ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
162-11 |
163-19 |
1-08 |
0.8% |
167-04 |
| High |
162-29 |
163-29 |
1-00 |
0.6% |
167-07 |
| Low |
162-08 |
163-07 |
0-31 |
0.6% |
162-30 |
| Close |
162-22 |
163-18 |
0-28 |
0.5% |
163-16 |
| Range |
0-21 |
0-22 |
0-01 |
4.8% |
4-09 |
| ATR |
0-31 |
0-31 |
0-01 |
1.9% |
0-00 |
| Volume |
6 |
192 |
186 |
3,100.0% |
23 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-20 |
165-09 |
163-30 |
|
| R3 |
164-30 |
164-19 |
163-24 |
|
| R2 |
164-08 |
164-08 |
163-22 |
|
| R1 |
163-29 |
163-29 |
163-20 |
163-24 |
| PP |
163-18 |
163-18 |
163-18 |
163-15 |
| S1 |
163-07 |
163-07 |
163-16 |
163-02 |
| S2 |
162-28 |
162-28 |
163-14 |
|
| S3 |
162-06 |
162-17 |
163-12 |
|
| S4 |
161-16 |
161-27 |
163-06 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-13 |
174-23 |
165-27 |
|
| R3 |
173-04 |
170-14 |
164-22 |
|
| R2 |
168-27 |
168-27 |
164-09 |
|
| R1 |
166-05 |
166-05 |
163-29 |
165-12 |
| PP |
164-18 |
164-18 |
164-18 |
164-05 |
| S1 |
161-28 |
161-28 |
163-03 |
161-02 |
| S2 |
160-09 |
160-09 |
162-23 |
|
| S3 |
156-00 |
157-19 |
162-10 |
|
| S4 |
151-23 |
153-10 |
161-05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-27 |
|
2.618 |
165-23 |
|
1.618 |
165-01 |
|
1.000 |
164-19 |
|
0.618 |
164-11 |
|
HIGH |
163-29 |
|
0.618 |
163-21 |
|
0.500 |
163-18 |
|
0.382 |
163-15 |
|
LOW |
163-07 |
|
0.618 |
162-25 |
|
1.000 |
162-17 |
|
1.618 |
162-03 |
|
2.618 |
161-13 |
|
4.250 |
160-10 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-18 |
163-13 |
| PP |
163-18 |
163-08 |
| S1 |
163-18 |
163-03 |
|