ECBOT 30 Year Treasury Bond Future March 2017
Trading Metrics calculated at close of trading on 11-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
155-28 |
154-14 |
-1-14 |
-0.9% |
161-11 |
High |
157-01 |
154-29 |
-2-04 |
-1.4% |
163-17 |
Low |
154-04 |
153-20 |
-0-16 |
-0.3% |
153-20 |
Close |
154-26 |
153-24 |
-1-02 |
-0.7% |
153-24 |
Range |
2-29 |
1-09 |
-1-20 |
-55.9% |
9-29 |
ATR |
1-25 |
1-24 |
-0-01 |
-2.0% |
0-00 |
Volume |
4,251 |
1,685 |
-2,566 |
-60.4% |
11,514 |
|
Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-30 |
157-04 |
154-15 |
|
R3 |
156-21 |
155-27 |
154-03 |
|
R2 |
155-12 |
155-12 |
154-00 |
|
R1 |
154-18 |
154-18 |
153-28 |
154-11 |
PP |
154-03 |
154-03 |
154-03 |
153-31 |
S1 |
153-09 |
153-09 |
153-20 |
153-01 |
S2 |
152-26 |
152-26 |
153-16 |
|
S3 |
151-17 |
152-00 |
153-13 |
|
S4 |
150-08 |
150-23 |
153-01 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
186-22 |
180-04 |
159-06 |
|
R3 |
176-25 |
170-07 |
156-15 |
|
R2 |
166-28 |
166-28 |
155-18 |
|
R1 |
160-10 |
160-10 |
154-21 |
158-21 |
PP |
156-31 |
156-31 |
156-31 |
156-04 |
S1 |
150-13 |
150-13 |
152-27 |
148-23 |
S2 |
147-02 |
147-02 |
151-30 |
|
S3 |
137-05 |
140-16 |
151-01 |
|
S4 |
127-08 |
130-19 |
148-10 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
160-11 |
2.618 |
158-08 |
1.618 |
156-31 |
1.000 |
156-06 |
0.618 |
155-22 |
HIGH |
154-29 |
0.618 |
154-13 |
0.500 |
154-09 |
0.382 |
154-04 |
LOW |
153-20 |
0.618 |
152-27 |
1.000 |
152-11 |
1.618 |
151-18 |
2.618 |
150-09 |
4.250 |
148-06 |
|
|
Fisher Pivots for day following 11-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
154-09 |
158-19 |
PP |
154-03 |
156-31 |
S1 |
153-30 |
155-12 |
|