ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 25-Feb-2013
Day Change Summary
Previous Current
22-Feb-2013 25-Feb-2013 Change Change % Previous Week
Open 142-11 142-16 0-05 0.1% 141-31
High 142-22 144-13 1-23 1.2% 142-23
Low 142-01 141-26 -0-07 -0.2% 141-03
Close 142-16 143-24 1-08 0.9% 142-16
Range 0-21 2-19 1-30 295.2% 1-20
ATR 0-30 1-01 0-04 13.0% 0-00
Volume 87,868 234,049 146,181 166.4% 115,168
Daily Pivots for day following 25-Feb-2013
Classic Woodie Camarilla DeMark
R4 151-03 150-01 145-06
R3 148-16 147-14 144-15
R2 145-29 145-29 144-07
R1 144-27 144-27 144-00 145-12
PP 143-10 143-10 143-10 143-19
S1 142-08 142-08 143-16 142-25
S2 140-23 140-23 143-09
S3 138-04 139-21 143-01
S4 135-17 137-02 142-10
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 146-31 146-12 143-13
R3 145-11 144-24 142-30
R2 143-23 143-23 142-26
R1 143-04 143-04 142-21 143-14
PP 142-03 142-03 142-03 142-08
S1 141-16 141-16 142-11 141-26
S2 140-15 140-15 142-06
S3 138-27 139-28 142-02
S4 137-07 138-08 141-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-13 141-03 3-10 2.3% 1-07 0.8% 80% True False 69,843
10 144-13 140-26 3-19 2.5% 1-01 0.7% 82% True False 36,248
20 144-13 140-23 3-22 2.6% 1-01 0.7% 82% True False 18,627
40 147-08 140-23 6-17 4.5% 0-29 0.6% 46% False False 9,352
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 0-10
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 155-14
2.618 151-06
1.618 148-19
1.000 147-00
0.618 146-00
HIGH 144-13
0.618 143-13
0.500 143-04
0.382 142-26
LOW 141-26
0.618 140-07
1.000 139-07
1.618 137-20
2.618 135-01
4.250 130-25
Fisher Pivots for day following 25-Feb-2013
Pivot 1 day 3 day
R1 143-17 143-16
PP 143-10 143-08
S1 143-04 143-00

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

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