ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 20-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
163-09 |
163-17 |
0-08 |
0.2% |
162-21 |
| High |
163-10 |
163-25 |
0-15 |
0.3% |
163-29 |
| Low |
162-14 |
162-13 |
-0-01 |
0.0% |
161-21 |
| Close |
162-26 |
163-09 |
0-15 |
0.3% |
161-26 |
| Range |
0-28 |
1-12 |
0-16 |
57.1% |
2-08 |
| ATR |
1-02 |
1-03 |
0-01 |
2.0% |
0-00 |
| Volume |
181 |
24 |
-157 |
-86.7% |
277 |
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-09 |
166-21 |
164-01 |
|
| R3 |
165-29 |
165-09 |
163-21 |
|
| R2 |
164-17 |
164-17 |
163-17 |
|
| R1 |
163-29 |
163-29 |
163-13 |
163-17 |
| PP |
163-05 |
163-05 |
163-05 |
162-31 |
| S1 |
162-17 |
162-17 |
163-05 |
162-05 |
| S2 |
161-25 |
161-25 |
163-01 |
|
| S3 |
160-13 |
161-05 |
162-29 |
|
| S4 |
159-01 |
159-25 |
162-17 |
|
|
| 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 |
169-20 |
|
2.618 |
167-12 |
|
1.618 |
166-00 |
|
1.000 |
165-05 |
|
0.618 |
164-20 |
|
HIGH |
163-25 |
|
0.618 |
163-08 |
|
0.500 |
163-03 |
|
0.382 |
162-30 |
|
LOW |
162-13 |
|
0.618 |
161-18 |
|
1.000 |
161-01 |
|
1.618 |
160-06 |
|
2.618 |
158-26 |
|
4.250 |
156-18 |
|
|
| Fisher Pivots for day following 20-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-07 |
163-04 |
| PP |
163-05 |
163-00 |
| S1 |
163-03 |
162-27 |
|