ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 141-30 141-06 -0-24 -0.5% 144-21
High 142-00 141-09 -0-23 -0.5% 144-29
Low 140-14 140-22 0-08 0.2% 140-14
Close 141-00 140-30 -0-02 0.0% 141-00
Range 1-18 0-19 -0-31 -62.0% 4-15
ATR 1-02 1-01 -0-01 -3.2% 0-00
Volume 517,984 228,839 -289,145 -55.8% 1,855,551
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 142-24 142-14 141-08
R3 142-05 141-27 141-03
R2 141-18 141-18 141-01
R1 141-08 141-08 141-00 141-04
PP 140-31 140-31 140-31 140-29
S1 140-21 140-21 140-28 140-16
S2 140-12 140-12 140-27
S3 139-25 140-02 140-25
S4 139-06 139-15 140-20
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 155-17 152-23 143-15
R3 151-02 148-08 142-07
R2 146-19 146-19 141-26
R1 143-25 143-25 141-13 142-30
PP 142-04 142-04 142-04 141-22
S1 139-10 139-10 140-19 138-16
S2 137-21 137-21 140-06
S3 133-06 134-27 139-25
S4 128-23 130-12 138-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-03 140-14 3-21 2.6% 1-01 0.7% 14% False False 356,038
10 144-29 140-14 4-15 3.2% 1-00 0.7% 11% False False 385,494
20 144-29 140-14 4-15 3.2% 1-00 0.7% 11% False False 210,871
40 144-30 140-14 4-16 3.2% 0-31 0.7% 11% False False 105,719
60 147-08 140-14 6-26 4.8% 0-25 0.6% 7% False False 70,484
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 0-07
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 143-26
2.618 142-27
1.618 142-08
1.000 141-28
0.618 141-21
HIGH 141-09
0.618 141-02
0.500 141-00
0.382 140-29
LOW 140-22
0.618 140-10
1.000 140-03
1.618 139-23
2.618 139-04
4.250 138-05
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 141-00 141-26
PP 140-31 141-16
S1 140-30 141-07

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

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