ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 13-Mar-2013
Day Change Summary
Previous Current
12-Mar-2013 13-Mar-2013 Change Change % Previous Week
Open 140-28 141-19 0-23 0.5% 144-21
High 141-24 141-29 0-05 0.1% 144-29
Low 140-18 141-01 0-15 0.3% 140-14
Close 141-18 141-18 0-00 0.0% 141-00
Range 1-06 0-28 -0-10 -26.3% 4-15
ATR 1-01 1-01 0-00 -1.1% 0-00
Volume 299,234 392,491 93,257 31.2% 1,855,551
Daily Pivots for day following 13-Mar-2013
Classic Woodie Camarilla DeMark
R4 144-04 143-23 142-01
R3 143-08 142-27 141-26
R2 142-12 142-12 141-23
R1 141-31 141-31 141-21 141-24
PP 141-16 141-16 141-16 141-12
S1 141-03 141-03 141-15 140-28
S2 140-20 140-20 141-13
S3 139-24 140-07 141-10
S4 138-28 139-11 141-03
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 155-17 152-23 143-15
R3 151-02 148-08 142-07
R2 146-19 146-19 141-26
R1 143-25 143-25 141-13 142-30
PP 142-04 142-04 142-04 141-22
S1 139-10 139-10 140-19 138-16
S2 137-21 137-21 140-06
S3 133-06 134-27 139-25
S4 128-23 130-12 138-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-05 140-14 2-23 1.9% 1-03 0.8% 41% False False 366,164
10 144-29 140-14 4-15 3.2% 0-31 0.7% 25% False False 367,806
20 144-29 140-14 4-15 3.2% 1-02 0.7% 25% False False 245,220
40 144-30 140-14 4-16 3.2% 0-31 0.7% 25% False False 123,012
60 147-08 140-14 6-26 4.8% 0-26 0.6% 17% False False 82,013
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145-20
2.618 144-06
1.618 143-10
1.000 142-25
0.618 142-14
HIGH 141-29
0.618 141-18
0.500 141-15
0.382 141-12
LOW 141-01
0.618 140-16
1.000 140-05
1.618 139-20
2.618 138-24
4.250 137-10
Fisher Pivots for day following 13-Mar-2013
Pivot 1 day 3 day
R1 141-17 141-14
PP 141-16 141-11
S1 141-15 141-08

These figures are updated between 7pm and 10pm EST after a trading day.

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