ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 01-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
160-31 |
161-08 |
0-09 |
0.2% |
163-22 |
| High |
161-15 |
161-27 |
0-12 |
0.2% |
163-27 |
| Low |
160-21 |
160-11 |
-0-10 |
-0.2% |
160-09 |
| Close |
161-10 |
161-21 |
0-11 |
0.2% |
160-26 |
| Range |
0-26 |
1-16 |
0-22 |
84.6% |
3-18 |
| ATR |
1-05 |
1-06 |
0-01 |
2.1% |
0-00 |
| Volume |
779 |
905 |
126 |
16.2% |
1,848 |
|
| Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-25 |
165-07 |
162-15 |
|
| R3 |
164-09 |
163-23 |
162-02 |
|
| R2 |
162-25 |
162-25 |
161-30 |
|
| R1 |
162-07 |
162-07 |
161-25 |
162-16 |
| PP |
161-09 |
161-09 |
161-09 |
161-14 |
| S1 |
160-23 |
160-23 |
161-17 |
161-00 |
| S2 |
159-25 |
159-25 |
161-12 |
|
| S3 |
158-09 |
159-07 |
161-08 |
|
| S4 |
156-25 |
157-23 |
160-27 |
|
|
| 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 |
168-07 |
|
2.618 |
165-25 |
|
1.618 |
164-09 |
|
1.000 |
163-11 |
|
0.618 |
162-25 |
|
HIGH |
161-27 |
|
0.618 |
161-09 |
|
0.500 |
161-03 |
|
0.382 |
160-29 |
|
LOW |
160-11 |
|
0.618 |
159-13 |
|
1.000 |
158-27 |
|
1.618 |
157-29 |
|
2.618 |
156-13 |
|
4.250 |
153-31 |
|
|
| Fisher Pivots for day following 01-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161-15 |
161-15 |
| PP |
161-09 |
161-08 |
| S1 |
161-03 |
161-02 |
|