ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 01-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2021 |
01-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
160-02 |
162-01 |
1-31 |
1.2% |
163-01 |
| High |
162-19 |
162-09 |
-0-10 |
-0.2% |
163-13 |
| Low |
159-00 |
160-13 |
1-13 |
0.9% |
157-23 |
| Close |
160-24 |
160-23 |
-0-01 |
0.0% |
160-24 |
| Range |
3-19 |
1-28 |
-1-23 |
-47.8% |
5-22 |
| ATR |
1-23 |
1-23 |
0-00 |
0.7% |
0-00 |
| Volume |
31,516 |
12,071 |
-19,445 |
-61.7% |
3,488,886 |
|
| Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-24 |
165-20 |
161-24 |
|
| R3 |
164-28 |
163-24 |
161-08 |
|
| R2 |
163-00 |
163-00 |
161-02 |
|
| R1 |
161-28 |
161-28 |
160-29 |
161-16 |
| PP |
161-04 |
161-04 |
161-04 |
160-31 |
| S1 |
160-00 |
160-00 |
160-18 |
159-20 |
| S2 |
159-08 |
159-08 |
160-12 |
|
| S3 |
157-12 |
158-04 |
160-07 |
|
| S4 |
155-16 |
156-08 |
159-22 |
|
|
| 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 |
162-29 |
157-23 |
5-06 |
3.2% |
2-19 |
1.6% |
58% |
False |
False |
500,839 |
| 10 |
165-28 |
157-23 |
8-05 |
5.1% |
2-04 |
1.3% |
37% |
False |
False |
599,174 |
| 20 |
169-12 |
157-23 |
11-21 |
7.3% |
1-18 |
1.0% |
26% |
False |
False |
488,765 |
| 40 |
173-11 |
157-23 |
15-20 |
9.7% |
1-13 |
0.9% |
19% |
False |
False |
450,466 |
| 60 |
174-09 |
157-23 |
16-18 |
10.3% |
1-11 |
0.8% |
18% |
False |
False |
401,613 |
| 80 |
177-07 |
157-23 |
19-16 |
12.1% |
1-14 |
0.9% |
15% |
False |
False |
341,821 |
| 100 |
177-23 |
157-23 |
20-00 |
12.4% |
1-12 |
0.9% |
15% |
False |
False |
273,583 |
| 120 |
178-29 |
157-23 |
21-06 |
13.2% |
1-08 |
0.8% |
14% |
False |
False |
228,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-08 |
|
2.618 |
167-06 |
|
1.618 |
165-10 |
|
1.000 |
164-05 |
|
0.618 |
163-14 |
|
HIGH |
162-09 |
|
0.618 |
161-18 |
|
0.500 |
161-11 |
|
0.382 |
161-04 |
|
LOW |
160-13 |
|
0.618 |
159-08 |
|
1.000 |
158-17 |
|
1.618 |
157-12 |
|
2.618 |
155-16 |
|
4.250 |
152-14 |
|
|
| Fisher Pivots for day following 01-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
161-11 |
160-17 |
| PP |
161-04 |
160-11 |
| S1 |
160-30 |
160-05 |
|