ECBOT 30 Year Treasury Bond Future June 2021
Trading Metrics calculated at close of trading on 13-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
166-16 |
167-03 |
0-19 |
0.4% |
170-20 |
High |
166-26 |
168-02 |
1-08 |
0.7% |
171-21 |
Low |
165-25 |
166-25 |
1-00 |
0.6% |
166-23 |
Close |
166-22 |
167-26 |
1-04 |
0.7% |
167-04 |
Range |
1-01 |
1-09 |
0-08 |
24.2% |
4-30 |
ATR |
|
|
|
|
|
Volume |
46 |
22 |
-24 |
-52.2% |
80 |
|
Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171-13 |
170-28 |
168-17 |
|
R3 |
170-04 |
169-19 |
168-05 |
|
R2 |
168-27 |
168-27 |
168-02 |
|
R1 |
168-10 |
168-10 |
167-30 |
168-18 |
PP |
167-18 |
167-18 |
167-18 |
167-22 |
S1 |
167-01 |
167-01 |
167-22 |
167-10 |
S2 |
166-09 |
166-09 |
167-18 |
|
S3 |
165-00 |
165-24 |
167-15 |
|
S4 |
163-23 |
164-15 |
167-03 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
183-10 |
180-05 |
169-27 |
|
R3 |
178-12 |
175-07 |
168-15 |
|
R2 |
173-14 |
173-14 |
168-01 |
|
R1 |
170-09 |
170-09 |
167-18 |
169-13 |
PP |
168-16 |
168-16 |
168-16 |
168-02 |
S1 |
165-11 |
165-11 |
166-22 |
164-15 |
S2 |
163-18 |
163-18 |
166-07 |
|
S3 |
158-20 |
160-13 |
165-25 |
|
S4 |
153-22 |
155-15 |
164-13 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
173-16 |
2.618 |
171-13 |
1.618 |
170-04 |
1.000 |
169-11 |
0.618 |
168-27 |
HIGH |
168-02 |
0.618 |
167-18 |
0.500 |
167-14 |
0.382 |
167-09 |
LOW |
166-25 |
0.618 |
166-00 |
1.000 |
165-16 |
1.618 |
164-23 |
2.618 |
163-14 |
4.250 |
161-11 |
|
|
Fisher Pivots for day following 13-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
167-22 |
167-17 |
PP |
167-18 |
167-07 |
S1 |
167-14 |
166-30 |
|