ECBOT 30 Year Treasury Bond Future March 2017
Trading Metrics calculated at close of trading on 30-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
167-24 |
168-23 |
0-31 |
0.6% |
166-10 |
High |
168-10 |
168-23 |
0-13 |
0.2% |
168-23 |
Low |
167-06 |
166-24 |
-0-14 |
-0.3% |
166-10 |
Close |
168-07 |
166-24 |
-1-15 |
-0.9% |
166-24 |
Range |
1-04 |
1-31 |
0-27 |
75.0% |
2-13 |
ATR |
0-24 |
0-27 |
0-03 |
11.4% |
0-00 |
Volume |
22 |
1 |
-21 |
-95.5% |
27 |
|
Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173-10 |
172-00 |
167-27 |
|
R3 |
171-11 |
170-01 |
167-09 |
|
R2 |
169-12 |
169-12 |
167-04 |
|
R1 |
168-02 |
168-02 |
166-30 |
167-24 |
PP |
167-13 |
167-13 |
167-13 |
167-08 |
S1 |
166-03 |
166-03 |
166-18 |
165-24 |
S2 |
165-14 |
165-14 |
166-12 |
|
S3 |
163-15 |
164-04 |
166-07 |
|
S4 |
161-16 |
162-05 |
165-21 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174-15 |
173-01 |
168-02 |
|
R3 |
172-02 |
170-20 |
167-13 |
|
R2 |
169-21 |
169-21 |
167-06 |
|
R1 |
168-07 |
168-07 |
166-31 |
168-30 |
PP |
167-08 |
167-08 |
167-08 |
167-20 |
S1 |
165-26 |
165-26 |
166-17 |
166-17 |
S2 |
164-27 |
164-27 |
166-10 |
|
S3 |
162-14 |
163-13 |
166-03 |
|
S4 |
160-01 |
161-00 |
165-14 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
177-03 |
2.618 |
173-28 |
1.618 |
171-29 |
1.000 |
170-22 |
0.618 |
169-30 |
HIGH |
168-23 |
0.618 |
167-31 |
0.500 |
167-24 |
0.382 |
167-16 |
LOW |
166-24 |
0.618 |
165-17 |
1.000 |
164-25 |
1.618 |
163-18 |
2.618 |
161-19 |
4.250 |
158-12 |
|
|
Fisher Pivots for day following 30-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
167-24 |
167-24 |
PP |
167-13 |
167-13 |
S1 |
167-03 |
167-03 |
|