ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 21-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
163-17 |
163-07 |
-0-10 |
-0.2% |
161-25 |
| High |
163-25 |
163-24 |
-0-01 |
0.0% |
163-25 |
| Low |
162-13 |
163-00 |
0-19 |
0.4% |
161-09 |
| Close |
163-09 |
163-13 |
0-04 |
0.1% |
163-13 |
| Range |
1-12 |
0-24 |
-0-20 |
-45.5% |
2-16 |
| ATR |
1-03 |
1-02 |
-0-01 |
-2.2% |
0-00 |
| Volume |
24 |
60 |
36 |
150.0% |
349 |
|
| Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-20 |
165-09 |
163-26 |
|
| R3 |
164-28 |
164-17 |
163-20 |
|
| R2 |
164-04 |
164-04 |
163-17 |
|
| R1 |
163-25 |
163-25 |
163-15 |
163-31 |
| PP |
163-12 |
163-12 |
163-12 |
163-15 |
| S1 |
163-01 |
163-01 |
163-11 |
163-07 |
| S2 |
162-20 |
162-20 |
163-09 |
|
| S3 |
161-28 |
162-09 |
163-06 |
|
| S4 |
161-04 |
161-17 |
163-00 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-10 |
169-12 |
164-25 |
|
| R3 |
167-26 |
166-28 |
164-03 |
|
| R2 |
165-10 |
165-10 |
163-28 |
|
| R1 |
164-12 |
164-12 |
163-20 |
164-27 |
| PP |
162-26 |
162-26 |
162-26 |
163-02 |
| S1 |
161-28 |
161-28 |
163-06 |
162-11 |
| S2 |
160-10 |
160-10 |
162-30 |
|
| S3 |
157-26 |
159-12 |
162-23 |
|
| S4 |
155-10 |
156-28 |
162-01 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-30 |
|
2.618 |
165-23 |
|
1.618 |
164-31 |
|
1.000 |
164-16 |
|
0.618 |
164-07 |
|
HIGH |
163-24 |
|
0.618 |
163-15 |
|
0.500 |
163-12 |
|
0.382 |
163-09 |
|
LOW |
163-00 |
|
0.618 |
162-17 |
|
1.000 |
162-08 |
|
1.618 |
161-25 |
|
2.618 |
161-01 |
|
4.250 |
159-26 |
|
|
| Fisher Pivots for day following 21-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-13 |
163-10 |
| PP |
163-12 |
163-06 |
| S1 |
163-12 |
163-03 |
|