ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
163-19 |
162-19 |
-1-00 |
-0.6% |
162-21 |
| High |
163-29 |
162-31 |
-0-30 |
-0.6% |
163-29 |
| Low |
163-07 |
161-21 |
-1-18 |
-1.0% |
161-21 |
| Close |
163-18 |
161-26 |
-1-24 |
-1.1% |
161-26 |
| Range |
0-22 |
1-10 |
0-20 |
90.9% |
2-08 |
| ATR |
0-31 |
1-02 |
0-02 |
6.7% |
0-00 |
| Volume |
192 |
76 |
-116 |
-60.4% |
277 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-03 |
165-08 |
162-17 |
|
| R3 |
164-25 |
163-30 |
162-06 |
|
| R2 |
163-15 |
163-15 |
162-02 |
|
| R1 |
162-20 |
162-20 |
161-30 |
162-13 |
| PP |
162-05 |
162-05 |
162-05 |
162-01 |
| S1 |
161-10 |
161-10 |
161-22 |
161-03 |
| S2 |
160-27 |
160-27 |
161-18 |
|
| S3 |
159-17 |
160-00 |
161-14 |
|
| S4 |
158-07 |
158-22 |
161-03 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-07 |
167-24 |
163-02 |
|
| R3 |
166-31 |
165-16 |
162-14 |
|
| R2 |
164-23 |
164-23 |
162-07 |
|
| R1 |
163-08 |
163-08 |
162-01 |
162-28 |
| PP |
162-15 |
162-15 |
162-15 |
162-08 |
| S1 |
161-00 |
161-00 |
161-19 |
160-20 |
| S2 |
160-07 |
160-07 |
161-13 |
|
| S3 |
157-31 |
158-24 |
161-06 |
|
| S4 |
155-23 |
156-16 |
160-18 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-18 |
|
2.618 |
166-13 |
|
1.618 |
165-03 |
|
1.000 |
164-09 |
|
0.618 |
163-25 |
|
HIGH |
162-31 |
|
0.618 |
162-15 |
|
0.500 |
162-10 |
|
0.382 |
162-05 |
|
LOW |
161-21 |
|
0.618 |
160-27 |
|
1.000 |
160-11 |
|
1.618 |
159-17 |
|
2.618 |
158-07 |
|
4.250 |
156-03 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-10 |
162-25 |
| PP |
162-05 |
162-15 |
| S1 |
161-31 |
162-04 |
|