ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 24-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
163-07 |
163-22 |
0-15 |
0.3% |
161-25 |
| High |
163-24 |
163-27 |
0-03 |
0.1% |
163-25 |
| Low |
163-00 |
162-18 |
-0-14 |
-0.3% |
161-09 |
| Close |
163-13 |
162-29 |
-0-16 |
-0.3% |
163-13 |
| Range |
0-24 |
1-09 |
0-17 |
70.8% |
2-16 |
| ATR |
1-02 |
1-03 |
0-00 |
1.4% |
0-00 |
| Volume |
60 |
109 |
49 |
81.7% |
349 |
|
| Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-30 |
166-07 |
163-20 |
|
| R3 |
165-21 |
164-30 |
163-08 |
|
| R2 |
164-12 |
164-12 |
163-05 |
|
| R1 |
163-21 |
163-21 |
163-01 |
163-12 |
| PP |
163-03 |
163-03 |
163-03 |
162-31 |
| S1 |
162-12 |
162-12 |
162-25 |
162-03 |
| S2 |
161-26 |
161-26 |
162-21 |
|
| S3 |
160-17 |
161-03 |
162-18 |
|
| S4 |
159-08 |
159-26 |
162-06 |
|
|
| 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 |
169-09 |
|
2.618 |
167-06 |
|
1.618 |
165-29 |
|
1.000 |
165-04 |
|
0.618 |
164-20 |
|
HIGH |
163-27 |
|
0.618 |
163-11 |
|
0.500 |
163-07 |
|
0.382 |
163-02 |
|
LOW |
162-18 |
|
0.618 |
161-25 |
|
1.000 |
161-09 |
|
1.618 |
160-16 |
|
2.618 |
159-07 |
|
4.250 |
157-04 |
|
|
| Fisher Pivots for day following 24-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-07 |
163-04 |
| PP |
163-03 |
163-02 |
| S1 |
163-00 |
162-31 |
|