ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 11-Feb-2013
Day Change Summary
Previous Current
08-Feb-2013 11-Feb-2013 Change Change % Previous Week
Open 142-08 142-04 -0-04 -0.1% 141-07
High 142-16 142-14 -0-02 0.0% 142-19
Low 141-18 141-25 0-07 0.2% 140-23
Close 142-06 142-12 0-06 0.1% 142-06
Range 0-30 0-21 -0-09 -30.0% 1-28
ATR 0-30 0-30 -0-01 -2.2% 0-00
Volume 617 1,222 605 98.1% 6,499
Daily Pivots for day following 11-Feb-2013
Classic Woodie Camarilla DeMark
R4 144-05 143-30 142-24
R3 143-16 143-09 142-18
R2 142-27 142-27 142-16
R1 142-20 142-20 142-14 142-24
PP 142-06 142-06 142-06 142-08
S1 141-31 141-31 142-10 142-02
S2 141-17 141-17 142-08
S3 140-28 141-10 142-06
S4 140-07 140-21 142-00
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 147-15 146-22 143-07
R3 145-19 144-26 142-22
R2 143-23 143-23 142-17
R1 142-30 142-30 142-12 143-10
PP 141-27 141-27 141-27 142-01
S1 141-02 141-02 142-00 141-14
S2 139-31 139-31 141-27
S3 138-03 139-06 141-22
S4 136-07 137-10 141-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-19 141-07 1-12 1.0% 0-29 0.6% 84% False False 1,150
10 142-26 140-23 2-03 1.5% 1-00 0.7% 79% False False 1,044
20 144-30 140-23 4-07 3.0% 0-29 0.6% 39% False False 628
40 147-08 140-23 6-17 4.6% 0-22 0.5% 25% False False 321
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
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
4.250 145-07
2.618 144-05
1.618 143-16
1.000 143-03
0.618 142-27
HIGH 142-14
0.618 142-06
0.500 142-04
0.382 142-01
LOW 141-25
0.618 141-12
1.000 141-04
1.618 140-23
2.618 140-02
4.250 139-00
Fisher Pivots for day following 11-Feb-2013
Pivot 1 day 3 day
R1 142-09 142-09
PP 142-06 142-06
S1 142-04 142-02

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

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