ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 143-18 142-27 -0-23 -0.5% 142-16
High 143-21 143-05 -0-16 -0.3% 144-26
Low 142-23 141-28 -0-27 -0.6% 141-26
Close 142-27 141-31 -0-28 -0.6% 144-11
Range 0-30 1-09 0-11 36.7% 3-00
ATR 1-00 1-01 0-01 2.0% 0-00
Volume 351,820 392,274 40,454 11.5% 2,004,605
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 146-06 145-11 142-22
R3 144-29 144-02 142-10
R2 143-20 143-20 142-07
R1 142-25 142-25 142-03 142-18
PP 142-11 142-11 142-11 142-07
S1 141-16 141-16 141-27 141-09
S2 141-02 141-02 141-23
S3 139-25 140-07 141-20
S4 138-16 138-30 141-08
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 152-21 151-16 146-00
R3 149-21 148-16 145-05
R2 146-21 146-21 144-29
R1 145-16 145-16 144-20 146-02
PP 143-21 143-21 143-21 143-30
S1 142-16 142-16 144-02 143-02
S2 140-21 140-21 143-25
S3 137-21 139-16 143-17
S4 134-21 136-16 142-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-29 141-28 3-01 2.1% 0-30 0.7% 3% False True 355,930
10 144-29 141-26 3-03 2.2% 1-03 0.8% 5% False False 343,004
20 144-29 140-26 4-03 2.9% 1-00 0.7% 28% False False 173,650
40 144-30 140-23 4-07 3.0% 0-30 0.7% 30% False False 87,052
60 148-28 140-23 8-05 5.7% 0-24 0.5% 15% False False 58,037
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 148-19
2.618 146-16
1.618 145-07
1.000 144-14
0.618 143-30
HIGH 143-05
0.618 142-21
0.500 142-16
0.382 142-12
LOW 141-28
0.618 141-03
1.000 140-19
1.618 139-26
2.618 138-17
4.250 136-14
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 142-16 143-00
PP 142-11 142-21
S1 142-05 142-10

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

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