ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 12-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2021 |
12-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
167-23 |
167-01 |
-0-22 |
-0.4% |
166-22 |
High |
168-00 |
167-14 |
-0-18 |
-0.3% |
168-00 |
Low |
167-01 |
165-28 |
-1-05 |
-0.7% |
165-28 |
Close |
167-08 |
166-05 |
-1-03 |
-0.7% |
166-05 |
Range |
0-31 |
1-18 |
0-19 |
61.3% |
2-04 |
ATR |
1-04 |
1-05 |
0-01 |
2.8% |
0-00 |
Volume |
434,473 |
411,271 |
-23,202 |
-5.3% |
1,986,263 |
|
Daily Pivots for day following 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171-06 |
170-07 |
167-01 |
|
R3 |
169-20 |
168-21 |
166-19 |
|
R2 |
168-02 |
168-02 |
166-14 |
|
R1 |
167-03 |
167-03 |
166-10 |
166-26 |
PP |
166-16 |
166-16 |
166-16 |
166-11 |
S1 |
165-17 |
165-17 |
166-00 |
165-08 |
S2 |
164-30 |
164-30 |
165-28 |
|
S3 |
163-12 |
163-31 |
165-23 |
|
S4 |
161-26 |
162-13 |
165-10 |
|
|
Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173-02 |
171-23 |
167-10 |
|
R3 |
170-30 |
169-19 |
166-24 |
|
R2 |
168-26 |
168-26 |
166-17 |
|
R1 |
167-15 |
167-15 |
166-11 |
167-03 |
PP |
166-22 |
166-22 |
166-22 |
166-15 |
S1 |
165-11 |
165-11 |
165-31 |
164-31 |
S2 |
164-18 |
164-18 |
165-25 |
|
S3 |
162-14 |
163-07 |
165-18 |
|
S4 |
160-10 |
161-03 |
165-00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
168-00 |
165-28 |
2-04 |
1.3% |
1-04 |
0.7% |
13% |
False |
True |
397,252 |
10 |
169-12 |
165-28 |
3-16 |
2.1% |
1-01 |
0.6% |
8% |
False |
True |
378,356 |
20 |
170-29 |
165-28 |
5-01 |
3.0% |
1-03 |
0.7% |
6% |
False |
True |
385,267 |
40 |
173-24 |
165-28 |
7-28 |
4.7% |
1-05 |
0.7% |
4% |
False |
True |
370,133 |
60 |
175-21 |
165-28 |
9-25 |
5.9% |
1-07 |
0.7% |
3% |
False |
True |
354,877 |
80 |
177-07 |
165-28 |
11-11 |
6.8% |
1-10 |
0.8% |
2% |
False |
True |
267,068 |
100 |
178-29 |
165-28 |
13-01 |
7.8% |
1-08 |
0.8% |
2% |
False |
True |
213,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
174-02 |
2.618 |
171-17 |
1.618 |
169-31 |
1.000 |
169-00 |
0.618 |
168-13 |
HIGH |
167-14 |
0.618 |
166-27 |
0.500 |
166-21 |
0.382 |
166-15 |
LOW |
165-28 |
0.618 |
164-29 |
1.000 |
164-10 |
1.618 |
163-11 |
2.618 |
161-25 |
4.250 |
159-08 |
|
|
Fisher Pivots for day following 12-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
166-21 |
166-30 |
PP |
166-16 |
166-22 |
S1 |
166-10 |
166-13 |
|