ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 09-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
161-15 |
160-29 |
-0-18 |
-0.3% |
160-31 |
| High |
161-24 |
163-17 |
1-25 |
1.1% |
162-17 |
| Low |
160-10 |
155-10 |
-5-00 |
-3.1% |
160-11 |
| Close |
160-22 |
155-17 |
-5-05 |
-3.2% |
161-30 |
| Range |
1-14 |
8-07 |
6-25 |
471.7% |
2-06 |
| ATR |
1-06 |
1-22 |
0-16 |
41.8% |
0-00 |
| Volume |
2,092 |
3,335 |
1,243 |
59.4% |
3,937 |
|
| Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
182-25 |
177-12 |
160-02 |
|
| R3 |
174-18 |
169-05 |
157-25 |
|
| R2 |
166-11 |
166-11 |
157-01 |
|
| R1 |
160-30 |
160-30 |
156-09 |
159-17 |
| PP |
158-04 |
158-04 |
158-04 |
157-14 |
| S1 |
152-23 |
152-23 |
154-25 |
151-10 |
| S2 |
149-29 |
149-29 |
154-01 |
|
| S3 |
141-22 |
144-16 |
153-09 |
|
| S4 |
133-15 |
136-09 |
151-00 |
|
|
| 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 |
198-15 |
|
2.618 |
185-02 |
|
1.618 |
176-27 |
|
1.000 |
171-24 |
|
0.618 |
168-20 |
|
HIGH |
163-17 |
|
0.618 |
160-13 |
|
0.500 |
159-14 |
|
0.382 |
158-14 |
|
LOW |
155-10 |
|
0.618 |
150-07 |
|
1.000 |
147-03 |
|
1.618 |
142-00 |
|
2.618 |
133-25 |
|
4.250 |
120-12 |
|
|
| Fisher Pivots for day following 09-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
159-14 |
159-14 |
| PP |
158-04 |
158-04 |
| S1 |
156-27 |
156-27 |
|