ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 04-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
168-18 |
167-19 |
-0-31 |
-0.6% |
168-31 |
High |
168-20 |
167-25 |
-0-27 |
-0.5% |
170-29 |
Low |
167-19 |
167-02 |
-0-17 |
-0.3% |
168-13 |
Close |
167-27 |
167-15 |
-0-12 |
-0.2% |
168-23 |
Range |
1-01 |
0-23 |
-0-10 |
-30.3% |
2-16 |
ATR |
1-06 |
1-05 |
-0-01 |
-2.4% |
0-00 |
Volume |
311,975 |
333,614 |
21,639 |
6.9% |
2,172,451 |
|
Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169-19 |
169-08 |
167-28 |
|
R3 |
168-28 |
168-17 |
167-21 |
|
R2 |
168-05 |
168-05 |
167-19 |
|
R1 |
167-26 |
167-26 |
167-17 |
167-20 |
PP |
167-14 |
167-14 |
167-14 |
167-11 |
S1 |
167-03 |
167-03 |
167-13 |
166-29 |
S2 |
166-23 |
166-23 |
167-11 |
|
S3 |
166-00 |
166-12 |
167-09 |
|
S4 |
165-09 |
165-21 |
167-02 |
|
|
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 |
169-29 |
167-02 |
2-27 |
1.7% |
0-31 |
0.6% |
14% |
False |
True |
371,382 |
10 |
170-29 |
167-02 |
3-27 |
2.3% |
1-03 |
0.7% |
11% |
False |
True |
373,810 |
20 |
170-29 |
167-02 |
3-27 |
2.3% |
1-04 |
0.7% |
11% |
False |
True |
387,722 |
40 |
174-09 |
167-02 |
7-07 |
4.3% |
1-05 |
0.7% |
6% |
False |
True |
352,410 |
60 |
175-21 |
167-02 |
8-19 |
5.1% |
1-09 |
0.8% |
5% |
False |
True |
313,380 |
80 |
177-23 |
167-02 |
10-21 |
6.4% |
1-10 |
0.8% |
4% |
False |
True |
235,361 |
100 |
178-29 |
167-02 |
11-27 |
7.1% |
1-07 |
0.7% |
3% |
False |
True |
188,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170-27 |
2.618 |
169-21 |
1.618 |
168-30 |
1.000 |
168-16 |
0.618 |
168-07 |
HIGH |
167-25 |
0.618 |
167-16 |
0.500 |
167-14 |
0.382 |
167-11 |
LOW |
167-02 |
0.618 |
166-20 |
1.000 |
166-11 |
1.618 |
165-29 |
2.618 |
165-06 |
4.250 |
164-00 |
|
|
Fisher Pivots for day following 04-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
167-15 |
168-02 |
PP |
167-14 |
167-27 |
S1 |
167-14 |
167-21 |
|