ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 143-17 144-19 1-02 0.7% 142-10
High 144-29 144-31 0-02 0.0% 143-31
Low 143-13 144-07 0-26 0.6% 142-10
Close 144-18 144-15 -0-03 -0.1% 143-20
Range 1-16 0-24 -0-24 -50.0% 1-21
ATR 1-04 1-03 -0-01 -2.4% 0-00
Volume 416,604 343,818 -72,786 -17.5% 2,038,602
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 146-26 146-12 144-28
R3 146-02 145-20 144-22
R2 145-10 145-10 144-19
R1 144-28 144-28 144-17 144-23
PP 144-18 144-18 144-18 144-15
S1 144-04 144-04 144-13 143-31
S2 143-26 143-26 144-11
S3 143-02 143-12 144-08
S4 142-10 142-20 144-02
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
5 144-31 142-20 2-11 1.6% 1-01 0.7% 79% True False 372,999
10 144-31 141-05 3-26 2.6% 1-05 0.8% 87% True False 388,838
20 144-31 140-14 4-17 3.1% 1-02 0.7% 89% True False 374,782
40 144-31 140-14 4-17 3.1% 1-02 0.7% 89% True False 229,876
60 144-31 140-14 4-17 3.1% 0-31 0.7% 89% True False 153,302
80 149-11 140-14 8-29 6.2% 0-25 0.5% 45% False False 114,978
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-08
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 148-05
2.618 146-30
1.618 146-06
1.000 145-23
0.618 145-14
HIGH 144-31
0.618 144-22
0.500 144-19
0.382 144-16
LOW 144-07
0.618 143-24
1.000 143-15
1.618 143-00
2.618 142-08
4.250 141-01
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 144-19 144-10
PP 144-18 144-04
S1 144-16 143-31

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

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