ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 08-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
158-12 |
157-30 |
-0-14 |
-0.3% |
162-01 |
High |
159-01 |
158-20 |
-0-13 |
-0.3% |
162-09 |
Low |
157-14 |
157-26 |
0-12 |
0.2% |
157-14 |
Close |
158-24 |
158-09 |
-0-15 |
-0.3% |
158-24 |
Range |
1-19 |
0-26 |
-0-25 |
-49.0% |
4-27 |
ATR |
1-23 |
1-21 |
-0-02 |
-3.3% |
0-00 |
Volume |
1,245 |
1,476 |
231 |
18.6% |
24,110 |
|
Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160-22 |
160-09 |
158-23 |
|
R3 |
159-28 |
159-15 |
158-16 |
|
R2 |
159-02 |
159-02 |
158-14 |
|
R1 |
158-21 |
158-21 |
158-11 |
158-28 |
PP |
158-08 |
158-08 |
158-08 |
158-11 |
S1 |
157-27 |
157-27 |
158-07 |
158-02 |
S2 |
157-14 |
157-14 |
158-04 |
|
S3 |
156-20 |
157-01 |
158-02 |
|
S4 |
155-26 |
156-07 |
157-27 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174-01 |
171-07 |
161-13 |
|
R3 |
169-06 |
166-12 |
160-03 |
|
R2 |
164-11 |
164-11 |
159-20 |
|
R1 |
161-17 |
161-17 |
159-06 |
160-17 |
PP |
159-16 |
159-16 |
159-16 |
158-31 |
S1 |
156-22 |
156-22 |
158-10 |
155-21 |
S2 |
154-21 |
154-21 |
157-28 |
|
S3 |
149-26 |
151-27 |
157-13 |
|
S4 |
144-31 |
147-00 |
156-03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
161-18 |
157-14 |
4-04 |
2.6% |
1-17 |
1.0% |
20% |
False |
False |
2,703 |
10 |
162-29 |
157-14 |
5-15 |
3.5% |
2-02 |
1.3% |
15% |
False |
False |
251,771 |
20 |
168-00 |
157-14 |
10-18 |
6.7% |
1-23 |
1.1% |
8% |
False |
False |
399,575 |
40 |
170-29 |
157-14 |
13-15 |
8.5% |
1-14 |
0.9% |
6% |
False |
False |
397,127 |
60 |
174-09 |
157-14 |
16-27 |
10.6% |
1-11 |
0.9% |
5% |
False |
False |
372,671 |
80 |
175-21 |
157-14 |
18-07 |
11.5% |
1-11 |
0.9% |
5% |
False |
False |
341,791 |
100 |
177-23 |
157-14 |
20-09 |
12.8% |
1-13 |
0.9% |
4% |
False |
False |
273,717 |
120 |
178-29 |
157-14 |
21-15 |
13.6% |
1-10 |
0.8% |
4% |
False |
False |
228,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162-02 |
2.618 |
160-24 |
1.618 |
159-30 |
1.000 |
159-14 |
0.618 |
159-04 |
HIGH |
158-20 |
0.618 |
158-10 |
0.500 |
158-07 |
0.382 |
158-04 |
LOW |
157-26 |
0.618 |
157-10 |
1.000 |
157-00 |
1.618 |
156-16 |
2.618 |
155-22 |
4.250 |
154-12 |
|
|
Fisher Pivots for day following 08-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
158-08 |
158-31 |
PP |
158-08 |
158-23 |
S1 |
158-07 |
158-16 |
|