ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 03-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2021 |
03-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
168-27 |
168-18 |
-0-09 |
-0.2% |
168-31 |
High |
169-01 |
168-20 |
-0-13 |
-0.2% |
170-29 |
Low |
168-02 |
167-19 |
-0-15 |
-0.3% |
168-13 |
Close |
168-14 |
167-27 |
-0-19 |
-0.4% |
168-23 |
Range |
0-31 |
1-01 |
0-02 |
6.4% |
2-16 |
ATR |
1-06 |
1-06 |
0-00 |
-0.9% |
0-00 |
Volume |
289,925 |
311,975 |
22,050 |
7.6% |
2,172,451 |
|
Daily Pivots for day following 03-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171-04 |
170-16 |
168-13 |
|
R3 |
170-03 |
169-15 |
168-04 |
|
R2 |
169-02 |
169-02 |
168-01 |
|
R1 |
168-14 |
168-14 |
167-30 |
168-08 |
PP |
168-01 |
168-01 |
168-01 |
167-29 |
S1 |
167-13 |
167-13 |
167-24 |
167-07 |
S2 |
167-00 |
167-00 |
167-21 |
|
S3 |
165-31 |
166-12 |
167-18 |
|
S4 |
164-30 |
165-11 |
167-09 |
|
|
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 |
167-19 |
3-10 |
2.0% |
1-06 |
0.7% |
8% |
False |
True |
400,740 |
10 |
170-29 |
167-19 |
3-10 |
2.0% |
1-04 |
0.7% |
8% |
False |
True |
379,768 |
20 |
172-10 |
167-11 |
4-31 |
3.0% |
1-07 |
0.7% |
10% |
False |
False |
405,606 |
40 |
174-09 |
167-11 |
6-30 |
4.1% |
1-06 |
0.7% |
7% |
False |
False |
351,532 |
60 |
176-12 |
167-11 |
9-01 |
5.4% |
1-10 |
0.8% |
6% |
False |
False |
307,834 |
80 |
177-23 |
167-11 |
10-12 |
6.2% |
1-10 |
0.8% |
5% |
False |
False |
231,191 |
100 |
178-29 |
167-11 |
11-18 |
6.9% |
1-07 |
0.7% |
4% |
False |
False |
185,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
173-00 |
2.618 |
171-10 |
1.618 |
170-09 |
1.000 |
169-21 |
0.618 |
169-08 |
HIGH |
168-20 |
0.618 |
168-07 |
0.500 |
168-04 |
0.382 |
168-00 |
LOW |
167-19 |
0.618 |
166-31 |
1.000 |
166-18 |
1.618 |
165-30 |
2.618 |
164-29 |
4.250 |
163-07 |
|
|
Fisher Pivots for day following 03-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
168-04 |
168-16 |
PP |
168-01 |
168-09 |
S1 |
167-30 |
168-02 |
|