ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 02-May-2013
Day Change Summary
Previous Current
01-May-2013 02-May-2013 Change Change % Previous Week
Open 147-18 148-14 0-28 0.6% 147-12
High 148-28 148-18 -0-10 -0.2% 148-13
Low 147-18 148-02 0-16 0.3% 146-26
Close 148-12 148-15 0-03 0.1% 148-04
Range 1-10 0-16 -0-26 -61.9% 1-19
ATR 0-28 0-27 -0-01 -3.0% 0-00
Volume 1,100 605 -495 -45.0% 2,222
Daily Pivots for day following 02-May-2013
Classic Woodie Camarilla DeMark
R4 149-28 149-21 148-24
R3 149-12 149-05 148-19
R2 148-28 148-28 148-18
R1 148-21 148-21 148-16 148-24
PP 148-12 148-12 148-12 148-13
S1 148-05 148-05 148-14 148-08
S2 147-28 147-28 148-12
S3 147-12 147-21 148-11
S4 146-28 147-05 148-06
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 152-18 151-30 149-00
R3 150-31 150-11 148-18
R2 149-12 149-12 148-13
R1 148-24 148-24 148-09 149-02
PP 147-25 147-25 147-25 147-30
S1 147-05 147-05 147-31 147-15
S2 146-06 146-06 147-27
S3 144-19 145-18 147-22
S4 143-00 143-31 147-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148-28 147-03 1-25 1.2% 0-28 0.6% 77% False False 783
10 148-28 146-26 2-02 1.4% 0-24 0.5% 80% False False 582
20 148-28 145-00 3-28 2.6% 0-28 0.6% 90% False False 352
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 150-22
2.618 149-28
1.618 149-12
1.000 149-02
0.618 148-28
HIGH 148-18
0.618 148-12
0.500 148-10
0.382 148-08
LOW 148-02
0.618 147-24
1.000 147-18
1.618 147-08
2.618 146-24
4.250 145-30
Fisher Pivots for day following 02-May-2013
Pivot 1 day 3 day
R1 148-13 148-12
PP 148-12 148-09
S1 148-10 148-06

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

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