ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 06-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
165-08 |
164-03 |
-1-05 |
-0.7% |
166-10 |
| High |
165-09 |
164-26 |
-0-15 |
-0.3% |
168-23 |
| Low |
163-30 |
163-19 |
-0-11 |
-0.2% |
166-10 |
| Close |
164-09 |
163-20 |
-0-21 |
-0.4% |
166-24 |
| Range |
1-11 |
1-07 |
-0-04 |
-9.3% |
2-13 |
| ATR |
0-30 |
0-31 |
0-01 |
2.1% |
0-00 |
| Volume |
7 |
12 |
5 |
71.4% |
27 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-21 |
166-28 |
164-09 |
|
| R3 |
166-14 |
165-21 |
163-31 |
|
| R2 |
165-07 |
165-07 |
163-27 |
|
| R1 |
164-14 |
164-14 |
163-24 |
164-07 |
| PP |
164-00 |
164-00 |
164-00 |
163-29 |
| S1 |
163-07 |
163-07 |
163-16 |
163-00 |
| S2 |
162-25 |
162-25 |
163-13 |
|
| S3 |
161-18 |
162-00 |
163-09 |
|
| S4 |
160-11 |
160-25 |
162-31 |
|
|
| 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 |
170-00 |
|
2.618 |
168-00 |
|
1.618 |
166-25 |
|
1.000 |
166-01 |
|
0.618 |
165-18 |
|
HIGH |
164-26 |
|
0.618 |
164-11 |
|
0.500 |
164-07 |
|
0.382 |
164-02 |
|
LOW |
163-19 |
|
0.618 |
162-27 |
|
1.000 |
162-12 |
|
1.618 |
161-20 |
|
2.618 |
160-13 |
|
4.250 |
158-13 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-07 |
165-07 |
| PP |
164-00 |
164-22 |
| S1 |
163-26 |
164-05 |
|