ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 10-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2021 |
10-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
166-29 |
167-02 |
0-05 |
0.1% |
169-08 |
High |
167-19 |
167-25 |
0-06 |
0.1% |
169-12 |
Low |
166-28 |
166-21 |
-0-07 |
-0.1% |
166-13 |
Close |
167-04 |
167-17 |
0-13 |
0.2% |
166-23 |
Range |
0-23 |
1-04 |
0-13 |
56.5% |
2-31 |
ATR |
1-04 |
1-04 |
0-00 |
-0.1% |
0-00 |
Volume |
318,347 |
412,919 |
94,572 |
29.7% |
1,797,299 |
|
Daily Pivots for day following 10-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170-22 |
170-08 |
168-05 |
|
R3 |
169-18 |
169-04 |
167-27 |
|
R2 |
168-14 |
168-14 |
167-24 |
|
R1 |
168-00 |
168-00 |
167-20 |
168-07 |
PP |
167-10 |
167-10 |
167-10 |
167-14 |
S1 |
166-28 |
166-28 |
167-14 |
167-03 |
S2 |
166-06 |
166-06 |
167-10 |
|
S3 |
165-02 |
165-24 |
167-07 |
|
S4 |
163-30 |
164-20 |
166-29 |
|
|
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 |
167-25 |
166-03 |
1-22 |
1.0% |
1-01 |
0.6% |
85% |
True |
False |
405,089 |
10 |
170-29 |
166-03 |
4-26 |
2.9% |
1-03 |
0.7% |
30% |
False |
False |
402,915 |
20 |
170-29 |
166-03 |
4-26 |
2.9% |
1-04 |
0.7% |
30% |
False |
False |
389,194 |
40 |
173-31 |
166-03 |
7-28 |
4.7% |
1-05 |
0.7% |
18% |
False |
False |
363,694 |
60 |
175-21 |
166-03 |
9-18 |
5.7% |
1-06 |
0.7% |
15% |
False |
False |
341,207 |
80 |
177-07 |
166-03 |
11-04 |
6.6% |
1-10 |
0.8% |
13% |
False |
False |
256,503 |
100 |
178-29 |
166-03 |
12-26 |
7.6% |
1-08 |
0.7% |
11% |
False |
False |
205,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
172-18 |
2.618 |
170-23 |
1.618 |
169-19 |
1.000 |
168-29 |
0.618 |
168-15 |
HIGH |
167-25 |
0.618 |
167-11 |
0.500 |
167-07 |
0.382 |
167-03 |
LOW |
166-21 |
0.618 |
165-31 |
1.000 |
165-17 |
1.618 |
164-27 |
2.618 |
163-23 |
4.250 |
161-28 |
|
|
Fisher Pivots for day following 10-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
167-14 |
167-11 |
PP |
167-10 |
167-04 |
S1 |
167-07 |
166-30 |
|