ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 08-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2021 |
08-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
167-11 |
166-22 |
-0-21 |
-0.4% |
169-08 |
High |
167-23 |
167-12 |
-0-11 |
-0.2% |
169-12 |
Low |
166-13 |
166-03 |
-0-10 |
-0.2% |
166-13 |
Close |
166-23 |
167-04 |
0-13 |
0.2% |
166-23 |
Range |
1-10 |
1-09 |
-0-01 |
-2.4% |
2-31 |
ATR |
1-05 |
1-05 |
0-00 |
0.7% |
0-00 |
Volume |
551,315 |
409,253 |
-142,062 |
-25.8% |
1,797,299 |
|
Daily Pivots for day following 08-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170-23 |
170-06 |
167-27 |
|
R3 |
169-14 |
168-29 |
167-15 |
|
R2 |
168-05 |
168-05 |
167-12 |
|
R1 |
167-20 |
167-20 |
167-08 |
167-28 |
PP |
166-28 |
166-28 |
166-28 |
167-00 |
S1 |
166-11 |
166-11 |
167-00 |
166-20 |
S2 |
165-19 |
165-19 |
166-28 |
|
S3 |
164-10 |
165-02 |
166-25 |
|
S4 |
163-01 |
163-25 |
166-13 |
|
|
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 |
169-01 |
166-03 |
2-30 |
1.8% |
1-02 |
0.6% |
35% |
False |
True |
379,216 |
10 |
170-29 |
166-03 |
4-26 |
2.9% |
1-03 |
0.7% |
21% |
False |
True |
402,034 |
20 |
170-29 |
166-03 |
4-26 |
2.9% |
1-04 |
0.7% |
21% |
False |
True |
389,286 |
40 |
174-09 |
166-03 |
8-06 |
4.9% |
1-06 |
0.7% |
13% |
False |
True |
361,784 |
60 |
175-21 |
166-03 |
9-18 |
5.7% |
1-07 |
0.7% |
11% |
False |
True |
329,208 |
80 |
177-23 |
166-03 |
11-20 |
7.0% |
1-10 |
0.8% |
9% |
False |
True |
247,368 |
100 |
178-29 |
166-03 |
12-26 |
7.7% |
1-08 |
0.7% |
8% |
False |
True |
197,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
172-26 |
2.618 |
170-23 |
1.618 |
169-14 |
1.000 |
168-21 |
0.618 |
168-05 |
HIGH |
167-12 |
0.618 |
166-28 |
0.500 |
166-24 |
0.382 |
166-19 |
LOW |
166-03 |
0.618 |
165-10 |
1.000 |
164-26 |
1.618 |
164-01 |
2.618 |
162-24 |
4.250 |
160-21 |
|
|
Fisher Pivots for day following 08-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
167-00 |
167-02 |
PP |
166-28 |
167-00 |
S1 |
166-24 |
166-30 |
|