ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 08-Jan-2013
Day Change Summary
Previous Current
07-Jan-2013 08-Jan-2013 Change Change % Previous Week
Open 144-21 144-23 0-02 0.0% 148-13
High 145-04 145-13 0-09 0.2% 148-23
Low 144-12 144-17 0-05 0.1% 143-17
Close 144-22 145-06 0-16 0.3% 144-16
Range 0-24 0-28 0-04 16.7% 5-06
ATR 1-06 1-06 -0-01 -1.9% 0-00
Volume 253,435 298,215 44,780 17.7% 1,354,252
Daily Pivots for day following 08-Jan-2013
Classic Woodie Camarilla DeMark
R4 147-21 147-10 145-21
R3 146-25 146-14 145-14
R2 145-29 145-29 145-11
R1 145-18 145-18 145-09 145-24
PP 145-01 145-01 145-01 145-04
S1 144-22 144-22 145-03 144-28
S2 144-05 144-05 145-01
S3 143-09 143-26 144-30
S4 142-13 142-30 144-23
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 161-05 158-00 147-11
R3 155-31 152-26 145-30
R2 150-25 150-25 145-14
R1 147-20 147-20 144-31 146-20
PP 145-19 145-19 145-19 145-02
S1 142-14 142-14 144-01 141-14
S2 140-13 140-13 143-18
S3 135-07 137-08 143-02
S4 130-01 132-02 141-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146-10 143-17 2-25 1.9% 1-03 0.8% 60% False False 354,571
10 148-25 143-17 5-08 3.6% 1-04 0.8% 32% False False 231,582
20 150-02 143-17 6-17 4.5% 1-04 0.8% 25% False False 296,276
40 151-10 143-17 7-25 5.4% 1-00 0.7% 21% False False 231,138
60 151-10 143-17 7-25 5.4% 1-00 0.7% 21% False False 154,217
80 151-10 143-08 8-02 5.6% 0-30 0.6% 24% False False 115,666
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
4.250 149-04
2.618 147-22
1.618 146-26
1.000 146-09
0.618 145-30
HIGH 145-13
0.618 145-02
0.500 144-31
0.382 144-28
LOW 144-17
0.618 144-00
1.000 143-21
1.618 143-04
2.618 142-08
4.250 140-26
Fisher Pivots for day following 08-Jan-2013
Pivot 1 day 3 day
R1 145-04 144-30
PP 145-01 144-23
S1 144-31 144-15

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

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