ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
153-29 |
152-21 |
-1-08 |
-0.8% |
161-11 |
| High |
153-31 |
154-03 |
0-04 |
0.1% |
163-17 |
| Low |
151-12 |
152-17 |
1-05 |
0.8% |
153-20 |
| Close |
153-00 |
152-29 |
-0-03 |
-0.1% |
153-24 |
| Range |
2-19 |
1-18 |
-1-01 |
-39.8% |
9-29 |
| ATR |
1-26 |
1-25 |
-0-01 |
-1.0% |
0-00 |
| Volume |
3,610 |
3,296 |
-314 |
-8.7% |
11,514 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-28 |
156-30 |
153-25 |
|
| R3 |
156-10 |
155-12 |
153-11 |
|
| R2 |
154-24 |
154-24 |
153-06 |
|
| R1 |
153-26 |
153-26 |
153-02 |
154-09 |
| PP |
153-06 |
153-06 |
153-06 |
153-13 |
| S1 |
152-08 |
152-08 |
152-24 |
152-23 |
| S2 |
151-20 |
151-20 |
152-20 |
|
| S3 |
150-02 |
150-22 |
152-15 |
|
| S4 |
148-16 |
149-04 |
152-02 |
|
|
| 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 |
160-24 |
|
2.618 |
158-06 |
|
1.618 |
156-20 |
|
1.000 |
155-21 |
|
0.618 |
155-02 |
|
HIGH |
154-03 |
|
0.618 |
153-16 |
|
0.500 |
153-10 |
|
0.382 |
153-04 |
|
LOW |
152-17 |
|
0.618 |
151-18 |
|
1.000 |
150-31 |
|
1.618 |
150-00 |
|
2.618 |
148-14 |
|
4.250 |
145-29 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
153-10 |
153-05 |
| PP |
153-06 |
153-02 |
| S1 |
153-01 |
153-00 |
|