ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
159-13 |
158-12 |
-1-01 |
-0.6% |
157-30 |
| High |
160-15 |
158-12 |
-2-03 |
-1.3% |
160-15 |
| Low |
158-31 |
156-31 |
-2-00 |
-1.3% |
156-31 |
| Close |
159-14 |
157-04 |
-2-10 |
-1.5% |
157-04 |
| Range |
1-16 |
1-13 |
-0-03 |
-6.3% |
3-16 |
| ATR |
1-19 |
1-21 |
0-02 |
3.9% |
0-00 |
| Volume |
1,254 |
233 |
-1,021 |
-81.4% |
4,690 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-23 |
160-26 |
157-29 |
|
| R3 |
160-10 |
159-13 |
157-16 |
|
| R2 |
158-29 |
158-29 |
157-12 |
|
| R1 |
158-00 |
158-00 |
157-08 |
157-24 |
| PP |
157-16 |
157-16 |
157-16 |
157-12 |
| S1 |
156-19 |
156-19 |
157-00 |
156-11 |
| S2 |
156-03 |
156-03 |
156-28 |
|
| S3 |
154-22 |
155-06 |
156-24 |
|
| S4 |
153-09 |
153-25 |
156-11 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-22 |
166-13 |
159-02 |
|
| R3 |
165-06 |
162-29 |
158-03 |
|
| R2 |
161-22 |
161-22 |
157-25 |
|
| R1 |
159-13 |
159-13 |
157-14 |
158-26 |
| PP |
158-06 |
158-06 |
158-06 |
157-28 |
| S1 |
155-29 |
155-29 |
156-26 |
155-10 |
| S2 |
154-22 |
154-22 |
156-15 |
|
| S3 |
151-06 |
152-13 |
156-05 |
|
| S4 |
147-22 |
148-29 |
155-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160-15 |
156-31 |
3-16 |
2.2% |
1-07 |
0.8% |
4% |
False |
True |
938 |
| 10 |
162-09 |
156-31 |
5-10 |
3.4% |
1-16 |
1.0% |
3% |
False |
True |
2,880 |
| 20 |
167-14 |
156-31 |
10-15 |
6.7% |
1-25 |
1.1% |
1% |
False |
True |
320,987 |
| 40 |
170-29 |
156-31 |
13-30 |
8.9% |
1-14 |
0.9% |
1% |
False |
True |
354,225 |
| 60 |
173-31 |
156-31 |
17-00 |
10.8% |
1-12 |
0.9% |
1% |
False |
True |
351,615 |
| 80 |
175-21 |
156-31 |
18-22 |
11.9% |
1-11 |
0.9% |
1% |
False |
True |
341,502 |
| 100 |
177-07 |
156-31 |
20-08 |
12.9% |
1-13 |
0.9% |
1% |
False |
True |
273,743 |
| 120 |
178-29 |
156-31 |
21-30 |
14.0% |
1-11 |
0.9% |
1% |
False |
True |
228,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-11 |
|
2.618 |
162-02 |
|
1.618 |
160-21 |
|
1.000 |
159-25 |
|
0.618 |
159-08 |
|
HIGH |
158-12 |
|
0.618 |
157-27 |
|
0.500 |
157-22 |
|
0.382 |
157-16 |
|
LOW |
156-31 |
|
0.618 |
156-03 |
|
1.000 |
155-18 |
|
1.618 |
154-22 |
|
2.618 |
153-09 |
|
4.250 |
151-00 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
157-22 |
158-23 |
| PP |
157-16 |
158-06 |
| S1 |
157-10 |
157-21 |
|