ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 16-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
155-21 |
156-08 |
0-19 |
0.4% |
156-17 |
| High |
156-14 |
156-20 |
0-06 |
0.1% |
158-28 |
| Low |
155-13 |
155-23 |
0-10 |
0.2% |
155-12 |
| Close |
156-04 |
155-27 |
-0-09 |
-0.2% |
155-18 |
| Range |
1-01 |
0-29 |
-0-04 |
-12.1% |
3-16 |
| ATR |
1-20 |
1-18 |
-0-02 |
-3.1% |
0-00 |
| Volume |
409,544 |
443,436 |
33,892 |
8.3% |
2,394,560 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-25 |
158-07 |
156-11 |
|
| R3 |
157-28 |
157-10 |
156-03 |
|
| R2 |
156-31 |
156-31 |
156-00 |
|
| R1 |
156-13 |
156-13 |
155-30 |
156-08 |
| PP |
156-02 |
156-02 |
156-02 |
155-31 |
| S1 |
155-16 |
155-16 |
155-24 |
155-11 |
| S2 |
155-05 |
155-05 |
155-22 |
|
| S3 |
154-08 |
154-19 |
155-19 |
|
| S4 |
153-11 |
153-22 |
155-11 |
|
|
| 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 |
160-15 |
|
2.618 |
159-00 |
|
1.618 |
158-03 |
|
1.000 |
157-17 |
|
0.618 |
157-06 |
|
HIGH |
156-20 |
|
0.618 |
156-09 |
|
0.500 |
156-06 |
|
0.382 |
156-02 |
|
LOW |
155-23 |
|
0.618 |
155-05 |
|
1.000 |
154-26 |
|
1.618 |
154-08 |
|
2.618 |
153-11 |
|
4.250 |
151-28 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-06 |
156-18 |
| PP |
156-02 |
156-10 |
| S1 |
155-31 |
156-03 |
|