ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 17-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
153-09 |
153-26 |
0-17 |
0.3% |
161-11 |
| High |
153-29 |
153-31 |
0-02 |
0.0% |
163-17 |
| Low |
151-31 |
151-25 |
-0-06 |
-0.1% |
153-20 |
| Close |
153-21 |
152-13 |
-1-08 |
-0.8% |
153-24 |
| Range |
1-30 |
2-06 |
0-08 |
12.9% |
9-29 |
| ATR |
1-26 |
1-27 |
0-01 |
1.5% |
0-00 |
| Volume |
2,788 |
5,632 |
2,844 |
102.0% |
11,514 |
|
| Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-09 |
158-01 |
153-20 |
|
| R3 |
157-03 |
155-27 |
153-00 |
|
| R2 |
154-29 |
154-29 |
152-26 |
|
| R1 |
153-21 |
153-21 |
152-19 |
153-06 |
| PP |
152-23 |
152-23 |
152-23 |
152-16 |
| S1 |
151-15 |
151-15 |
152-07 |
151-00 |
| S2 |
150-17 |
150-17 |
152-00 |
|
| S3 |
148-11 |
149-09 |
151-26 |
|
| S4 |
146-05 |
147-03 |
151-07 |
|
|
| 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 |
163-09 |
|
2.618 |
159-22 |
|
1.618 |
157-16 |
|
1.000 |
156-05 |
|
0.618 |
155-10 |
|
HIGH |
153-31 |
|
0.618 |
153-04 |
|
0.500 |
152-28 |
|
0.382 |
152-20 |
|
LOW |
151-25 |
|
0.618 |
150-14 |
|
1.000 |
149-19 |
|
1.618 |
148-08 |
|
2.618 |
146-02 |
|
4.250 |
142-16 |
|
|
| Fisher Pivots for day following 17-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
152-28 |
152-30 |
| PP |
152-23 |
152-24 |
| S1 |
152-18 |
152-19 |
|