ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 10-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2021 |
10-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
158-14 |
159-16 |
1-02 |
0.7% |
162-01 |
| High |
159-22 |
159-28 |
0-06 |
0.1% |
162-09 |
| Low |
158-08 |
158-28 |
0-20 |
0.4% |
157-14 |
| Close |
159-10 |
159-22 |
0-12 |
0.2% |
158-24 |
| Range |
1-14 |
1-00 |
-0-14 |
-30.4% |
4-27 |
| ATR |
1-21 |
1-19 |
-0-01 |
-2.8% |
0-00 |
| Volume |
791 |
936 |
145 |
18.3% |
24,110 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-15 |
162-03 |
160-08 |
|
| R3 |
161-15 |
161-03 |
159-31 |
|
| R2 |
160-15 |
160-15 |
159-28 |
|
| R1 |
160-03 |
160-03 |
159-25 |
160-09 |
| PP |
159-15 |
159-15 |
159-15 |
159-18 |
| S1 |
159-03 |
159-03 |
159-19 |
159-09 |
| S2 |
158-15 |
158-15 |
159-16 |
|
| S3 |
157-15 |
158-03 |
159-13 |
|
| S4 |
156-15 |
157-03 |
159-04 |
|
|
| 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 |
160-15 |
157-14 |
3-01 |
1.9% |
1-13 |
0.9% |
74% |
False |
False |
1,403 |
| 10 |
162-19 |
157-14 |
5-05 |
3.2% |
1-31 |
1.2% |
44% |
False |
False |
47,575 |
| 20 |
168-00 |
157-14 |
10-18 |
6.6% |
1-24 |
1.1% |
21% |
False |
False |
363,282 |
| 40 |
170-29 |
157-14 |
13-15 |
8.4% |
1-14 |
0.9% |
17% |
False |
False |
376,309 |
| 60 |
174-09 |
157-14 |
16-27 |
10.5% |
1-11 |
0.9% |
13% |
False |
False |
361,637 |
| 80 |
175-21 |
157-14 |
18-07 |
11.4% |
1-11 |
0.8% |
12% |
False |
False |
341,652 |
| 100 |
177-23 |
157-14 |
20-09 |
12.7% |
1-13 |
0.9% |
11% |
False |
False |
273,732 |
| 120 |
178-29 |
157-14 |
21-15 |
13.4% |
1-10 |
0.8% |
10% |
False |
False |
228,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-04 |
|
2.618 |
162-16 |
|
1.618 |
161-16 |
|
1.000 |
160-28 |
|
0.618 |
160-16 |
|
HIGH |
159-28 |
|
0.618 |
159-16 |
|
0.500 |
159-12 |
|
0.382 |
159-08 |
|
LOW |
158-28 |
|
0.618 |
158-08 |
|
1.000 |
157-28 |
|
1.618 |
157-08 |
|
2.618 |
156-08 |
|
4.250 |
154-20 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
159-19 |
159-13 |
| PP |
159-15 |
159-04 |
| S1 |
159-12 |
158-27 |
|