ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 25-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2021 |
25-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
156-13 |
156-25 |
0-12 |
0.2% |
155-21 |
| High |
157-04 |
157-08 |
0-04 |
0.1% |
156-20 |
| Low |
155-29 |
156-07 |
0-10 |
0.2% |
153-07 |
| Close |
156-24 |
156-22 |
-0-02 |
0.0% |
154-03 |
| Range |
1-07 |
1-01 |
-0-06 |
-15.4% |
3-13 |
| ATR |
1-18 |
1-17 |
-0-01 |
-2.5% |
0-00 |
| Volume |
394,476 |
515,561 |
121,085 |
30.7% |
2,531,200 |
|
| Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-26 |
159-09 |
157-08 |
|
| R3 |
158-25 |
158-08 |
156-31 |
|
| R2 |
157-24 |
157-24 |
156-28 |
|
| R1 |
157-07 |
157-07 |
156-25 |
156-31 |
| PP |
156-23 |
156-23 |
156-23 |
156-19 |
| S1 |
156-06 |
156-06 |
156-19 |
155-30 |
| S2 |
155-22 |
155-22 |
156-16 |
|
| S3 |
154-21 |
155-05 |
156-13 |
|
| S4 |
153-20 |
154-04 |
156-04 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-08 |
153-26 |
3-14 |
2.2% |
1-10 |
0.8% |
84% |
True |
False |
425,115 |
| 10 |
157-24 |
153-07 |
4-17 |
2.9% |
1-15 |
0.9% |
77% |
False |
False |
469,656 |
| 20 |
161-02 |
153-07 |
7-27 |
5.0% |
1-20 |
1.0% |
44% |
False |
False |
503,154 |
| 40 |
169-10 |
153-07 |
16-03 |
10.3% |
1-17 |
1.0% |
22% |
False |
False |
321,839 |
| 60 |
171-26 |
153-07 |
18-19 |
11.9% |
1-11 |
0.9% |
19% |
False |
False |
214,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-20 |
|
2.618 |
159-30 |
|
1.618 |
158-29 |
|
1.000 |
158-09 |
|
0.618 |
157-28 |
|
HIGH |
157-08 |
|
0.618 |
156-27 |
|
0.500 |
156-24 |
|
0.382 |
156-20 |
|
LOW |
156-07 |
|
0.618 |
155-19 |
|
1.000 |
155-06 |
|
1.618 |
154-18 |
|
2.618 |
153-17 |
|
4.250 |
151-27 |
|
|
| Fisher Pivots for day following 25-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
156-24 |
156-15 |
| PP |
156-23 |
156-09 |
| S1 |
156-23 |
156-02 |
|