ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 146-03 145-15 -0-20 -0.4% 144-00
High 146-13 145-18 -0-27 -0.6% 146-11
Low 145-14 144-28 -0-18 -0.4% 143-10
Close 145-14 145-05 -0-09 -0.2% 145-27
Range 0-31 0-22 -0-09 -29.0% 3-01
ATR 1-04 1-03 -0-01 -2.8% 0-00
Volume 55,462 26,305 -29,157 -52.6% 2,610,093
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 147-08 146-29 145-17
R3 146-18 146-07 145-11
R2 145-28 145-28 145-09
R1 145-17 145-17 145-07 145-12
PP 145-06 145-06 145-06 145-04
S1 144-27 144-27 145-03 144-22
S2 144-16 144-16 145-01
S3 143-26 144-05 144-31
S4 143-04 143-15 144-25
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 154-08 153-03 147-16
R3 151-07 150-02 146-22
R2 148-06 148-06 146-13
R1 147-01 147-01 146-04 147-20
PP 145-05 145-05 145-05 145-15
S1 144-00 144-00 145-18 144-18
S2 142-04 142-04 145-09
S3 139-03 140-31 145-00
S4 136-02 137-30 144-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146-13 144-28 1-17 1.1% 0-29 0.6% 18% False True 176,370
10 146-13 142-17 3-28 2.7% 1-02 0.7% 68% False False 408,401
20 146-13 142-09 4-04 2.8% 1-02 0.7% 70% False False 397,301
40 146-17 142-05 4-12 3.0% 1-02 0.7% 69% False False 395,028
60 150-28 142-05 8-23 6.0% 1-03 0.8% 34% False False 365,506
80 151-10 142-05 9-05 6.3% 1-02 0.7% 33% False False 306,235
100 151-10 142-05 9-05 6.3% 1-01 0.7% 33% False False 245,025
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 0-10
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 148-16
2.618 147-12
1.618 146-22
1.000 146-08
0.618 146-00
HIGH 145-18
0.618 145-10
0.500 145-07
0.382 145-04
LOW 144-28
0.618 144-14
1.000 144-06
1.618 143-24
2.618 143-02
4.250 141-30
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 145-07 145-20
PP 145-06 145-15
S1 145-06 145-10

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

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