ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 09-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2021 |
09-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
156-17 |
156-24 |
0-07 |
0.1% |
160-08 |
| High |
157-04 |
158-06 |
1-02 |
0.7% |
160-26 |
| Low |
156-08 |
156-21 |
0-13 |
0.3% |
155-27 |
| Close |
156-24 |
157-25 |
1-01 |
0.7% |
157-07 |
| Range |
0-28 |
1-17 |
0-21 |
75.0% |
4-31 |
| ATR |
1-21 |
1-21 |
0-00 |
-0.5% |
0-00 |
| Volume |
382,402 |
494,151 |
111,749 |
29.2% |
2,625,608 |
|
| Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-04 |
161-16 |
158-20 |
|
| R3 |
160-19 |
159-31 |
158-06 |
|
| R2 |
159-02 |
159-02 |
158-02 |
|
| R1 |
158-14 |
158-14 |
157-29 |
158-24 |
| PP |
157-17 |
157-17 |
157-17 |
157-23 |
| S1 |
156-29 |
156-29 |
157-21 |
157-07 |
| S2 |
156-00 |
156-00 |
157-16 |
|
| S3 |
154-15 |
155-12 |
157-12 |
|
| S4 |
152-30 |
153-27 |
156-30 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-28 |
170-00 |
159-30 |
|
| R3 |
167-29 |
165-01 |
158-19 |
|
| R2 |
162-30 |
162-30 |
158-04 |
|
| R1 |
160-02 |
160-02 |
157-22 |
159-01 |
| PP |
157-31 |
157-31 |
157-31 |
157-14 |
| S1 |
155-03 |
155-03 |
156-24 |
154-02 |
| S2 |
153-00 |
153-00 |
156-10 |
|
| S3 |
148-01 |
150-04 |
155-27 |
|
| S4 |
143-02 |
145-05 |
154-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-22 |
|
2.618 |
162-06 |
|
1.618 |
160-21 |
|
1.000 |
159-23 |
|
0.618 |
159-04 |
|
HIGH |
158-06 |
|
0.618 |
157-19 |
|
0.500 |
157-14 |
|
0.382 |
157-08 |
|
LOW |
156-21 |
|
0.618 |
155-23 |
|
1.000 |
155-04 |
|
1.618 |
154-06 |
|
2.618 |
152-21 |
|
4.250 |
150-05 |
|
|
| Fisher Pivots for day following 09-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
157-21 |
157-17 |
| PP |
157-17 |
157-09 |
| S1 |
157-14 |
157-01 |
|