ECBOT 30 Year Treasury Bond Future March 2017
Trading Metrics calculated at close of trading on 18-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
153-26 |
151-25 |
-2-01 |
-1.3% |
153-29 |
High |
153-31 |
152-27 |
-1-04 |
-0.7% |
154-03 |
Low |
151-25 |
150-31 |
-0-26 |
-0.5% |
150-31 |
Close |
152-13 |
151-25 |
-0-20 |
-0.4% |
151-25 |
Range |
2-06 |
1-28 |
-0-10 |
-14.3% |
3-04 |
ATR |
1-27 |
1-27 |
0-00 |
0.2% |
0-00 |
Volume |
5,632 |
10,002 |
4,370 |
77.6% |
25,328 |
|
Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-16 |
156-16 |
152-26 |
|
R3 |
155-20 |
154-20 |
152-10 |
|
R2 |
153-24 |
153-24 |
152-04 |
|
R1 |
152-24 |
152-24 |
151-31 |
152-23 |
PP |
151-28 |
151-28 |
151-28 |
151-27 |
S1 |
150-28 |
150-28 |
151-20 |
150-27 |
S2 |
150-00 |
150-00 |
151-14 |
|
S3 |
148-04 |
149-00 |
151-09 |
|
S4 |
146-08 |
147-04 |
150-24 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161-21 |
159-27 |
153-16 |
|
R3 |
158-17 |
156-23 |
152-21 |
|
R2 |
155-13 |
155-13 |
152-11 |
|
R1 |
153-19 |
153-19 |
152-02 |
152-30 |
PP |
152-09 |
152-09 |
152-09 |
151-31 |
S1 |
150-15 |
150-15 |
151-16 |
149-26 |
S2 |
149-05 |
149-05 |
151-07 |
|
S3 |
146-01 |
147-11 |
150-30 |
|
S4 |
142-29 |
144-07 |
150-02 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
160-26 |
2.618 |
157-24 |
1.618 |
155-28 |
1.000 |
154-23 |
0.618 |
154-00 |
HIGH |
152-27 |
0.618 |
152-04 |
0.500 |
151-29 |
0.382 |
151-22 |
LOW |
150-31 |
0.618 |
149-26 |
1.000 |
149-03 |
1.618 |
147-30 |
2.618 |
146-02 |
4.250 |
143-00 |
|
|
Fisher Pivots for day following 18-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
151-29 |
152-15 |
PP |
151-28 |
152-08 |
S1 |
151-26 |
152-00 |
|