ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 26-Feb-2013
Day Change Summary
Previous Current
25-Feb-2013 26-Feb-2013 Change Change % Previous Week
Open 142-16 144-09 1-25 1.3% 141-31
High 144-13 144-26 0-13 0.3% 142-23
Low 141-26 143-28 2-02 1.5% 141-03
Close 143-24 144-04 0-12 0.3% 142-16
Range 2-19 0-30 -1-21 -63.9% 1-20
ATR 1-01 1-01 0-00 0.1% 0-00
Volume 234,049 511,597 277,548 118.6% 115,168
Daily Pivots for day following 26-Feb-2013
Classic Woodie Camarilla DeMark
R4 147-03 146-17 144-20
R3 146-05 145-19 144-12
R2 145-07 145-07 144-10
R1 144-21 144-21 144-07 144-15
PP 144-09 144-09 144-09 144-06
S1 143-23 143-23 144-01 143-17
S2 143-11 143-11 143-30
S3 142-13 142-25 143-28
S4 141-15 141-27 143-20
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
5 144-26 141-03 3-23 2.6% 1-07 0.8% 82% True False 170,942
10 144-26 140-26 4-00 2.8% 1-02 0.7% 83% True False 87,285
20 144-26 140-23 4-03 2.8% 1-01 0.7% 83% True False 44,165
40 147-08 140-23 6-17 4.5% 0-29 0.6% 52% False False 22,142
60 149-11 140-23 8-20 6.0% 0-21 0.5% 39% False False 14,762
Crabel Price Patterns
NR True
NR4 False
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 False
Stretch 0-10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148-26
2.618 147-09
1.618 146-11
1.000 145-24
0.618 145-13
HIGH 144-26
0.618 144-15
0.500 144-11
0.382 144-07
LOW 143-28
0.618 143-09
1.000 142-30
1.618 142-11
2.618 141-13
4.250 139-28
Fisher Pivots for day following 26-Feb-2013
Pivot 1 day 3 day
R1 144-11 143-27
PP 144-09 143-19
S1 144-06 143-10

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

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