ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 12-Mar-2013
Day Change Summary
Previous Current
11-Mar-2013 12-Mar-2013 Change Change % Previous Week
Open 141-06 140-28 -0-10 -0.2% 144-21
High 141-09 141-24 0-15 0.3% 144-29
Low 140-22 140-18 -0-04 -0.1% 140-14
Close 140-30 141-18 0-20 0.4% 141-00
Range 0-19 1-06 0-19 100.0% 4-15
ATR 1-01 1-01 0-00 1.1% 0-00
Volume 228,839 299,234 70,395 30.8% 1,855,551
Daily Pivots for day following 12-Mar-2013
Classic Woodie Camarilla DeMark
R4 144-27 144-13 142-07
R3 143-21 143-07 141-28
R2 142-15 142-15 141-25
R1 142-01 142-01 141-21 142-08
PP 141-09 141-09 141-09 141-13
S1 140-27 140-27 141-15 141-02
S2 140-03 140-03 141-11
S3 138-29 139-21 141-08
S4 137-23 138-15 140-29
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
5 143-21 140-14 3-07 2.3% 1-04 0.8% 35% False False 358,030
10 144-29 140-14 4-15 3.2% 1-01 0.7% 25% False False 364,258
20 144-29 140-14 4-15 3.2% 1-01 0.7% 25% False False 225,772
40 144-30 140-14 4-16 3.2% 0-31 0.7% 25% False False 113,200
60 147-08 140-14 6-26 4.8% 0-26 0.6% 17% False False 75,471
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146-26
2.618 144-27
1.618 143-21
1.000 142-30
0.618 142-15
HIGH 141-24
0.618 141-09
0.500 141-05
0.382 141-01
LOW 140-18
0.618 139-27
1.000 139-12
1.618 138-21
2.618 137-15
4.250 135-16
Fisher Pivots for day following 12-Mar-2013
Pivot 1 day 3 day
R1 141-14 141-14
PP 141-09 141-11
S1 141-05 141-07

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

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