ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 02-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2021 |
02-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
169-08 |
168-27 |
-0-13 |
-0.2% |
168-31 |
| High |
169-12 |
169-01 |
-0-11 |
-0.2% |
170-29 |
| Low |
168-22 |
168-02 |
-0-20 |
-0.4% |
168-13 |
| Close |
169-00 |
168-14 |
-0-18 |
-0.3% |
168-23 |
| Range |
0-22 |
0-31 |
0-09 |
40.9% |
2-16 |
| ATR |
1-07 |
1-06 |
-0-01 |
-1.4% |
0-00 |
| Volume |
310,470 |
289,925 |
-20,545 |
-6.6% |
2,172,451 |
|
| Daily Pivots for day following 02-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-13 |
170-29 |
168-31 |
|
| R3 |
170-14 |
169-30 |
168-23 |
|
| R2 |
169-15 |
169-15 |
168-20 |
|
| R1 |
168-31 |
168-31 |
168-17 |
168-24 |
| PP |
168-16 |
168-16 |
168-16 |
168-13 |
| S1 |
168-00 |
168-00 |
168-11 |
167-24 |
| S2 |
167-17 |
167-17 |
168-08 |
|
| S3 |
166-18 |
167-01 |
168-05 |
|
| S4 |
165-19 |
166-02 |
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 |
168-02 |
2-27 |
1.7% |
1-07 |
0.7% |
13% |
False |
True |
424,433 |
| 10 |
170-29 |
168-02 |
2-27 |
1.7% |
1-03 |
0.7% |
13% |
False |
True |
378,311 |
| 20 |
173-01 |
167-11 |
5-22 |
3.4% |
1-08 |
0.7% |
19% |
False |
False |
411,288 |
| 40 |
174-09 |
167-11 |
6-30 |
4.1% |
1-07 |
0.7% |
16% |
False |
False |
354,344 |
| 60 |
177-07 |
167-11 |
9-28 |
5.9% |
1-10 |
0.8% |
11% |
False |
False |
302,719 |
| 80 |
177-23 |
167-11 |
10-12 |
6.2% |
1-10 |
0.8% |
11% |
False |
False |
227,292 |
| 100 |
178-29 |
167-11 |
11-18 |
6.9% |
1-07 |
0.7% |
9% |
False |
False |
181,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173-05 |
|
2.618 |
171-18 |
|
1.618 |
170-19 |
|
1.000 |
170-00 |
|
0.618 |
169-20 |
|
HIGH |
169-01 |
|
0.618 |
168-21 |
|
0.500 |
168-18 |
|
0.382 |
168-14 |
|
LOW |
168-02 |
|
0.618 |
167-15 |
|
1.000 |
167-03 |
|
1.618 |
166-16 |
|
2.618 |
165-17 |
|
4.250 |
163-30 |
|
|
| Fisher Pivots for day following 02-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
168-18 |
169-00 |
| PP |
168-16 |
168-26 |
| S1 |
168-15 |
168-20 |
|