ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 26-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2021 |
26-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
161-19 |
160-02 |
-1-17 |
-0.9% |
163-01 |
| High |
161-24 |
162-19 |
0-27 |
0.5% |
163-13 |
| Low |
157-23 |
159-00 |
1-09 |
0.8% |
157-23 |
| Close |
159-22 |
160-24 |
1-02 |
0.7% |
160-24 |
| Range |
4-01 |
3-19 |
-0-14 |
-10.9% |
5-22 |
| ATR |
1-18 |
1-23 |
0-05 |
9.2% |
0-00 |
| Volume |
416,921 |
31,516 |
-385,405 |
-92.4% |
3,488,886 |
|
| Daily Pivots for day following 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-18 |
169-24 |
162-23 |
|
| R3 |
167-31 |
166-05 |
161-24 |
|
| R2 |
164-12 |
164-12 |
161-13 |
|
| R1 |
162-18 |
162-18 |
161-03 |
163-15 |
| PP |
160-25 |
160-25 |
160-25 |
161-08 |
| S1 |
158-31 |
158-31 |
160-13 |
159-28 |
| S2 |
157-06 |
157-06 |
160-03 |
|
| S3 |
153-19 |
155-12 |
159-24 |
|
| S4 |
150-00 |
151-25 |
158-25 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-22 |
174-29 |
163-28 |
|
| R3 |
172-00 |
169-07 |
162-10 |
|
| R2 |
166-10 |
166-10 |
161-25 |
|
| R1 |
163-17 |
163-17 |
161-09 |
162-03 |
| PP |
160-20 |
160-20 |
160-20 |
159-29 |
| S1 |
157-27 |
157-27 |
160-07 |
156-13 |
| S2 |
154-30 |
154-30 |
159-23 |
|
| S3 |
149-08 |
152-05 |
159-06 |
|
| S4 |
143-18 |
146-15 |
157-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163-13 |
157-23 |
5-22 |
3.5% |
2-16 |
1.5% |
53% |
False |
False |
697,777 |
| 10 |
167-14 |
157-23 |
9-23 |
6.0% |
2-03 |
1.3% |
31% |
False |
False |
639,094 |
| 20 |
169-29 |
157-23 |
12-06 |
7.6% |
1-18 |
1.0% |
25% |
False |
False |
518,707 |
| 40 |
173-11 |
157-23 |
15-20 |
9.7% |
1-12 |
0.9% |
19% |
False |
False |
455,847 |
| 60 |
175-05 |
157-23 |
17-14 |
10.8% |
1-12 |
0.8% |
17% |
False |
False |
409,135 |
| 80 |
177-07 |
157-23 |
19-16 |
12.1% |
1-14 |
0.9% |
16% |
False |
False |
341,692 |
| 100 |
177-23 |
157-23 |
20-00 |
12.4% |
1-12 |
0.9% |
15% |
False |
False |
273,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
177-28 |
|
2.618 |
172-00 |
|
1.618 |
168-13 |
|
1.000 |
166-06 |
|
0.618 |
164-26 |
|
HIGH |
162-19 |
|
0.618 |
161-07 |
|
0.500 |
160-26 |
|
0.382 |
160-12 |
|
LOW |
159-00 |
|
0.618 |
156-25 |
|
1.000 |
155-13 |
|
1.618 |
153-06 |
|
2.618 |
149-19 |
|
4.250 |
143-23 |
|
|
| Fisher Pivots for day following 26-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-26 |
160-19 |
| PP |
160-25 |
160-15 |
| S1 |
160-25 |
160-10 |
|