ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 26-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
163-02 |
163-13 |
0-11 |
0.2% |
161-25 |
| High |
163-23 |
163-23 |
0-00 |
0.0% |
163-25 |
| Low |
162-14 |
162-08 |
-0-06 |
-0.1% |
161-09 |
| Close |
163-09 |
162-17 |
-0-24 |
-0.5% |
163-13 |
| Range |
1-09 |
1-15 |
0-06 |
14.6% |
2-16 |
| ATR |
1-03 |
1-04 |
0-01 |
2.4% |
0-00 |
| Volume |
230 |
185 |
-45 |
-19.6% |
349 |
|
| Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-08 |
166-11 |
163-11 |
|
| R3 |
165-25 |
164-28 |
162-30 |
|
| R2 |
164-10 |
164-10 |
162-26 |
|
| R1 |
163-13 |
163-13 |
162-21 |
163-04 |
| PP |
162-27 |
162-27 |
162-27 |
162-22 |
| S1 |
161-30 |
161-30 |
162-13 |
161-21 |
| S2 |
161-12 |
161-12 |
162-08 |
|
| S3 |
159-29 |
160-15 |
162-04 |
|
| S4 |
158-14 |
159-00 |
161-23 |
|
|
| 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 |
169-31 |
|
2.618 |
167-18 |
|
1.618 |
166-03 |
|
1.000 |
165-06 |
|
0.618 |
164-20 |
|
HIGH |
163-23 |
|
0.618 |
163-05 |
|
0.500 |
163-00 |
|
0.382 |
162-26 |
|
LOW |
162-08 |
|
0.618 |
161-11 |
|
1.000 |
160-25 |
|
1.618 |
159-28 |
|
2.618 |
158-13 |
|
4.250 |
156-00 |
|
|
| Fisher Pivots for day following 26-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-00 |
163-02 |
| PP |
162-27 |
162-28 |
| S1 |
162-22 |
162-23 |
|