ECBOT 30 Year Treasury Bond Future June 2021
| Trading Metrics calculated at close of trading on 26-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2021 |
26-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
156-25 |
156-07 |
-0-18 |
-0.4% |
154-13 |
| High |
157-08 |
156-19 |
-0-21 |
-0.4% |
157-08 |
| Low |
156-07 |
155-10 |
-0-29 |
-0.6% |
154-10 |
| Close |
156-22 |
155-31 |
-0-23 |
-0.5% |
155-31 |
| Range |
1-01 |
1-09 |
0-08 |
24.3% |
2-30 |
| ATR |
1-17 |
1-17 |
0-00 |
-0.7% |
0-00 |
| Volume |
515,561 |
393,344 |
-122,217 |
-23.7% |
2,038,551 |
|
| Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-26 |
159-05 |
156-22 |
|
| R3 |
158-17 |
157-28 |
156-10 |
|
| R2 |
157-08 |
157-08 |
156-07 |
|
| R1 |
156-19 |
156-19 |
156-03 |
156-09 |
| PP |
155-31 |
155-31 |
155-31 |
155-26 |
| S1 |
155-10 |
155-10 |
155-27 |
155-00 |
| S2 |
154-22 |
154-22 |
155-23 |
|
| S3 |
153-13 |
154-01 |
155-20 |
|
| S4 |
152-04 |
152-24 |
155-08 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-21 |
163-08 |
157-19 |
|
| R3 |
161-23 |
160-10 |
156-25 |
|
| R2 |
158-25 |
158-25 |
156-16 |
|
| R1 |
157-12 |
157-12 |
156-08 |
158-03 |
| PP |
155-27 |
155-27 |
155-27 |
156-06 |
| S1 |
154-14 |
154-14 |
155-22 |
155-05 |
| S2 |
152-29 |
152-29 |
155-14 |
|
| S3 |
149-31 |
151-16 |
155-05 |
|
| S4 |
147-01 |
148-18 |
154-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-08 |
154-10 |
2-30 |
1.9% |
1-09 |
0.8% |
56% |
False |
False |
407,710 |
| 10 |
157-08 |
153-07 |
4-01 |
2.6% |
1-12 |
0.9% |
68% |
False |
False |
456,975 |
| 20 |
160-26 |
153-07 |
7-19 |
4.9% |
1-16 |
1.0% |
36% |
False |
False |
479,495 |
| 40 |
168-11 |
153-07 |
15-04 |
9.7% |
1-16 |
1.0% |
18% |
False |
False |
331,669 |
| 60 |
171-26 |
153-07 |
18-19 |
11.9% |
1-12 |
0.9% |
15% |
False |
False |
221,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-01 |
|
2.618 |
159-30 |
|
1.618 |
158-21 |
|
1.000 |
157-28 |
|
0.618 |
157-12 |
|
HIGH |
156-19 |
|
0.618 |
156-03 |
|
0.500 |
155-31 |
|
0.382 |
155-26 |
|
LOW |
155-10 |
|
0.618 |
154-17 |
|
1.000 |
154-01 |
|
1.618 |
153-08 |
|
2.618 |
151-31 |
|
4.250 |
149-28 |
|
|
| Fisher Pivots for day following 26-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
155-31 |
156-09 |
| PP |
155-31 |
156-06 |
| S1 |
155-31 |
156-02 |
|