ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 23-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
154-13 |
155-00 |
0-19 |
0.4% |
155-21 |
| High |
155-14 |
156-18 |
1-04 |
0.7% |
156-20 |
| Low |
154-10 |
154-28 |
0-18 |
0.4% |
153-07 |
| Close |
155-08 |
156-05 |
0-29 |
0.6% |
154-03 |
| Range |
1-04 |
1-22 |
0-18 |
50.0% |
3-13 |
| ATR |
1-19 |
1-19 |
0-00 |
0.4% |
0-00 |
| Volume |
362,149 |
373,021 |
10,872 |
3.0% |
2,531,200 |
|
| Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-30 |
160-07 |
157-03 |
|
| R3 |
159-08 |
158-17 |
156-20 |
|
| R2 |
157-18 |
157-18 |
156-15 |
|
| R1 |
156-27 |
156-27 |
156-10 |
157-07 |
| PP |
155-28 |
155-28 |
155-28 |
156-01 |
| S1 |
155-05 |
155-05 |
156-00 |
155-17 |
| S2 |
154-06 |
154-06 |
155-27 |
|
| S3 |
152-16 |
153-15 |
155-22 |
|
| S4 |
150-26 |
151-25 |
155-07 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-28 |
162-28 |
155-31 |
|
| R3 |
161-15 |
159-15 |
155-01 |
|
| R2 |
158-02 |
158-02 |
154-23 |
|
| R1 |
156-02 |
156-02 |
154-13 |
155-12 |
| PP |
154-21 |
154-21 |
154-21 |
154-09 |
| S1 |
152-21 |
152-21 |
153-25 |
151-31 |
| S2 |
151-08 |
151-08 |
153-15 |
|
| S3 |
147-27 |
149-08 |
153-05 |
|
| S4 |
144-14 |
145-27 |
152-07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-24 |
|
2.618 |
160-31 |
|
1.618 |
159-09 |
|
1.000 |
158-08 |
|
0.618 |
157-19 |
|
HIGH |
156-18 |
|
0.618 |
155-29 |
|
0.500 |
155-23 |
|
0.382 |
155-17 |
|
LOW |
154-28 |
|
0.618 |
153-27 |
|
1.000 |
153-06 |
|
1.618 |
152-05 |
|
2.618 |
150-15 |
|
4.250 |
147-22 |
|
|
| Fisher Pivots for day following 23-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-00 |
155-27 |
| PP |
155-28 |
155-16 |
| S1 |
155-23 |
155-06 |
|