ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 18-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
157-16 |
156-04 |
-1-12 |
-0.9% |
157-30 |
| High |
157-21 |
156-29 |
-0-24 |
-0.5% |
160-15 |
| Low |
156-05 |
154-27 |
-1-10 |
-0.8% |
156-31 |
| Close |
156-22 |
155-17 |
-1-05 |
-0.7% |
157-04 |
| Range |
1-16 |
2-02 |
0-18 |
37.5% |
3-16 |
| ATR |
1-18 |
1-19 |
0-01 |
2.4% |
0-00 |
| Volume |
1,279 |
30 |
-1,249 |
-97.7% |
4,690 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-30 |
160-26 |
156-21 |
|
| R3 |
159-28 |
158-24 |
156-03 |
|
| R2 |
157-26 |
157-26 |
155-29 |
|
| R1 |
156-22 |
156-22 |
155-23 |
156-07 |
| PP |
155-24 |
155-24 |
155-24 |
155-17 |
| S1 |
154-20 |
154-20 |
155-11 |
154-05 |
| S2 |
153-22 |
153-22 |
155-05 |
|
| S3 |
151-20 |
152-18 |
154-31 |
|
| S4 |
149-18 |
150-16 |
154-13 |
|
|
| 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 |
158-12 |
154-27 |
3-17 |
2.3% |
1-11 |
0.9% |
19% |
False |
True |
463 |
| 10 |
160-15 |
154-27 |
5-20 |
3.6% |
1-10 |
0.8% |
12% |
False |
True |
802 |
| 20 |
164-22 |
154-27 |
9-27 |
6.3% |
1-23 |
1.1% |
7% |
False |
True |
206,800 |
| 40 |
170-29 |
154-27 |
16-02 |
10.3% |
1-15 |
0.9% |
4% |
False |
True |
316,985 |
| 60 |
173-24 |
154-27 |
18-29 |
12.2% |
1-12 |
0.9% |
4% |
False |
True |
329,318 |
| 80 |
175-21 |
154-27 |
20-26 |
13.4% |
1-11 |
0.9% |
3% |
False |
True |
339,230 |
| 100 |
177-07 |
154-27 |
22-12 |
14.4% |
1-14 |
0.9% |
3% |
False |
True |
273,725 |
| 120 |
178-29 |
154-27 |
24-02 |
15.5% |
1-11 |
0.9% |
3% |
False |
True |
228,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-22 |
|
2.618 |
162-10 |
|
1.618 |
160-08 |
|
1.000 |
158-31 |
|
0.618 |
158-06 |
|
HIGH |
156-29 |
|
0.618 |
156-04 |
|
0.500 |
155-28 |
|
0.382 |
155-20 |
|
LOW |
154-27 |
|
0.618 |
153-18 |
|
1.000 |
152-25 |
|
1.618 |
151-16 |
|
2.618 |
149-14 |
|
4.250 |
146-03 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
155-28 |
156-16 |
| PP |
155-24 |
156-05 |
| S1 |
155-21 |
155-27 |
|