ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 02-Apr-2013
Day Change Summary
Previous Current
01-Apr-2013 02-Apr-2013 Change Change % Previous Week
Open 144-09 144-29 0-20 0.4% 143-12
High 145-01 145-04 0-03 0.1% 144-31
Low 144-00 144-10 0-10 0.2% 142-20
Close 144-28 144-14 -0-14 -0.3% 144-15
Range 1-01 0-26 -0-07 -21.2% 2-11
ATR 1-03 1-02 -0-01 -1.8% 0-00
Volume 146,535 294,985 148,450 101.3% 1,513,938
Daily Pivots for day following 02-Apr-2013
Classic Woodie Camarilla DeMark
R4 147-02 146-18 144-28
R3 146-08 145-24 144-21
R2 145-14 145-14 144-19
R1 144-30 144-30 144-16 144-25
PP 144-20 144-20 144-20 144-18
S1 144-04 144-04 144-12 143-31
S2 143-26 143-26 144-09
S3 143-00 143-10 144-07
S4 142-06 142-16 144-00
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 151-02 150-03 145-24
R3 148-23 147-24 145-04
R2 146-12 146-12 144-29
R1 145-13 145-13 144-22 145-28
PP 144-01 144-01 144-01 144-08
S1 143-02 143-02 144-08 143-18
S2 141-22 141-22 144-01
S3 139-11 140-23 143-26
S4 137-00 138-12 143-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-04 142-31 2-05 1.5% 0-31 0.7% 68% True False 306,827
10 145-04 142-16 2-20 1.8% 1-03 0.8% 74% True False 354,618
20 145-04 140-14 4-22 3.2% 1-02 0.7% 85% True False 359,544
40 145-04 140-14 4-22 3.2% 1-02 0.7% 85% True False 240,865
60 145-04 140-14 4-22 3.2% 0-30 0.7% 85% True False 160,661
80 149-11 140-14 8-29 6.2% 0-26 0.6% 45% False False 120,497
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148-18
2.618 147-08
1.618 146-14
1.000 145-30
0.618 145-20
HIGH 145-04
0.618 144-26
0.500 144-23
0.382 144-20
LOW 144-10
0.618 143-26
1.000 143-16
1.618 143-00
2.618 142-06
4.250 140-28
Fisher Pivots for day following 02-Apr-2013
Pivot 1 day 3 day
R1 144-23 144-18
PP 144-20 144-17
S1 144-17 144-15

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

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