ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 03-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
161-19 |
161-21 |
0-02 |
0.0% |
163-22 |
| High |
162-15 |
162-17 |
0-02 |
0.0% |
163-27 |
| Low |
161-13 |
161-02 |
-0-11 |
-0.2% |
160-09 |
| Close |
161-27 |
161-10 |
-0-17 |
-0.3% |
160-26 |
| Range |
1-02 |
1-15 |
0-13 |
38.2% |
3-18 |
| ATR |
1-06 |
1-06 |
0-01 |
1.8% |
0-00 |
| Volume |
1,267 |
452 |
-815 |
-64.3% |
1,848 |
|
| Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-01 |
165-05 |
162-04 |
|
| R3 |
164-18 |
163-22 |
161-23 |
|
| R2 |
163-03 |
163-03 |
161-19 |
|
| R1 |
162-07 |
162-07 |
161-14 |
161-30 |
| PP |
161-20 |
161-20 |
161-20 |
161-16 |
| S1 |
160-24 |
160-24 |
161-06 |
160-14 |
| S2 |
160-05 |
160-05 |
161-01 |
|
| S3 |
158-22 |
159-09 |
160-29 |
|
| S4 |
157-07 |
157-26 |
160-16 |
|
|
| 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 |
168-25 |
|
2.618 |
166-12 |
|
1.618 |
164-29 |
|
1.000 |
164-00 |
|
0.618 |
163-14 |
|
HIGH |
162-17 |
|
0.618 |
161-31 |
|
0.500 |
161-26 |
|
0.382 |
161-20 |
|
LOW |
161-02 |
|
0.618 |
160-05 |
|
1.000 |
159-19 |
|
1.618 |
158-22 |
|
2.618 |
157-07 |
|
4.250 |
154-26 |
|
|
| Fisher Pivots for day following 03-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161-26 |
161-14 |
| PP |
161-20 |
161-13 |
| S1 |
161-15 |
161-11 |
|