ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 17-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
156-08 |
155-30 |
-0-10 |
-0.2% |
156-17 |
| High |
156-20 |
156-04 |
-0-16 |
-0.3% |
158-28 |
| Low |
155-23 |
154-17 |
-1-06 |
-0.8% |
155-12 |
| Close |
155-27 |
155-05 |
-0-22 |
-0.4% |
155-18 |
| Range |
0-29 |
1-19 |
0-22 |
75.9% |
3-16 |
| ATR |
1-18 |
1-18 |
0-00 |
0.1% |
0-00 |
| Volume |
443,436 |
551,617 |
108,181 |
24.4% |
2,394,560 |
|
| Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-02 |
159-06 |
156-01 |
|
| R3 |
158-15 |
157-19 |
155-19 |
|
| R2 |
156-28 |
156-28 |
155-14 |
|
| R1 |
156-00 |
156-00 |
155-10 |
155-21 |
| PP |
155-09 |
155-09 |
155-09 |
155-03 |
| S1 |
154-13 |
154-13 |
155-00 |
154-02 |
| S2 |
153-22 |
153-22 |
154-28 |
|
| S3 |
152-03 |
152-26 |
154-23 |
|
| S4 |
150-16 |
151-07 |
154-09 |
|
|
| 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 |
162-29 |
|
2.618 |
160-10 |
|
1.618 |
158-23 |
|
1.000 |
157-23 |
|
0.618 |
157-04 |
|
HIGH |
156-04 |
|
0.618 |
155-17 |
|
0.500 |
155-11 |
|
0.382 |
155-04 |
|
LOW |
154-17 |
|
0.618 |
153-17 |
|
1.000 |
152-30 |
|
1.618 |
151-30 |
|
2.618 |
150-11 |
|
4.250 |
147-24 |
|
|
| Fisher Pivots for day following 17-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
155-11 |
155-19 |
| PP |
155-09 |
155-14 |
| S1 |
155-07 |
155-10 |
|