ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
158-12 |
157-07 |
-1-05 |
-0.7% |
157-30 |
| High |
158-12 |
157-29 |
-0-15 |
-0.3% |
160-15 |
| Low |
156-31 |
157-01 |
0-02 |
0.0% |
156-31 |
| Close |
157-04 |
157-20 |
0-16 |
0.3% |
157-04 |
| Range |
1-13 |
0-28 |
-0-17 |
-37.8% |
3-16 |
| ATR |
1-21 |
1-19 |
-0-02 |
-3.4% |
0-00 |
| Volume |
233 |
447 |
214 |
91.8% |
4,690 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-05 |
159-24 |
158-03 |
|
| R3 |
159-09 |
158-28 |
157-28 |
|
| R2 |
158-13 |
158-13 |
157-25 |
|
| R1 |
158-00 |
158-00 |
157-23 |
158-07 |
| PP |
157-17 |
157-17 |
157-17 |
157-20 |
| S1 |
157-04 |
157-04 |
157-17 |
157-11 |
| S2 |
156-21 |
156-21 |
157-15 |
|
| S3 |
155-25 |
156-08 |
157-12 |
|
| S4 |
154-29 |
155-12 |
157-05 |
|
|
| 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% |
1-08 |
0.8% |
19% |
False |
False |
732 |
| 10 |
161-18 |
156-31 |
4-19 |
2.9% |
1-13 |
0.9% |
14% |
False |
False |
1,717 |
| 20 |
165-28 |
156-31 |
8-29 |
5.7% |
1-24 |
1.1% |
7% |
False |
False |
300,445 |
| 40 |
170-29 |
156-31 |
13-30 |
8.8% |
1-14 |
0.9% |
5% |
False |
False |
342,856 |
| 60 |
173-24 |
156-31 |
16-25 |
10.6% |
1-12 |
0.9% |
4% |
False |
False |
346,904 |
| 80 |
175-21 |
156-31 |
18-22 |
11.9% |
1-11 |
0.9% |
4% |
False |
False |
341,269 |
| 100 |
177-07 |
156-31 |
20-08 |
12.8% |
1-13 |
0.9% |
3% |
False |
False |
273,744 |
| 120 |
178-29 |
156-31 |
21-30 |
13.9% |
1-11 |
0.8% |
3% |
False |
False |
228,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-20 |
|
2.618 |
160-06 |
|
1.618 |
159-10 |
|
1.000 |
158-25 |
|
0.618 |
158-14 |
|
HIGH |
157-29 |
|
0.618 |
157-18 |
|
0.500 |
157-15 |
|
0.382 |
157-12 |
|
LOW |
157-01 |
|
0.618 |
156-16 |
|
1.000 |
156-05 |
|
1.618 |
155-20 |
|
2.618 |
154-24 |
|
4.250 |
153-10 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
157-18 |
158-23 |
| PP |
157-17 |
158-11 |
| S1 |
157-15 |
158-00 |
|