ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 04-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
167-04 |
165-01 |
-2-03 |
-1.3% |
166-10 |
| High |
167-07 |
166-27 |
-0-12 |
-0.2% |
168-23 |
| Low |
166-15 |
165-00 |
-1-15 |
-0.9% |
166-10 |
| Close |
166-21 |
165-01 |
-1-20 |
-1.0% |
166-24 |
| Range |
0-24 |
1-27 |
1-03 |
145.8% |
2-13 |
| ATR |
0-27 |
0-29 |
0-02 |
8.6% |
0-00 |
| Volume |
3 |
0 |
-3 |
-100.0% |
27 |
|
| Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-05 |
169-30 |
166-01 |
|
| R3 |
169-10 |
168-03 |
165-17 |
|
| R2 |
167-15 |
167-15 |
165-12 |
|
| R1 |
166-08 |
166-08 |
165-06 |
165-31 |
| PP |
165-20 |
165-20 |
165-20 |
165-15 |
| S1 |
164-13 |
164-13 |
164-28 |
164-04 |
| S2 |
163-25 |
163-25 |
164-22 |
|
| S3 |
161-30 |
162-18 |
164-17 |
|
| S4 |
160-03 |
160-23 |
164-01 |
|
|
| 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 |
174-22 |
|
2.618 |
171-21 |
|
1.618 |
169-26 |
|
1.000 |
168-22 |
|
0.618 |
167-31 |
|
HIGH |
166-27 |
|
0.618 |
166-04 |
|
0.500 |
165-30 |
|
0.382 |
165-23 |
|
LOW |
165-00 |
|
0.618 |
163-28 |
|
1.000 |
163-05 |
|
1.618 |
162-01 |
|
2.618 |
160-06 |
|
4.250 |
157-05 |
|
|
| Fisher Pivots for day following 04-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-30 |
166-28 |
| PP |
165-20 |
166-08 |
| S1 |
165-11 |
165-21 |
|