ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 04-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
161-21 |
161-12 |
-0-09 |
-0.2% |
160-31 |
| High |
162-17 |
162-11 |
-0-06 |
-0.1% |
162-17 |
| Low |
161-02 |
161-04 |
0-02 |
0.0% |
160-11 |
| Close |
161-10 |
161-30 |
0-20 |
0.4% |
161-30 |
| Range |
1-15 |
1-07 |
-0-08 |
-17.0% |
2-06 |
| ATR |
1-06 |
1-06 |
0-00 |
0.1% |
0-00 |
| Volume |
452 |
534 |
82 |
18.1% |
3,937 |
|
| Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-15 |
164-29 |
162-19 |
|
| R3 |
164-08 |
163-22 |
162-09 |
|
| R2 |
163-01 |
163-01 |
162-05 |
|
| R1 |
162-15 |
162-15 |
162-02 |
162-24 |
| PP |
161-26 |
161-26 |
161-26 |
161-30 |
| S1 |
161-08 |
161-08 |
161-26 |
161-17 |
| S2 |
160-19 |
160-19 |
161-23 |
|
| S3 |
159-12 |
160-01 |
161-19 |
|
| S4 |
158-05 |
158-26 |
161-09 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-05 |
167-08 |
163-04 |
|
| R3 |
165-31 |
165-02 |
162-17 |
|
| R2 |
163-25 |
163-25 |
162-11 |
|
| R1 |
162-28 |
162-28 |
162-04 |
163-11 |
| PP |
161-19 |
161-19 |
161-19 |
161-27 |
| S1 |
160-22 |
160-22 |
161-24 |
161-05 |
| S2 |
159-13 |
159-13 |
161-17 |
|
| S3 |
157-07 |
158-16 |
161-11 |
|
| S4 |
155-01 |
156-10 |
160-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-17 |
|
2.618 |
165-17 |
|
1.618 |
164-10 |
|
1.000 |
163-18 |
|
0.618 |
163-03 |
|
HIGH |
162-11 |
|
0.618 |
161-28 |
|
0.500 |
161-24 |
|
0.382 |
161-19 |
|
LOW |
161-04 |
|
0.618 |
160-12 |
|
1.000 |
159-29 |
|
1.618 |
159-05 |
|
2.618 |
157-30 |
|
4.250 |
155-30 |
|
|
| Fisher Pivots for day following 04-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161-28 |
161-29 |
| PP |
161-26 |
161-27 |
| S1 |
161-24 |
161-26 |
|