ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 05-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2021 |
05-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
167-19 |
167-11 |
-0-08 |
-0.1% |
169-08 |
High |
167-25 |
167-23 |
-0-02 |
0.0% |
169-12 |
Low |
167-02 |
166-13 |
-0-21 |
-0.4% |
166-13 |
Close |
167-15 |
166-23 |
-0-24 |
-0.4% |
166-23 |
Range |
0-23 |
1-10 |
0-19 |
82.6% |
2-31 |
ATR |
1-05 |
1-05 |
0-00 |
1.0% |
0-00 |
Volume |
333,614 |
551,315 |
217,701 |
65.3% |
1,797,299 |
|
Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170-28 |
170-04 |
167-14 |
|
R3 |
169-18 |
168-26 |
167-03 |
|
R2 |
168-08 |
168-08 |
166-31 |
|
R1 |
167-16 |
167-16 |
166-27 |
167-07 |
PP |
166-30 |
166-30 |
166-30 |
166-26 |
S1 |
166-06 |
166-06 |
166-19 |
165-29 |
S2 |
165-20 |
165-20 |
166-15 |
|
S3 |
164-10 |
164-28 |
166-11 |
|
S4 |
163-00 |
163-18 |
166-00 |
|
|
Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-13 |
174-17 |
168-11 |
|
R3 |
173-14 |
171-18 |
167-17 |
|
R2 |
170-15 |
170-15 |
167-08 |
|
R1 |
168-19 |
168-19 |
167-00 |
168-02 |
PP |
167-16 |
167-16 |
167-16 |
167-07 |
S1 |
165-20 |
165-20 |
166-14 |
165-03 |
S2 |
164-17 |
164-17 |
166-06 |
|
S3 |
161-18 |
162-21 |
165-29 |
|
S4 |
158-19 |
159-22 |
165-03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
169-12 |
166-13 |
2-31 |
1.8% |
0-30 |
0.6% |
11% |
False |
True |
359,459 |
10 |
170-29 |
166-13 |
4-16 |
2.7% |
1-04 |
0.7% |
7% |
False |
True |
396,975 |
20 |
170-29 |
166-13 |
4-16 |
2.7% |
1-04 |
0.7% |
7% |
False |
True |
394,679 |
40 |
174-09 |
166-13 |
7-28 |
4.7% |
1-05 |
0.7% |
4% |
False |
True |
359,219 |
60 |
175-21 |
166-13 |
9-08 |
5.5% |
1-07 |
0.7% |
3% |
False |
True |
322,529 |
80 |
177-23 |
166-13 |
11-10 |
6.8% |
1-10 |
0.8% |
3% |
False |
True |
242,253 |
100 |
178-29 |
166-13 |
12-16 |
7.5% |
1-07 |
0.7% |
3% |
False |
True |
193,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
173-10 |
2.618 |
171-05 |
1.618 |
169-27 |
1.000 |
169-01 |
0.618 |
168-17 |
HIGH |
167-23 |
0.618 |
167-07 |
0.500 |
167-02 |
0.382 |
166-29 |
LOW |
166-13 |
0.618 |
165-19 |
1.000 |
165-03 |
1.618 |
164-09 |
2.618 |
162-31 |
4.250 |
160-27 |
|
|
Fisher Pivots for day following 05-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
167-02 |
167-17 |
PP |
166-30 |
167-08 |
S1 |
166-27 |
167-00 |
|