ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 01-Feb-2013
Day Change Summary
Previous Current
31-Jan-2013 01-Feb-2013 Change Change % Previous Week
Open 143-07 143-12 0-05 0.1% 144-00
High 143-24 144-13 0-21 0.5% 144-13
Low 143-00 142-14 -0-18 -0.4% 142-14
Close 143-15 142-27 -0-20 -0.4% 142-27
Range 0-24 1-31 1-07 162.5% 1-31
ATR 1-03 1-05 0-02 5.7% 0-00
Volume 454,876 721,177 266,301 58.5% 2,650,056
Daily Pivots for day following 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 149-04 147-31 143-30
R3 147-05 146-00 143-12
R2 145-06 145-06 143-07
R1 144-01 144-01 143-01 143-20
PP 143-07 143-07 143-07 143-01
S1 142-02 142-02 142-21 141-21
S2 141-08 141-08 142-15
S3 139-09 140-03 142-10
S4 137-10 138-04 141-24
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 149-04 147-31 143-30
R3 147-05 146-00 143-12
R2 145-06 145-06 143-07
R1 144-01 144-01 143-01 143-20
PP 143-07 143-07 143-07 143-01
S1 142-02 142-02 142-21 141-21
S2 141-08 141-08 142-15
S3 139-09 140-03 142-10
S4 137-10 138-04 141-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-13 142-14 1-31 1.4% 1-06 0.8% 21% True True 530,011
10 146-15 142-14 4-01 2.8% 1-05 0.8% 10% False True 445,056
20 146-17 142-14 4-03 2.9% 1-03 0.8% 10% False True 394,962
40 150-28 142-14 8-14 5.9% 1-04 0.8% 5% False True 346,896
60 151-10 142-14 8-28 6.2% 1-02 0.7% 5% False True 268,096
80 151-10 142-14 8-28 6.2% 1-01 0.7% 5% False True 201,106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 152-25
2.618 149-18
1.618 147-19
1.000 146-12
0.618 145-20
HIGH 144-13
0.618 143-21
0.500 143-14
0.382 143-06
LOW 142-14
0.618 141-07
1.000 140-15
1.618 139-08
2.618 137-09
4.250 134-02
Fisher Pivots for day following 01-Feb-2013
Pivot 1 day 3 day
R1 143-14 143-14
PP 143-07 143-07
S1 143-01 143-01

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

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