ECBOT 30 Year Treasury Bond Future March 2017
Trading Metrics calculated at close of trading on 28-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
162-05 |
160-28 |
-1-09 |
-0.8% |
163-22 |
High |
162-14 |
161-08 |
-1-06 |
-0.7% |
163-27 |
Low |
160-11 |
160-09 |
-0-02 |
0.0% |
160-09 |
Close |
161-01 |
160-26 |
-0-07 |
-0.1% |
160-26 |
Range |
2-03 |
0-31 |
-1-04 |
-53.7% |
3-18 |
ATR |
1-06 |
1-06 |
-0-01 |
-1.4% |
0-00 |
Volume |
341 |
983 |
642 |
188.3% |
1,848 |
|
Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163-22 |
163-07 |
161-11 |
|
R3 |
162-23 |
162-08 |
161-03 |
|
R2 |
161-24 |
161-24 |
161-00 |
|
R1 |
161-09 |
161-09 |
160-29 |
161-01 |
PP |
160-25 |
160-25 |
160-25 |
160-21 |
S1 |
160-10 |
160-10 |
160-23 |
160-02 |
S2 |
159-26 |
159-26 |
160-20 |
|
S3 |
158-27 |
159-11 |
160-17 |
|
S4 |
157-28 |
158-12 |
160-09 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172-11 |
170-04 |
162-25 |
|
R3 |
168-25 |
166-18 |
161-25 |
|
R2 |
165-07 |
165-07 |
161-15 |
|
R1 |
163-00 |
163-00 |
161-04 |
162-11 |
PP |
161-21 |
161-21 |
161-21 |
161-10 |
S1 |
159-14 |
159-14 |
160-16 |
158-25 |
S2 |
158-03 |
158-03 |
160-05 |
|
S3 |
154-17 |
155-28 |
159-27 |
|
S4 |
150-31 |
152-10 |
158-27 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
165-12 |
2.618 |
163-25 |
1.618 |
162-26 |
1.000 |
162-07 |
0.618 |
161-27 |
HIGH |
161-08 |
0.618 |
160-28 |
0.500 |
160-25 |
0.382 |
160-21 |
LOW |
160-09 |
0.618 |
159-22 |
1.000 |
159-10 |
1.618 |
158-23 |
2.618 |
157-24 |
4.250 |
156-05 |
|
|
Fisher Pivots for day following 28-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
160-26 |
162-00 |
PP |
160-25 |
161-19 |
S1 |
160-25 |
161-07 |
|