ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 19-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2021 |
19-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
165-01 |
164-13 |
-0-20 |
-0.4% |
165-26 |
| High |
165-08 |
164-22 |
-0-18 |
-0.3% |
165-28 |
| Low |
163-25 |
162-26 |
-0-31 |
-0.6% |
162-26 |
| Close |
164-16 |
163-03 |
-1-13 |
-0.9% |
163-03 |
| Range |
1-15 |
1-28 |
0-13 |
27.7% |
3-02 |
| ATR |
1-09 |
1-10 |
0-01 |
3.4% |
0-00 |
| Volume |
494,056 |
616,233 |
122,177 |
24.7% |
2,490,783 |
|
| Daily Pivots for day following 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-05 |
168-00 |
164-04 |
|
| R3 |
167-09 |
166-04 |
163-20 |
|
| R2 |
165-13 |
165-13 |
163-14 |
|
| R1 |
164-08 |
164-08 |
163-09 |
163-29 |
| PP |
163-17 |
163-17 |
163-17 |
163-11 |
| S1 |
162-12 |
162-12 |
162-30 |
162-01 |
| S2 |
161-21 |
161-21 |
162-24 |
|
| S3 |
159-25 |
160-16 |
162-19 |
|
| S4 |
157-29 |
158-20 |
162-02 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-04 |
171-05 |
164-25 |
|
| R3 |
170-02 |
168-03 |
163-30 |
|
| R2 |
167-00 |
167-00 |
163-21 |
|
| R1 |
165-01 |
165-01 |
163-12 |
164-16 |
| PP |
163-30 |
163-30 |
163-30 |
163-21 |
| S1 |
161-31 |
161-31 |
162-26 |
161-14 |
| S2 |
160-28 |
160-28 |
162-17 |
|
| S3 |
157-26 |
158-29 |
162-08 |
|
| S4 |
154-24 |
155-27 |
161-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
167-14 |
162-26 |
4-20 |
2.8% |
1-22 |
1.0% |
6% |
False |
True |
580,410 |
| 10 |
168-00 |
162-26 |
5-06 |
3.2% |
1-12 |
0.8% |
5% |
False |
True |
502,836 |
| 20 |
170-29 |
162-26 |
8-03 |
5.0% |
1-08 |
0.8% |
3% |
False |
True |
438,323 |
| 40 |
173-14 |
162-26 |
10-20 |
6.5% |
1-07 |
0.7% |
3% |
False |
True |
396,049 |
| 60 |
175-20 |
162-26 |
12-26 |
7.9% |
1-08 |
0.8% |
2% |
False |
True |
390,035 |
| 80 |
177-07 |
162-26 |
14-13 |
8.8% |
1-11 |
0.8% |
2% |
False |
True |
298,152 |
| 100 |
178-29 |
162-26 |
16-03 |
9.9% |
1-09 |
0.8% |
2% |
False |
True |
238,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-21 |
|
2.618 |
169-19 |
|
1.618 |
167-23 |
|
1.000 |
166-18 |
|
0.618 |
165-27 |
|
HIGH |
164-22 |
|
0.618 |
163-31 |
|
0.500 |
163-24 |
|
0.382 |
163-17 |
|
LOW |
162-26 |
|
0.618 |
161-21 |
|
1.000 |
160-30 |
|
1.618 |
159-25 |
|
2.618 |
157-29 |
|
4.250 |
154-27 |
|
|
| Fisher Pivots for day following 19-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
163-24 |
164-01 |
| PP |
163-17 |
163-23 |
| S1 |
163-10 |
163-13 |
|