ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 15-Jan-2013
Day Change Summary
Previous Current
14-Jan-2013 15-Jan-2013 Change Change % Previous Week
Open 145-10 145-20 0-10 0.2% 144-21
High 146-02 146-14 0-12 0.3% 145-20
Low 145-05 145-17 0-12 0.3% 144-11
Close 145-15 145-31 0-16 0.3% 145-09
Range 0-29 0-29 0-00 0.0% 1-09
ATR 1-04 1-04 0-00 -1.0% 0-00
Volume 268,671 341,680 73,009 27.2% 1,649,281
Daily Pivots for day following 15-Jan-2013
Classic Woodie Camarilla DeMark
R4 148-22 148-08 146-15
R3 147-25 147-11 146-07
R2 146-28 146-28 146-04
R1 146-14 146-14 146-02 146-21
PP 145-31 145-31 145-31 146-03
S1 145-17 145-17 145-28 145-24
S2 145-02 145-02 145-26
S3 144-05 144-20 145-23
S4 143-08 143-23 145-15
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
5 146-14 144-11 2-03 1.4% 0-30 0.7% 78% True False 341,596
10 146-14 143-17 2-29 2.0% 1-01 0.7% 84% True False 348,084
20 148-25 143-17 5-08 3.6% 1-04 0.8% 46% False False 292,794
40 151-10 143-17 7-25 5.3% 1-01 0.7% 31% False False 273,571
60 151-10 143-17 7-25 5.3% 1-00 0.7% 31% False False 182,680
80 151-10 143-17 7-25 5.3% 0-31 0.7% 31% False False 137,015
Crabel Price Patterns
NR False
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 0-08
Fibonacci Retracements and Extensions
4.250 150-09
2.618 148-26
1.618 147-29
1.000 147-11
0.618 147-00
HIGH 146-14
0.618 146-03
0.500 146-00
0.382 145-28
LOW 145-17
0.618 144-31
1.000 144-20
1.618 144-02
2.618 143-05
4.250 141-22
Fisher Pivots for day following 15-Jan-2013
Pivot 1 day 3 day
R1 146-00 145-25
PP 145-31 145-19
S1 145-31 145-12

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

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