ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 25-Mar-2013
Day Change Summary
Previous Current
22-Mar-2013 25-Mar-2013 Change Change % Previous Week
Open 143-20 143-12 -0-08 -0.2% 142-10
High 143-31 143-29 -0-02 0.0% 143-31
Low 143-04 142-20 -0-16 -0.3% 142-10
Close 143-20 143-16 -0-04 -0.1% 143-20
Range 0-27 1-09 0-14 51.9% 1-21
ATR 1-03 1-04 0-00 1.2% 0-00
Volume 351,060 421,320 70,260 20.0% 2,038,602
Daily Pivots for day following 25-Mar-2013
Classic Woodie Camarilla DeMark
R4 147-06 146-20 144-07
R3 145-29 145-11 143-27
R2 144-20 144-20 143-24
R1 144-02 144-02 143-20 144-11
PP 143-11 143-11 143-11 143-16
S1 142-25 142-25 143-12 143-02
S2 142-02 142-02 143-08
S3 140-25 141-16 143-05
S4 139-16 140-07 142-25
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 148-09 147-19 144-17
R3 146-20 145-30 144-03
R2 144-31 144-31 143-30
R1 144-09 144-09 143-25 144-20
PP 143-10 143-10 143-10 143-15
S1 142-20 142-20 143-15 142-31
S2 141-21 141-21 143-10
S3 140-00 140-31 143-05
S4 138-11 139-10 142-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-31 142-16 1-15 1.0% 1-07 0.8% 68% False False 402,408
10 143-31 140-18 3-13 2.4% 1-04 0.8% 86% False False 387,656
20 144-29 140-14 4-15 3.1% 1-02 0.7% 69% False False 386,575
40 144-29 140-14 4-15 3.1% 1-02 0.7% 69% False False 202,601
60 147-08 140-14 6-26 4.7% 0-30 0.7% 45% False False 135,093
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-08
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 149-11
2.618 147-08
1.618 145-31
1.000 145-06
0.618 144-22
HIGH 143-29
0.618 143-13
0.500 143-08
0.382 143-04
LOW 142-20
0.618 141-27
1.000 141-11
1.618 140-18
2.618 139-09
4.250 137-06
Fisher Pivots for day following 25-Mar-2013
Pivot 1 day 3 day
R1 143-14 143-14
PP 143-11 143-11
S1 143-08 143-08

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

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