ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 18-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
155-30 |
155-06 |
-0-24 |
-0.5% |
156-17 |
| High |
156-04 |
155-17 |
-0-19 |
-0.4% |
158-28 |
| Low |
154-17 |
153-07 |
-1-10 |
-0.8% |
155-12 |
| Close |
155-05 |
154-00 |
-1-05 |
-0.7% |
155-18 |
| Range |
1-19 |
2-10 |
0-23 |
45.1% |
3-16 |
| ATR |
1-18 |
1-20 |
0-02 |
3.4% |
0-00 |
| Volume |
551,617 |
646,234 |
94,617 |
17.2% |
2,394,560 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-06 |
159-29 |
155-09 |
|
| R3 |
158-28 |
157-19 |
154-20 |
|
| R2 |
156-18 |
156-18 |
154-14 |
|
| R1 |
155-09 |
155-09 |
154-07 |
154-25 |
| PP |
154-08 |
154-08 |
154-08 |
154-00 |
| S1 |
152-31 |
152-31 |
153-25 |
152-15 |
| S2 |
151-30 |
151-30 |
153-18 |
|
| S3 |
149-20 |
150-21 |
153-12 |
|
| S4 |
147-10 |
148-11 |
152-23 |
|
|
| 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 |
165-12 |
|
2.618 |
161-19 |
|
1.618 |
159-09 |
|
1.000 |
157-27 |
|
0.618 |
156-31 |
|
HIGH |
155-17 |
|
0.618 |
154-21 |
|
0.500 |
154-12 |
|
0.382 |
154-03 |
|
LOW |
153-07 |
|
0.618 |
151-25 |
|
1.000 |
150-29 |
|
1.618 |
149-15 |
|
2.618 |
147-05 |
|
4.250 |
143-13 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
154-12 |
154-30 |
| PP |
154-08 |
154-20 |
| S1 |
154-04 |
154-10 |
|