ECBOT 30 Year Treasury Bond Future March 2017
Trading Metrics calculated at close of trading on 10-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
160-29 |
155-28 |
-5-01 |
-3.1% |
160-31 |
High |
163-17 |
157-01 |
-6-16 |
-4.0% |
162-17 |
Low |
155-10 |
154-04 |
-1-06 |
-0.8% |
160-11 |
Close |
155-17 |
154-26 |
-0-23 |
-0.5% |
161-30 |
Range |
8-07 |
2-29 |
-5-10 |
-64.6% |
2-06 |
ATR |
1-22 |
1-25 |
0-03 |
5.1% |
0-00 |
Volume |
3,335 |
4,251 |
916 |
27.5% |
3,937 |
|
Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164-01 |
162-11 |
156-13 |
|
R3 |
161-04 |
159-14 |
155-20 |
|
R2 |
158-07 |
158-07 |
155-11 |
|
R1 |
156-17 |
156-17 |
155-03 |
155-30 |
PP |
155-10 |
155-10 |
155-10 |
155-01 |
S1 |
153-20 |
153-20 |
154-17 |
153-00 |
S2 |
152-13 |
152-13 |
154-09 |
|
S3 |
149-16 |
150-23 |
154-00 |
|
S4 |
146-19 |
147-26 |
153-07 |
|
|
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 |
169-12 |
2.618 |
164-20 |
1.618 |
161-23 |
1.000 |
159-30 |
0.618 |
158-26 |
HIGH |
157-01 |
0.618 |
155-29 |
0.500 |
155-19 |
0.382 |
155-08 |
LOW |
154-04 |
0.618 |
152-11 |
1.000 |
151-07 |
1.618 |
149-14 |
2.618 |
146-17 |
4.250 |
141-25 |
|
|
Fisher Pivots for day following 10-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
155-19 |
158-27 |
PP |
155-10 |
157-16 |
S1 |
155-02 |
156-05 |
|