ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 05-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
165-01 |
165-08 |
0-07 |
0.1% |
166-10 |
| High |
166-27 |
165-09 |
-1-18 |
-0.9% |
168-23 |
| Low |
165-00 |
163-30 |
-1-02 |
-0.6% |
166-10 |
| Close |
165-01 |
164-09 |
-0-24 |
-0.5% |
166-24 |
| Range |
1-27 |
1-11 |
-0-16 |
-27.1% |
2-13 |
| ATR |
0-29 |
0-30 |
0-01 |
3.4% |
0-00 |
| Volume |
0 |
7 |
7 |
|
27 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-17 |
167-24 |
165-01 |
|
| R3 |
167-06 |
166-13 |
164-21 |
|
| R2 |
165-27 |
165-27 |
164-17 |
|
| R1 |
165-02 |
165-02 |
164-13 |
164-25 |
| PP |
164-16 |
164-16 |
164-16 |
164-12 |
| S1 |
163-23 |
163-23 |
164-05 |
163-14 |
| S2 |
163-05 |
163-05 |
164-01 |
|
| S3 |
161-26 |
162-12 |
163-29 |
|
| S4 |
160-15 |
161-01 |
163-17 |
|
|
| 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 |
171-00 |
|
2.618 |
168-26 |
|
1.618 |
167-15 |
|
1.000 |
166-20 |
|
0.618 |
166-04 |
|
HIGH |
165-09 |
|
0.618 |
164-25 |
|
0.500 |
164-20 |
|
0.382 |
164-14 |
|
LOW |
163-30 |
|
0.618 |
163-03 |
|
1.000 |
162-19 |
|
1.618 |
161-24 |
|
2.618 |
160-13 |
|
4.250 |
158-07 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-20 |
165-19 |
| PP |
164-16 |
165-05 |
| S1 |
164-13 |
164-23 |
|