ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 16-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2021 |
16-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
167-01 |
165-26 |
-1-07 |
-0.7% |
166-22 |
| High |
167-14 |
165-28 |
-1-18 |
-0.9% |
168-00 |
| Low |
165-28 |
163-29 |
-1-31 |
-1.2% |
165-28 |
| Close |
166-05 |
164-03 |
-2-02 |
-1.2% |
166-05 |
| Range |
1-18 |
1-31 |
0-13 |
26.0% |
2-04 |
| ATR |
1-05 |
1-07 |
0-03 |
6.8% |
0-00 |
| Volume |
411,271 |
680,303 |
269,032 |
65.4% |
1,986,263 |
|
| Daily Pivots for day following 16-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-17 |
169-09 |
165-06 |
|
| R3 |
168-18 |
167-10 |
164-20 |
|
| R2 |
166-19 |
166-19 |
164-15 |
|
| R1 |
165-11 |
165-11 |
164-09 |
165-00 |
| PP |
164-20 |
164-20 |
164-20 |
164-14 |
| S1 |
163-12 |
163-12 |
163-29 |
163-01 |
| S2 |
162-21 |
162-21 |
163-23 |
|
| S3 |
160-22 |
161-13 |
163-18 |
|
| S4 |
158-23 |
159-14 |
163-00 |
|
|
| 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 |
163-29 |
4-03 |
2.5% |
1-09 |
0.8% |
5% |
False |
True |
451,462 |
| 10 |
169-01 |
163-29 |
5-04 |
3.1% |
1-05 |
0.7% |
4% |
False |
True |
415,339 |
| 20 |
170-29 |
163-29 |
7-00 |
4.3% |
1-04 |
0.7% |
3% |
False |
True |
402,254 |
| 40 |
173-24 |
163-29 |
9-27 |
6.0% |
1-06 |
0.7% |
2% |
False |
True |
376,620 |
| 60 |
175-21 |
163-29 |
11-24 |
7.2% |
1-07 |
0.7% |
2% |
False |
True |
365,802 |
| 80 |
177-07 |
163-29 |
13-10 |
8.1% |
1-11 |
0.8% |
1% |
False |
True |
275,570 |
| 100 |
178-29 |
163-29 |
15-00 |
9.1% |
1-09 |
0.8% |
1% |
False |
True |
220,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
174-08 |
|
2.618 |
171-01 |
|
1.618 |
169-02 |
|
1.000 |
167-27 |
|
0.618 |
167-03 |
|
HIGH |
165-28 |
|
0.618 |
165-04 |
|
0.500 |
164-29 |
|
0.382 |
164-21 |
|
LOW |
163-29 |
|
0.618 |
162-22 |
|
1.000 |
161-30 |
|
1.618 |
160-23 |
|
2.618 |
158-24 |
|
4.250 |
155-17 |
|
|
| Fisher Pivots for day following 16-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-29 |
165-31 |
| PP |
164-20 |
165-11 |
| S1 |
164-12 |
164-23 |
|