ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
158-03 |
158-02 |
-0-01 |
0.0% |
160-08 |
| High |
158-11 |
158-28 |
0-17 |
0.3% |
160-26 |
| Low |
157-10 |
157-12 |
0-02 |
0.0% |
155-27 |
| Close |
158-05 |
157-29 |
-0-08 |
-0.2% |
157-07 |
| Range |
1-01 |
1-16 |
0-15 |
45.4% |
4-31 |
| ATR |
1-19 |
1-19 |
0-00 |
-0.5% |
0-00 |
| Volume |
438,005 |
559,849 |
121,844 |
27.8% |
2,625,608 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-18 |
161-23 |
158-23 |
|
| R3 |
161-02 |
160-07 |
158-10 |
|
| R2 |
159-18 |
159-18 |
158-06 |
|
| R1 |
158-23 |
158-23 |
158-01 |
158-13 |
| PP |
158-02 |
158-02 |
158-02 |
157-28 |
| S1 |
157-07 |
157-07 |
157-25 |
156-29 |
| S2 |
156-18 |
156-18 |
157-20 |
|
| S3 |
155-02 |
155-23 |
157-16 |
|
| S4 |
153-18 |
154-07 |
157-03 |
|
|
| 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 |
165-08 |
|
2.618 |
162-26 |
|
1.618 |
161-10 |
|
1.000 |
160-12 |
|
0.618 |
159-26 |
|
HIGH |
158-28 |
|
0.618 |
158-10 |
|
0.500 |
158-04 |
|
0.382 |
157-30 |
|
LOW |
157-12 |
|
0.618 |
156-14 |
|
1.000 |
155-28 |
|
1.618 |
154-30 |
|
2.618 |
153-14 |
|
4.250 |
151-00 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
158-04 |
157-28 |
| PP |
158-02 |
157-26 |
| S1 |
157-31 |
157-25 |
|