ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 17-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
162-19 |
161-25 |
-0-26 |
-0.5% |
162-21 |
| High |
162-31 |
162-26 |
-0-05 |
-0.1% |
163-29 |
| Low |
161-21 |
161-09 |
-0-12 |
-0.2% |
161-21 |
| Close |
161-26 |
162-17 |
0-23 |
0.4% |
161-26 |
| Range |
1-10 |
1-17 |
0-07 |
16.7% |
2-08 |
| ATR |
1-02 |
1-03 |
0-01 |
3.3% |
0-00 |
| Volume |
76 |
34 |
-42 |
-55.3% |
277 |
|
| Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-26 |
166-06 |
163-12 |
|
| R3 |
165-09 |
164-21 |
162-30 |
|
| R2 |
163-24 |
163-24 |
162-26 |
|
| R1 |
163-04 |
163-04 |
162-21 |
163-14 |
| PP |
162-07 |
162-07 |
162-07 |
162-12 |
| S1 |
161-19 |
161-19 |
162-13 |
161-29 |
| S2 |
160-22 |
160-22 |
162-08 |
|
| S3 |
159-05 |
160-02 |
162-04 |
|
| S4 |
157-20 |
158-17 |
161-22 |
|
|
| 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 |
169-10 |
|
2.618 |
166-26 |
|
1.618 |
165-09 |
|
1.000 |
164-11 |
|
0.618 |
163-24 |
|
HIGH |
162-26 |
|
0.618 |
162-07 |
|
0.500 |
162-02 |
|
0.382 |
161-28 |
|
LOW |
161-09 |
|
0.618 |
160-11 |
|
1.000 |
159-24 |
|
1.618 |
158-26 |
|
2.618 |
157-09 |
|
4.250 |
154-25 |
|
|
| Fisher Pivots for day following 17-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-12 |
162-19 |
| PP |
162-07 |
162-18 |
| S1 |
162-02 |
162-18 |
|