ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 02-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2021 |
02-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
162-01 |
160-31 |
-1-02 |
-0.7% |
163-01 |
| High |
162-09 |
161-18 |
-0-23 |
-0.4% |
163-13 |
| Low |
160-13 |
160-11 |
-0-02 |
0.0% |
157-23 |
| Close |
160-23 |
161-00 |
0-09 |
0.2% |
160-24 |
| Range |
1-28 |
1-07 |
-0-21 |
-35.0% |
5-22 |
| ATR |
1-23 |
1-22 |
-0-01 |
-2.1% |
0-00 |
| Volume |
12,071 |
5,277 |
-6,794 |
-56.3% |
3,488,886 |
|
| Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-20 |
164-01 |
161-21 |
|
| R3 |
163-13 |
162-26 |
161-11 |
|
| R2 |
162-06 |
162-06 |
161-07 |
|
| R1 |
161-19 |
161-19 |
161-04 |
161-28 |
| PP |
160-31 |
160-31 |
160-31 |
161-04 |
| S1 |
160-12 |
160-12 |
160-28 |
160-22 |
| S2 |
159-24 |
159-24 |
160-25 |
|
| S3 |
158-17 |
159-05 |
160-21 |
|
| S4 |
157-10 |
157-30 |
160-11 |
|
|
| 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% |
2-20 |
1.6% |
63% |
False |
False |
285,724 |
| 10 |
165-08 |
157-23 |
7-17 |
4.7% |
2-01 |
1.3% |
44% |
False |
False |
531,671 |
| 20 |
169-01 |
157-23 |
11-10 |
7.0% |
1-19 |
1.0% |
29% |
False |
False |
473,505 |
| 40 |
173-11 |
157-23 |
15-20 |
9.7% |
1-14 |
0.9% |
21% |
False |
False |
445,258 |
| 60 |
174-09 |
157-23 |
16-18 |
10.3% |
1-11 |
0.8% |
20% |
False |
False |
394,678 |
| 80 |
177-07 |
157-23 |
19-16 |
12.1% |
1-14 |
0.9% |
17% |
False |
False |
341,825 |
| 100 |
177-23 |
157-23 |
20-00 |
12.4% |
1-12 |
0.8% |
16% |
False |
False |
273,635 |
| 120 |
178-29 |
157-23 |
21-06 |
13.2% |
1-09 |
0.8% |
15% |
False |
False |
228,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-24 |
|
2.618 |
164-24 |
|
1.618 |
163-17 |
|
1.000 |
162-25 |
|
0.618 |
162-10 |
|
HIGH |
161-18 |
|
0.618 |
161-03 |
|
0.500 |
160-31 |
|
0.382 |
160-26 |
|
LOW |
160-11 |
|
0.618 |
159-19 |
|
1.000 |
159-04 |
|
1.618 |
158-12 |
|
2.618 |
157-05 |
|
4.250 |
155-05 |
|
|
| Fisher Pivots for day following 02-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
161-00 |
160-30 |
| PP |
160-31 |
160-28 |
| S1 |
160-31 |
160-26 |
|