ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 14-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
154-14 |
153-29 |
-0-17 |
-0.3% |
161-11 |
| High |
154-29 |
153-31 |
-0-30 |
-0.6% |
163-17 |
| Low |
153-20 |
151-12 |
-2-08 |
-1.5% |
153-20 |
| Close |
153-24 |
153-00 |
-0-24 |
-0.5% |
153-24 |
| Range |
1-09 |
2-19 |
1-10 |
102.4% |
9-29 |
| ATR |
1-24 |
1-26 |
0-02 |
3.4% |
0-00 |
| Volume |
1,685 |
3,610 |
1,925 |
114.2% |
11,514 |
|
| Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-18 |
159-12 |
154-14 |
|
| R3 |
157-31 |
156-25 |
153-23 |
|
| R2 |
155-12 |
155-12 |
153-15 |
|
| R1 |
154-06 |
154-06 |
153-08 |
153-16 |
| PP |
152-25 |
152-25 |
152-25 |
152-14 |
| S1 |
151-19 |
151-19 |
152-24 |
150-28 |
| S2 |
150-06 |
150-06 |
152-17 |
|
| S3 |
147-19 |
149-00 |
152-09 |
|
| S4 |
145-00 |
146-13 |
151-18 |
|
|
| 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 |
165-00 |
|
2.618 |
160-24 |
|
1.618 |
158-05 |
|
1.000 |
156-18 |
|
0.618 |
155-18 |
|
HIGH |
153-31 |
|
0.618 |
152-31 |
|
0.500 |
152-22 |
|
0.382 |
152-12 |
|
LOW |
151-12 |
|
0.618 |
149-25 |
|
1.000 |
148-25 |
|
1.618 |
147-06 |
|
2.618 |
144-19 |
|
4.250 |
140-11 |
|
|
| Fisher Pivots for day following 14-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
152-29 |
154-07 |
| PP |
152-25 |
153-26 |
| S1 |
152-22 |
153-13 |
|