ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 05-Apr-2013
Day Change Summary
Previous Current
04-Apr-2013 05-Apr-2013 Change Change % Previous Week
Open 145-12 146-10 0-30 0.6% 144-09
High 146-13 148-09 1-28 1.3% 148-09
Low 145-04 146-01 0-29 0.6% 144-00
Close 146-11 148-00 1-21 1.1% 148-00
Range 1-09 2-08 0-31 75.6% 4-09
ATR 1-03 1-06 0-03 7.4% 0-00
Volume 531,255 579,632 48,377 9.1% 1,943,762
Daily Pivots for day following 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 154-06 153-11 149-08
R3 151-30 151-03 148-20
R2 149-22 149-22 148-13
R1 148-27 148-27 148-07 149-08
PP 147-14 147-14 147-14 147-21
S1 146-19 146-19 147-25 147-00
S2 145-06 145-06 147-19
S3 142-30 144-11 147-12
S4 140-22 142-03 146-24
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 159-19 158-03 150-11
R3 155-10 153-26 149-06
R2 151-01 151-01 148-25
R1 149-17 149-17 148-13 150-09
PP 146-24 146-24 146-24 147-04
S1 145-08 145-08 147-19 146-00
S2 142-15 142-15 147-07
S3 138-06 140-31 146-26
S4 133-29 136-22 145-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148-09 144-00 4-09 2.9% 1-12 0.9% 93% True False 388,752
10 148-09 142-20 5-21 3.8% 1-06 0.8% 95% True False 380,876
20 148-09 140-14 7-27 5.3% 1-05 0.8% 96% True False 382,988
40 148-09 140-14 7-27 5.3% 1-03 0.7% 96% True False 278,319
60 148-09 140-14 7-27 5.3% 1-00 0.7% 96% True False 185,697
80 148-28 140-14 8-14 5.7% 0-28 0.6% 90% False False 139,275
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 157-27
2.618 154-05
1.618 151-29
1.000 150-17
0.618 149-21
HIGH 148-09
0.618 147-13
0.500 147-05
0.382 146-29
LOW 146-01
0.618 144-21
1.000 143-25
1.618 142-13
2.618 140-05
4.250 136-15
Fisher Pivots for day following 05-Apr-2013
Pivot 1 day 3 day
R1 147-23 147-13
PP 147-14 146-26
S1 147-05 146-08

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

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