 |
170-09 |
170-09 |
168-30 |
169-26 |
PP |
169-11 |
169-11 |
169-11 |
169-04 |
S1 |
167-25 |
167-25 |
168-16 |
167-10 |
S2 |
166-27 |
166-27 |
168-08 |
|
S3 |
164-11 |
165-09 |
168-01 |
|
S4 |
161-27 |
162-25 |
167-11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
170-29 |
168-13 |
2-16 |
1.5% |
1-10 |
0.8% |
13% |
False |
True |
434,490 |
10 |
170-29 |
168-03 |
2-26 |
1.7% |
1-05 |
0.7% |
22% |
False |
False |
392,178 |
20 |
173-11 |
167-11 |
6-00 |
3.6% |
1-08 |
0.7% |
23% |
False |
False |
412,168 |
40 |
174-09 |
167-11 |
6-30 |
4.1% |
1-08 |
0.7% |
20% |
False |
False |
358,038 |
60 |
177-07 |
167-11 |
9-28 |
5.9% |
1-13 |
0.8% |
14% |
False |
False |
292,840 |
80 |
177-23 |
167-11 |
10-12 |
6.1% |
1-10 |
0.8% |
13% |
False |
False |
219,787 |
100 |
178-29 |
167-11 |
11-18 |
6.9% |
1-06 |
0.7% |
12% |
False |
False |
175,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176-09 |
2.618 |
173-27 |
1.618 |
172-11 |
1.000 |
171-13 |
0.618 |
170-27 |
HIGH |
169-29 |
0.618 |
169-11 |
0.500 |
169-05 |
0.382 |
168-31 |
LOW |
168-13 |
0.618 |
167-15 |
1.000 |
166-29 |
1.618 |
165-31 |
2.618 |
164-15 |
4.250 |
162-01 |
|
|
Fisher Pivots for day following 29-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
169-05 |
169-21 |
PP |
169-00 |
169-11 |
S1 |
168-28 |
169-01 |
|