ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 16-Jan-2013
Day Change Summary
Previous Current
15-Jan-2013 16-Jan-2013 Change Change % Previous Week
Open 145-20 145-26 0-06 0.1% 144-21
High 146-14 146-17 0-03 0.1% 145-20
Low 145-17 145-25 0-08 0.2% 144-11
Close 145-31 146-03 0-04 0.1% 145-09
Range 0-29 0-24 -0-05 -17.2% 1-09
ATR 1-04 1-03 -0-01 -2.3% 0-00
Volume 341,680 289,380 -52,300 -15.3% 1,649,281
Daily Pivots for day following 16-Jan-2013
Classic Woodie Camarilla DeMark
R4 148-12 148-00 146-16
R3 147-20 147-08 146-10
R2 146-28 146-28 146-07
R1 146-16 146-16 146-05 146-22
PP 146-04 146-04 146-04 146-08
S1 145-24 145-24 146-01 145-30
S2 145-12 145-12 145-31
S3 144-20 145-00 145-28
S4 143-28 144-08 145-22
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
5 146-17 144-11 2-06 1.5% 0-30 0.6% 80% True False 336,378
10 146-17 143-17 3-00 2.1% 1-00 0.7% 85% True False 348,870
20 148-25 143-17 5-08 3.6% 1-03 0.7% 49% False False 291,274
40 150-28 143-17 7-11 5.0% 1-01 0.7% 35% False False 280,679
60 151-10 143-17 7-25 5.3% 1-00 0.7% 33% False False 187,501
80 151-10 143-17 7-25 5.3% 0-31 0.7% 33% False False 140,632
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 149-23
2.618 148-16
1.618 147-24
1.000 147-09
0.618 147-00
HIGH 146-17
0.618 146-08
0.500 146-05
0.382 146-02
LOW 145-25
0.618 145-10
1.000 145-01
1.618 144-18
2.618 143-26
4.250 142-19
Fisher Pivots for day following 16-Jan-2013
Pivot 1 day 3 day
R1 146-05 146-00
PP 146-04 145-30
S1 146-04 145-27

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

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