ECBOT 30 Year Treasury Bond Future March 2017
Trading Metrics calculated at close of trading on 21-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
151-25 |
151-19 |
-0-06 |
-0.1% |
153-29 |
High |
152-27 |
152-15 |
-0-12 |
-0.2% |
154-03 |
Low |
150-31 |
151-15 |
0-16 |
0.3% |
150-31 |
Close |
151-25 |
151-26 |
0-01 |
0.0% |
151-25 |
Range |
1-28 |
1-00 |
-0-28 |
-46.7% |
3-04 |
ATR |
1-27 |
1-25 |
-0-02 |
-3.2% |
0-00 |
Volume |
10,002 |
48,802 |
38,800 |
387.9% |
25,328 |
|
Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-29 |
154-12 |
152-12 |
|
R3 |
153-29 |
153-12 |
152-03 |
|
R2 |
152-29 |
152-29 |
152-00 |
|
R1 |
152-12 |
152-12 |
151-29 |
152-21 |
PP |
151-29 |
151-29 |
151-29 |
152-02 |
S1 |
151-12 |
151-12 |
151-23 |
151-21 |
S2 |
150-29 |
150-29 |
151-20 |
|
S3 |
149-29 |
150-12 |
151-17 |
|
S4 |
148-29 |
149-12 |
151-08 |
|
|
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 |
156-23 |
2.618 |
155-03 |
1.618 |
154-03 |
1.000 |
153-15 |
0.618 |
153-03 |
HIGH |
152-15 |
0.618 |
152-03 |
0.500 |
151-31 |
0.382 |
151-27 |
LOW |
151-15 |
0.618 |
150-27 |
1.000 |
150-15 |
1.618 |
149-27 |
2.618 |
148-27 |
4.250 |
147-07 |
|
|
Fisher Pivots for day following 21-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
151-31 |
152-15 |
PP |
151-29 |
152-08 |
S1 |
151-28 |
152-01 |
|