ECBOT 30 Year Treasury Bond Future March 2017
Trading Metrics calculated at close of trading on 26-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
166-22 |
166-10 |
-0-12 |
-0.2% |
164-19 |
High |
166-22 |
167-04 |
0-14 |
0.3% |
166-22 |
Low |
166-22 |
166-10 |
-0-12 |
-0.2% |
164-15 |
Close |
166-22 |
167-04 |
0-14 |
0.3% |
166-22 |
Range |
0-00 |
0-26 |
0-26 |
|
2-07 |
ATR |
0-23 |
0-23 |
0-00 |
0.9% |
0-00 |
Volume |
0 |
1 |
1 |
|
3 |
|
Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169-09 |
169-01 |
167-18 |
|
R3 |
168-15 |
168-07 |
167-11 |
|
R2 |
167-21 |
167-21 |
167-09 |
|
R1 |
167-13 |
167-13 |
167-06 |
167-17 |
PP |
166-27 |
166-27 |
166-27 |
166-30 |
S1 |
166-19 |
166-19 |
167-02 |
166-23 |
S2 |
166-01 |
166-01 |
166-31 |
|
S3 |
165-07 |
165-25 |
166-29 |
|
S4 |
164-13 |
164-31 |
166-22 |
|
|
Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172-19 |
171-28 |
167-29 |
|
R3 |
170-12 |
169-21 |
167-10 |
|
R2 |
168-05 |
168-05 |
167-03 |
|
R1 |
167-14 |
167-14 |
166-29 |
167-25 |
PP |
165-30 |
165-30 |
165-30 |
166-04 |
S1 |
165-07 |
165-07 |
166-15 |
165-19 |
S2 |
163-23 |
163-23 |
166-09 |
|
S3 |
161-16 |
163-00 |
166-02 |
|
S4 |
159-09 |
160-25 |
165-15 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
170-18 |
2.618 |
169-08 |
1.618 |
168-14 |
1.000 |
167-30 |
0.618 |
167-20 |
HIGH |
167-04 |
0.618 |
166-26 |
0.500 |
166-23 |
0.382 |
166-20 |
LOW |
166-10 |
0.618 |
165-26 |
1.000 |
165-16 |
1.618 |
165-00 |
2.618 |
164-06 |
4.250 |
162-28 |
|
|
Fisher Pivots for day following 26-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
167-00 |
167-00 |
PP |
166-27 |
166-27 |
S1 |
166-23 |
166-23 |
|