ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
165-08 |
165-15 |
0-07 |
0.1% |
165-21 |
| High |
166-00 |
165-15 |
-0-17 |
-0.3% |
165-21 |
| Low |
164-28 |
164-15 |
-0-13 |
-0.2% |
163-30 |
| Close |
164-28 |
165-15 |
0-19 |
0.4% |
164-17 |
| Range |
1-04 |
1-00 |
-0-04 |
-11.1% |
1-23 |
| ATR |
0-23 |
0-24 |
0-01 |
2.8% |
0-00 |
| Volume |
3 |
0 |
-3 |
-100.0% |
6 |
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-04 |
167-26 |
166-01 |
|
| R3 |
167-04 |
166-26 |
165-24 |
|
| R2 |
166-04 |
166-04 |
165-21 |
|
| R1 |
165-26 |
165-26 |
165-18 |
165-31 |
| PP |
165-04 |
165-04 |
165-04 |
165-07 |
| S1 |
164-26 |
164-26 |
165-12 |
164-31 |
| S2 |
164-04 |
164-04 |
165-09 |
|
| S3 |
163-04 |
163-26 |
165-06 |
|
| S4 |
162-04 |
162-26 |
164-29 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-28 |
168-29 |
165-15 |
|
| R3 |
168-05 |
167-06 |
165-00 |
|
| R2 |
166-14 |
166-14 |
164-27 |
|
| R1 |
165-15 |
165-15 |
164-22 |
165-03 |
| PP |
164-23 |
164-23 |
164-23 |
164-17 |
| S1 |
163-24 |
163-24 |
164-12 |
163-12 |
| S2 |
163-00 |
163-00 |
164-07 |
|
| S3 |
161-09 |
162-01 |
164-02 |
|
| S4 |
159-18 |
160-10 |
163-19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-23 |
|
2.618 |
168-03 |
|
1.618 |
167-03 |
|
1.000 |
166-15 |
|
0.618 |
166-03 |
|
HIGH |
165-15 |
|
0.618 |
165-03 |
|
0.500 |
164-31 |
|
0.382 |
164-27 |
|
LOW |
164-15 |
|
0.618 |
163-27 |
|
1.000 |
163-15 |
|
1.618 |
162-27 |
|
2.618 |
161-27 |
|
4.250 |
160-07 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-10 |
165-13 |
| PP |
165-04 |
165-10 |
| S1 |
164-31 |
165-08 |
|