ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
158-02 |
157-16 |
-0-18 |
-0.4% |
156-17 |
| High |
158-28 |
157-24 |
-1-04 |
-0.7% |
158-28 |
| Low |
157-12 |
155-12 |
-2-00 |
-1.3% |
155-12 |
| Close |
157-29 |
155-18 |
-2-11 |
-1.5% |
155-18 |
| Range |
1-16 |
2-12 |
0-28 |
58.3% |
3-16 |
| ATR |
1-19 |
1-21 |
0-02 |
4.2% |
0-00 |
| Volume |
559,849 |
520,153 |
-39,696 |
-7.1% |
2,394,560 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-11 |
161-27 |
156-28 |
|
| R3 |
160-31 |
159-15 |
156-07 |
|
| R2 |
158-19 |
158-19 |
156-00 |
|
| R1 |
157-03 |
157-03 |
155-25 |
156-21 |
| PP |
156-07 |
156-07 |
156-07 |
156-00 |
| S1 |
154-23 |
154-23 |
155-11 |
154-09 |
| S2 |
153-27 |
153-27 |
155-04 |
|
| S3 |
151-15 |
152-11 |
154-29 |
|
| S4 |
149-03 |
149-31 |
154-08 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-03 |
164-27 |
157-16 |
|
| R3 |
163-19 |
161-11 |
156-17 |
|
| R2 |
160-03 |
160-03 |
156-07 |
|
| R1 |
157-27 |
157-27 |
155-28 |
157-07 |
| PP |
156-19 |
156-19 |
156-19 |
156-10 |
| S1 |
154-11 |
154-11 |
155-08 |
153-23 |
| S2 |
153-03 |
153-03 |
154-29 |
|
| S3 |
149-19 |
150-27 |
154-19 |
|
| S4 |
146-03 |
147-11 |
153-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-27 |
|
2.618 |
163-31 |
|
1.618 |
161-19 |
|
1.000 |
160-04 |
|
0.618 |
159-07 |
|
HIGH |
157-24 |
|
0.618 |
156-27 |
|
0.500 |
156-18 |
|
0.382 |
156-09 |
|
LOW |
155-12 |
|
0.618 |
153-29 |
|
1.000 |
153-00 |
|
1.618 |
151-17 |
|
2.618 |
149-05 |
|
4.250 |
145-09 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-18 |
157-04 |
| PP |
156-07 |
156-19 |
| S1 |
155-29 |
156-03 |
|