ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 24-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2021 |
24-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
162-15 |
162-18 |
0-03 |
0.1% |
165-26 |
| High |
162-25 |
162-29 |
0-04 |
0.1% |
165-28 |
| Low |
161-23 |
160-16 |
-1-07 |
-0.8% |
162-26 |
| Close |
162-05 |
161-17 |
-0-20 |
-0.4% |
163-03 |
| Range |
1-02 |
2-13 |
1-11 |
126.5% |
3-02 |
| ATR |
1-10 |
1-12 |
0-03 |
6.1% |
0-00 |
| Volume |
1,080,853 |
962,838 |
-118,015 |
-10.9% |
2,490,783 |
|
| Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-28 |
167-19 |
162-27 |
|
| R3 |
166-15 |
165-06 |
162-06 |
|
| R2 |
164-02 |
164-02 |
161-31 |
|
| R1 |
162-25 |
162-25 |
161-24 |
162-07 |
| PP |
161-21 |
161-21 |
161-21 |
161-12 |
| S1 |
160-12 |
160-12 |
161-10 |
159-26 |
| S2 |
159-08 |
159-08 |
161-03 |
|
| S3 |
156-27 |
157-31 |
160-28 |
|
| S4 |
154-14 |
155-18 |
160-07 |
|
|
| 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 |
165-08 |
160-16 |
4-24 |
2.9% |
1-20 |
1.0% |
22% |
False |
True |
830,147 |
| 10 |
168-00 |
160-16 |
7-16 |
4.6% |
1-17 |
0.9% |
14% |
False |
True |
678,989 |
| 20 |
170-29 |
160-16 |
10-13 |
6.4% |
1-10 |
0.8% |
10% |
False |
True |
541,828 |
| 40 |
173-11 |
160-16 |
12-27 |
8.0% |
1-08 |
0.8% |
8% |
False |
True |
455,004 |
| 60 |
175-10 |
160-16 |
14-26 |
9.2% |
1-09 |
0.8% |
7% |
False |
True |
412,115 |
| 80 |
177-07 |
160-16 |
16-23 |
10.4% |
1-12 |
0.9% |
6% |
False |
True |
336,110 |
| 100 |
178-12 |
160-16 |
17-28 |
11.1% |
1-10 |
0.8% |
6% |
False |
True |
268,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173-04 |
|
2.618 |
169-07 |
|
1.618 |
166-26 |
|
1.000 |
165-10 |
|
0.618 |
164-13 |
|
HIGH |
162-29 |
|
0.618 |
162-00 |
|
0.500 |
161-23 |
|
0.382 |
161-13 |
|
LOW |
160-16 |
|
0.618 |
159-00 |
|
1.000 |
158-03 |
|
1.618 |
156-19 |
|
2.618 |
154-06 |
|
4.250 |
150-09 |
|
|
| Fisher Pivots for day following 24-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
161-23 |
161-31 |
| PP |
161-21 |
161-26 |
| S1 |
161-19 |
161-22 |
|