ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 141-31 141-17 -0-14 -0.3% 142-04
High 142-10 141-29 -0-13 -0.3% 142-14
Low 141-14 141-03 -0-11 -0.2% 140-26
Close 141-18 141-19 0-01 0.0% 141-31
Range 0-28 0-26 -0-02 -7.1% 1-20
ATR 0-30 0-30 0-00 -1.0% 0-00
Volume 6,103 7,319 1,216 19.9% 13,265
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 143-31 143-19 142-01
R3 143-05 142-25 141-26
R2 142-11 142-11 141-24
R1 141-31 141-31 141-21 142-05
PP 141-17 141-17 141-17 141-20
S1 141-05 141-05 141-17 141-11
S2 140-23 140-23 141-14
S3 139-29 140-11 141-12
S4 139-03 139-17 141-05
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 146-20 145-29 142-28
R3 145-00 144-09 142-13
R2 143-12 143-12 142-09
R1 142-21 142-21 142-04 142-06
PP 141-24 141-24 141-24 141-16
S1 141-01 141-01 141-26 140-18
S2 140-04 140-04 141-21
S3 138-16 139-13 141-17
S4 136-28 137-25 141-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-12 140-26 1-18 1.1% 0-31 0.7% 50% False False 4,387
10 142-19 140-26 1-25 1.3% 0-28 0.6% 44% False False 3,012
20 144-30 140-23 4-07 3.0% 1-00 0.7% 21% False False 1,866
40 147-08 140-23 6-17 4.6% 0-25 0.6% 13% False False 957
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0-08
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 145-12
2.618 144-01
1.618 143-07
1.000 142-23
0.618 142-13
HIGH 141-29
0.618 141-19
0.500 141-16
0.382 141-13
LOW 141-03
0.618 140-19
1.000 140-09
1.618 139-25
2.618 138-31
4.250 137-20
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 141-18 141-24
PP 141-17 141-22
S1 141-16 141-20

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

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