ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 09-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2021 |
09-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
157-30 |
158-14 |
0-16 |
0.3% |
162-01 |
| High |
158-20 |
159-22 |
1-02 |
0.7% |
162-09 |
| Low |
157-26 |
158-08 |
0-14 |
0.3% |
157-14 |
| Close |
158-09 |
159-10 |
1-01 |
0.7% |
158-24 |
| Range |
0-26 |
1-14 |
0-20 |
76.9% |
4-27 |
| ATR |
1-21 |
1-21 |
-0-01 |
-1.0% |
0-00 |
| Volume |
1,476 |
791 |
-685 |
-46.4% |
24,110 |
|
| Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-13 |
162-25 |
160-03 |
|
| R3 |
161-31 |
161-11 |
159-23 |
|
| R2 |
160-17 |
160-17 |
159-18 |
|
| R1 |
159-29 |
159-29 |
159-14 |
160-07 |
| PP |
159-03 |
159-03 |
159-03 |
159-08 |
| S1 |
158-15 |
158-15 |
159-06 |
158-25 |
| S2 |
157-21 |
157-21 |
159-02 |
|
| S3 |
156-07 |
157-01 |
158-29 |
|
| S4 |
154-25 |
155-19 |
158-17 |
|
|
| 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 |
161-13 |
157-14 |
3-31 |
2.5% |
1-19 |
1.0% |
47% |
False |
False |
1,805 |
| 10 |
162-29 |
157-14 |
5-15 |
3.4% |
2-03 |
1.3% |
34% |
False |
False |
143,765 |
| 20 |
168-00 |
157-14 |
10-18 |
6.6% |
1-24 |
1.1% |
18% |
False |
False |
379,152 |
| 40 |
170-29 |
157-14 |
13-15 |
8.5% |
1-14 |
0.9% |
14% |
False |
False |
384,219 |
| 60 |
174-09 |
157-14 |
16-27 |
10.6% |
1-12 |
0.9% |
11% |
False |
False |
367,574 |
| 80 |
175-21 |
157-14 |
18-07 |
11.4% |
1-11 |
0.9% |
10% |
False |
False |
341,694 |
| 100 |
177-23 |
157-14 |
20-09 |
12.7% |
1-13 |
0.9% |
9% |
False |
False |
273,725 |
| 120 |
178-29 |
157-14 |
21-15 |
13.5% |
1-10 |
0.8% |
9% |
False |
False |
228,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-26 |
|
2.618 |
163-14 |
|
1.618 |
162-00 |
|
1.000 |
161-04 |
|
0.618 |
160-18 |
|
HIGH |
159-22 |
|
0.618 |
159-04 |
|
0.500 |
158-31 |
|
0.382 |
158-26 |
|
LOW |
158-08 |
|
0.618 |
157-12 |
|
1.000 |
156-26 |
|
1.618 |
155-30 |
|
2.618 |
154-16 |
|
4.250 |
152-04 |
|
|
| Fisher Pivots for day following 09-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
159-06 |
159-02 |
| PP |
159-03 |
158-26 |
| S1 |
158-31 |
158-18 |
|