ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 01-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2021 |
01-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
169-23 |
169-08 |
-0-15 |
-0.3% |
168-31 |
High |
169-29 |
169-12 |
-0-17 |
-0.3% |
170-29 |
Low |
168-13 |
168-22 |
0-09 |
0.2% |
168-13 |
Close |
168-23 |
169-00 |
0-09 |
0.2% |
168-23 |
Range |
1-16 |
0-22 |
-0-26 |
-54.2% |
2-16 |
ATR |
1-08 |
1-07 |
-0-01 |
-3.2% |
0-00 |
Volume |
610,926 |
310,470 |
-300,456 |
-49.2% |
2,172,451 |
|
Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171-03 |
170-23 |
169-12 |
|
R3 |
170-13 |
170-01 |
169-06 |
|
R2 |
169-23 |
169-23 |
169-04 |
|
R1 |
169-11 |
169-11 |
169-02 |
169-06 |
PP |
169-01 |
169-01 |
169-01 |
168-30 |
S1 |
168-21 |
168-21 |
168-30 |
168-16 |
S2 |
168-11 |
168-11 |
168-28 |
|
S3 |
167-21 |
167-31 |
168-26 |
|
S4 |
166-31 |
167-09 |
168-20 |
|
|
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% |
1-04 |
0.7% |
24% |
False |
False |
424,852 |
10 |
170-29 |
168-06 |
2-23 |
1.6% |
1-03 |
0.7% |
30% |
False |
False |
389,169 |
20 |
173-11 |
167-11 |
6-00 |
3.6% |
1-08 |
0.7% |
28% |
False |
False |
417,010 |
40 |
174-09 |
167-11 |
6-30 |
4.1% |
1-07 |
0.7% |
24% |
False |
False |
355,265 |
60 |
177-07 |
167-11 |
9-28 |
5.8% |
1-12 |
0.8% |
17% |
False |
False |
297,932 |
80 |
177-23 |
167-11 |
10-12 |
6.1% |
1-10 |
0.8% |
16% |
False |
False |
223,668 |
100 |
178-29 |
167-11 |
11-18 |
6.8% |
1-06 |
0.7% |
14% |
False |
False |
179,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
172-10 |
2.618 |
171-06 |
1.618 |
170-16 |
1.000 |
170-02 |
0.618 |
169-26 |
HIGH |
169-12 |
0.618 |
169-04 |
0.500 |
169-01 |
0.382 |
168-30 |
LOW |
168-22 |
0.618 |
168-08 |
1.000 |
168-00 |
1.618 |
167-18 |
2.618 |
166-28 |
4.250 |
165-24 |
|
|
Fisher Pivots for day following 01-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
169-01 |
169-21 |
PP |
169-01 |
169-14 |
S1 |
169-00 |
169-07 |
|