ECBOT 30 Year Treasury Bond Future March 2013

Trading Metrics calculated at close of trading on 11-Jan-2013

Day Change Summary
	Previous	Current
	10-Jan-2013	11-Jan-2013	Change	Change %	Previous Week
Open	145-12	144-25	-0-19	-0.4%	144-21
High	145-12	145-19	0-07	0.2%	145-20
Low	144-17	144-11	-0-06	-0.1%	144-11
Close	144-27	145-09	0-14	0.3%	145-09
Range	0-27	1-08	0-13	48.1%	1-09
ATR	1-04	1-05	0-00	0.7%	0-00
Volume	432,152	350,009	-82,143	-19.0%	1,649,281

Daily Pivots for day following 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	148-26	148-10	145-31
R3	147-18	147-02	145-20
R2	146-10	146-10	145-16
R1	145-26	145-26	145-13	146-02
PP	145-02	145-02	145-02	145-06
S1	144-18	144-18	145-05	144-26
S2	143-26	143-26	145-02
S3	142-18	143-10	144-30
S4	141-10	142-02	144-19

Weekly Pivots for week ending 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	148-30	148-12	146-00
R3	147-21	147-03	145-20
R2	146-12	146-12	145-17
R1	145-26	145-26	145-13	146-03
PP	145-03	145-03	145-03	145-07
S1	144-17	144-17	145-05	144-26
S2	143-26	143-26	145-01
S3	142-17	143-08	144-30
S4	141-08	141-31	144-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145-20	144-11	1-09	0.9%	0-29	0.6%	73%	False	True	329,856
10	148-25	143-17	5-08	3.6%	1-05	0.8%	33%	False	False	314,643
20	148-25	143-17	5-08	3.6%	1-04	0.8%	33%	False	False	303,592
40	151-10	143-17	7-25	5.4%	1-01	0.7%	22%	False	False	258,431
60	151-10	143-17	7-25	5.4%	1-01	0.7%	22%	False	False	172,509
80	151-10	143-17	7-25	5.4%	0-30	0.6%	22%	False	False	129,385

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	150-29
2.618	148-28
1.618	147-20
1.000	146-27
0.618	146-12
HIGH	145-19
0.618	145-04
0.500	144-31
0.382	144-26
LOW	144-11
0.618	143-18
1.000	143-03
1.618	142-10
2.618	141-02
4.250	139-01

Fisher Pivots for day following 11-Jan-2013
Pivot	1 day	3 day
R1	145-06	145-06
PP	145-02	145-03
S1	144-31	145-00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols