ECBOT 30 Year Treasury Bond Future June 2013

Trading Metrics calculated at close of trading on 23-Jan-2013

Day Change Summary
	Previous	Current
	22-Jan-2013	23-Jan-2013	Change	Change %	Previous Week
Open	144-08	144-24	0-16	0.3%	144-03
High	144-18	144-26	0-08	0.2%	144-28
Low	143-29	144-16	0-19	0.4%	143-17
Close	144-18	144-16	-0-02	0.0%	144-12
Range	0-21	0-10	-0-11	-52.4%	1-11
ATR	0-25	0-24	-0-01	-4.2%	0-00
Volume	234	348	114	48.7%	468

Daily Pivots for day following 23-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	145-17	145-11	144-22
R3	145-07	145-01	144-19
R2	144-29	144-29	144-18
R1	144-23	144-23	144-17	144-21
PP	144-19	144-19	144-19	144-18
S1	144-13	144-13	144-15	144-11
S2	144-09	144-09	144-14
S3	143-31	144-03	144-13
S4	143-21	143-25	144-10

Weekly Pivots for week ending 18-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	148-09	147-22	145-04
R3	146-30	146-11	144-24
R2	145-19	145-19	144-20
R1	145-00	145-00	144-16	145-10
PP	144-08	144-08	144-08	144-13
S1	143-21	143-21	144-08	143-30
S2	142-29	142-29	144-04
S3	141-18	142-10	144-00
S4	140-07	140-31	143-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144-27	143-17	1-10	0.9%	0-20	0.4%	74%	False	False	190
10	144-28	142-30	1-30	1.3%	0-19	0.4%	81%	False	False	117
20	147-08	142-16	4-24	3.3%	0-19	0.4%	42%	False	False	66

Crabel Price Patterns
NR	True
NR4	True
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	True
Stretch	0-03
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	146-04
2.618	145-20
1.618	145-10
1.000	145-04
0.618	145-00
HIGH	144-26
0.618	144-22
0.500	144-21
0.382	144-20
LOW	144-16
0.618	144-10
1.000	144-06
1.618	144-00
2.618	143-22
4.250	143-06

Fisher Pivots for day following 23-Jan-2013
Pivot	1 day	3 day
R1	144-21	144-14
PP	144-19	144-12
S1	144-18	144-10

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