ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 08-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
161-11 |
161-15 |
0-04 |
0.1% |
160-31 |
| High |
161-17 |
161-24 |
0-07 |
0.1% |
162-17 |
| Low |
160-31 |
160-10 |
-0-21 |
-0.4% |
160-11 |
| Close |
161-06 |
160-22 |
-0-16 |
-0.3% |
161-30 |
| Range |
0-18 |
1-14 |
0-28 |
155.6% |
2-06 |
| ATR |
1-06 |
1-06 |
0-01 |
1.6% |
0-00 |
| Volume |
151 |
2,092 |
1,941 |
1,285.4% |
3,937 |
|
| Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-07 |
164-13 |
161-15 |
|
| R3 |
163-25 |
162-31 |
161-03 |
|
| R2 |
162-11 |
162-11 |
160-30 |
|
| R1 |
161-17 |
161-17 |
160-26 |
161-07 |
| PP |
160-29 |
160-29 |
160-29 |
160-24 |
| S1 |
160-03 |
160-03 |
160-18 |
159-25 |
| S2 |
159-15 |
159-15 |
160-14 |
|
| S3 |
158-01 |
158-21 |
160-09 |
|
| S4 |
156-19 |
157-07 |
159-29 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-05 |
167-08 |
163-04 |
|
| R3 |
165-31 |
165-02 |
162-17 |
|
| R2 |
163-25 |
163-25 |
162-11 |
|
| R1 |
162-28 |
162-28 |
162-04 |
163-11 |
| PP |
161-19 |
161-19 |
161-19 |
161-27 |
| S1 |
160-22 |
160-22 |
161-24 |
161-05 |
| S2 |
159-13 |
159-13 |
161-17 |
|
| S3 |
157-07 |
158-16 |
161-11 |
|
| S4 |
155-01 |
156-10 |
160-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-28 |
|
2.618 |
165-16 |
|
1.618 |
164-02 |
|
1.000 |
163-06 |
|
0.618 |
162-20 |
|
HIGH |
161-24 |
|
0.618 |
161-06 |
|
0.500 |
161-01 |
|
0.382 |
160-28 |
|
LOW |
160-10 |
|
0.618 |
159-14 |
|
1.000 |
158-28 |
|
1.618 |
158-00 |
|
2.618 |
156-18 |
|
4.250 |
154-06 |
|
|
| Fisher Pivots for day following 08-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161-01 |
161-11 |
| PP |
160-29 |
161-04 |
| S1 |
160-26 |
160-29 |
|