ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 22-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2021 |
22-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
164-13 |
163-01 |
-1-12 |
-0.8% |
165-26 |
| High |
164-22 |
163-13 |
-1-09 |
-0.8% |
165-28 |
| Low |
162-26 |
162-02 |
-0-24 |
-0.5% |
162-26 |
| Close |
163-03 |
162-12 |
-0-23 |
-0.4% |
163-03 |
| Range |
1-28 |
1-11 |
-0-17 |
-28.3% |
3-02 |
| ATR |
1-10 |
1-10 |
0-00 |
0.2% |
0-00 |
| Volume |
616,233 |
996,758 |
380,525 |
61.8% |
2,490,783 |
|
| Daily Pivots for day following 22-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-21 |
165-27 |
163-04 |
|
| R3 |
165-10 |
164-16 |
162-24 |
|
| R2 |
163-31 |
163-31 |
162-20 |
|
| R1 |
163-05 |
163-05 |
162-16 |
162-29 |
| PP |
162-20 |
162-20 |
162-20 |
162-15 |
| S1 |
161-26 |
161-26 |
162-08 |
161-17 |
| S2 |
161-09 |
161-09 |
162-04 |
|
| S3 |
159-30 |
160-15 |
162-00 |
|
| S4 |
158-19 |
159-04 |
161-20 |
|
|
| 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 |
165-28 |
162-02 |
3-26 |
2.3% |
1-20 |
1.0% |
8% |
False |
True |
697,508 |
| 10 |
168-00 |
162-02 |
5-30 |
3.7% |
1-12 |
0.9% |
5% |
False |
True |
547,380 |
| 20 |
170-29 |
162-02 |
8-27 |
5.4% |
1-08 |
0.8% |
4% |
False |
True |
472,177 |
| 40 |
173-14 |
162-02 |
11-12 |
7.0% |
1-07 |
0.8% |
3% |
False |
True |
415,329 |
| 60 |
175-10 |
162-02 |
13-08 |
8.2% |
1-08 |
0.8% |
2% |
False |
True |
397,399 |
| 80 |
177-07 |
162-02 |
15-05 |
9.3% |
1-12 |
0.8% |
2% |
False |
True |
310,603 |
| 100 |
178-29 |
162-02 |
16-27 |
10.4% |
1-10 |
0.8% |
2% |
False |
True |
248,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-04 |
|
2.618 |
166-30 |
|
1.618 |
165-19 |
|
1.000 |
164-24 |
|
0.618 |
164-08 |
|
HIGH |
163-13 |
|
0.618 |
162-29 |
|
0.500 |
162-24 |
|
0.382 |
162-18 |
|
LOW |
162-02 |
|
0.618 |
161-07 |
|
1.000 |
160-23 |
|
1.618 |
159-28 |
|
2.618 |
158-17 |
|
4.250 |
156-11 |
|
|
| Fisher Pivots for day following 22-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
162-24 |
163-21 |
| PP |
162-20 |
163-07 |
| S1 |
162-16 |
162-26 |
|