ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 03-Jan-2013
Day Change Summary
Previous Current
02-Jan-2013 03-Jan-2013 Change Change % Previous Week
Open 146-06 145-22 -0-16 -0.3% 147-11
High 146-10 146-02 -0-08 -0.2% 148-25
Low 145-13 144-13 -1-00 -0.7% 146-30
Close 145-23 144-23 -1-00 -0.7% 148-12
Range 0-29 1-21 0-24 82.8% 1-27
ATR 1-06 1-07 0-01 2.8% 0-00
Volume 281,519 427,517 145,998 51.9% 409,920
Daily Pivots for day following 03-Jan-2013
Classic Woodie Camarilla DeMark
R4 150-01 149-01 145-20
R3 148-12 147-12 145-06
R2 146-23 146-23 145-01
R1 145-23 145-23 144-28 145-12
PP 145-02 145-02 145-02 144-29
S1 144-02 144-02 144-18 143-24
S2 143-13 143-13 144-13
S3 141-24 142-13 144-08
S4 140-03 140-24 143-26
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 153-18 152-26 149-12
R3 151-23 150-31 148-28
R2 149-28 149-28 148-23
R1 149-04 149-04 148-17 149-16
PP 148-01 148-01 148-01 148-07
S1 147-09 147-09 148-07 147-21
S2 146-06 146-06 148-01
S3 144-11 145-14 147-28
S4 142-16 143-19 147-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148-25 144-13 4-12 3.0% 1-14 1.0% 7% False True 237,072
10 148-25 144-13 4-12 3.0% 1-05 0.8% 7% False True 228,109
20 150-28 144-13 6-15 4.5% 1-04 0.8% 5% False True 298,831
40 151-10 144-13 6-29 4.8% 1-02 0.7% 5% False True 204,664
60 151-10 144-13 6-29 4.8% 1-00 0.7% 5% False True 136,487
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 153-03
2.618 150-13
1.618 148-24
1.000 147-23
0.618 147-03
HIGH 146-02
0.618 145-14
0.500 145-08
0.382 145-01
LOW 144-13
0.618 143-12
1.000 142-24
1.618 141-23
2.618 140-02
4.250 137-12
Fisher Pivots for day following 03-Jan-2013
Pivot 1 day 3 day
R1 145-08 146-18
PP 145-02 145-30
S1 144-28 145-11

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

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