ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 02-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
161-08 |
161-19 |
0-11 |
0.2% |
163-22 |
| High |
161-27 |
162-15 |
0-20 |
0.4% |
163-27 |
| Low |
160-11 |
161-13 |
1-02 |
0.7% |
160-09 |
| Close |
161-21 |
161-27 |
0-06 |
0.1% |
160-26 |
| Range |
1-16 |
1-02 |
-0-14 |
-29.2% |
3-18 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.7% |
0-00 |
| Volume |
905 |
1,267 |
362 |
40.0% |
1,848 |
|
| Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-03 |
164-17 |
162-14 |
|
| R3 |
164-01 |
163-15 |
162-04 |
|
| R2 |
162-31 |
162-31 |
162-01 |
|
| R1 |
162-13 |
162-13 |
161-30 |
162-22 |
| PP |
161-29 |
161-29 |
161-29 |
162-02 |
| S1 |
161-11 |
161-11 |
161-24 |
161-20 |
| S2 |
160-27 |
160-27 |
161-21 |
|
| S3 |
159-25 |
160-09 |
161-18 |
|
| S4 |
158-23 |
159-07 |
161-08 |
|
|
| 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 |
167-00 |
|
2.618 |
165-08 |
|
1.618 |
164-06 |
|
1.000 |
163-17 |
|
0.618 |
163-04 |
|
HIGH |
162-15 |
|
0.618 |
162-02 |
|
0.500 |
161-30 |
|
0.382 |
161-26 |
|
LOW |
161-13 |
|
0.618 |
160-24 |
|
1.000 |
160-11 |
|
1.618 |
159-22 |
|
2.618 |
158-20 |
|
4.250 |
156-29 |
|
|
| Fisher Pivots for day following 02-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161-30 |
161-22 |
| PP |
161-29 |
161-18 |
| S1 |
161-28 |
161-13 |
|