ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 19-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2021 |
19-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
156-04 |
155-18 |
-0-18 |
-0.4% |
157-07 |
| High |
156-29 |
155-29 |
-1-00 |
-0.6% |
158-04 |
| Low |
154-27 |
155-14 |
0-19 |
0.4% |
154-27 |
| Close |
155-17 |
155-19 |
0-02 |
0.0% |
155-19 |
| Range |
2-02 |
0-15 |
-1-19 |
-77.3% |
3-09 |
| ATR |
1-19 |
1-16 |
-0-03 |
-5.0% |
0-00 |
| Volume |
30 |
49 |
19 |
63.3% |
2,135 |
|
| Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-02 |
156-25 |
155-27 |
|
| R3 |
156-19 |
156-10 |
155-23 |
|
| R2 |
156-04 |
156-04 |
155-22 |
|
| R1 |
155-27 |
155-27 |
155-20 |
156-00 |
| PP |
155-21 |
155-21 |
155-21 |
155-23 |
| S1 |
155-12 |
155-12 |
155-18 |
155-17 |
| S2 |
155-06 |
155-06 |
155-16 |
|
| S3 |
154-23 |
154-29 |
155-15 |
|
| S4 |
154-08 |
154-14 |
155-11 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-01 |
164-03 |
157-13 |
|
| R3 |
162-24 |
160-26 |
156-16 |
|
| R2 |
159-15 |
159-15 |
156-06 |
|
| R1 |
157-17 |
157-17 |
155-29 |
156-28 |
| PP |
156-06 |
156-06 |
156-06 |
155-27 |
| S1 |
154-08 |
154-08 |
155-09 |
153-19 |
| S2 |
152-29 |
152-29 |
155-00 |
|
| S3 |
149-20 |
150-31 |
154-22 |
|
| S4 |
146-11 |
147-22 |
153-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-04 |
154-27 |
3-09 |
2.1% |
1-05 |
0.7% |
23% |
False |
False |
427 |
| 10 |
160-15 |
154-27 |
5-20 |
3.6% |
1-06 |
0.8% |
13% |
False |
False |
682 |
| 20 |
163-13 |
154-27 |
8-18 |
5.5% |
1-21 |
1.1% |
9% |
False |
False |
175,991 |
| 40 |
170-29 |
154-27 |
16-02 |
10.3% |
1-14 |
0.9% |
5% |
False |
False |
307,157 |
| 60 |
173-14 |
154-27 |
18-19 |
12.0% |
1-12 |
0.9% |
4% |
False |
False |
322,696 |
| 80 |
175-20 |
154-27 |
20-25 |
13.4% |
1-11 |
0.9% |
4% |
False |
False |
336,524 |
| 100 |
177-07 |
154-27 |
22-12 |
14.4% |
1-13 |
0.9% |
3% |
False |
False |
273,720 |
| 120 |
178-29 |
154-27 |
24-02 |
15.5% |
1-11 |
0.9% |
3% |
False |
False |
228,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-29 |
|
2.618 |
157-04 |
|
1.618 |
156-21 |
|
1.000 |
156-12 |
|
0.618 |
156-06 |
|
HIGH |
155-29 |
|
0.618 |
155-23 |
|
0.500 |
155-22 |
|
0.382 |
155-20 |
|
LOW |
155-14 |
|
0.618 |
155-05 |
|
1.000 |
154-31 |
|
1.618 |
154-22 |
|
2.618 |
154-07 |
|
4.250 |
153-14 |
|
|
| Fisher Pivots for day following 19-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
155-22 |
156-08 |
| PP |
155-21 |
156-01 |
| S1 |
155-20 |
155-26 |
|