ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 06-May-2013
Day Change Summary
Previous Current
03-May-2013 06-May-2013 Change Change % Previous Week
Open 149-10 147-05 -2-05 -1.4% 148-23
High 149-13 147-08 -2-05 -1.4% 149-21
Low 146-27 146-13 -0-14 -0.3% 146-27
Close 147-02 146-16 -0-18 -0.4% 147-02
Range 2-18 0-27 -1-23 -67.1% 2-26
ATR 1-04 1-04 -0-01 -1.8% 0-00
Volume 601,607 274,823 -326,784 -54.3% 1,981,090
Daily Pivots for day following 06-May-2013
Classic Woodie Camarilla DeMark
R4 149-08 148-23 146-31
R3 148-13 147-28 146-23
R2 147-18 147-18 146-21
R1 147-01 147-01 146-18 146-28
PP 146-23 146-23 146-23 146-20
S1 146-06 146-06 146-14 146-01
S2 145-28 145-28 146-11
S3 145-01 145-11 146-09
S4 144-06 144-16 146-01
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 156-09 154-16 148-20
R3 153-15 151-22 147-27
R2 150-21 150-21 147-18
R1 148-28 148-28 147-10 148-12
PP 147-27 147-27 147-27 147-19
S1 146-02 146-02 146-26 145-18
S2 145-01 145-01 146-18
S3 142-07 143-08 146-09
S4 139-13 140-14 145-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 149-21 146-13 3-08 2.2% 1-09 0.9% 3% False True 398,499
10 149-21 146-13 3-08 2.2% 1-03 0.7% 3% False True 373,860
20 149-21 145-26 3-27 2.6% 1-02 0.7% 18% False False 378,776
40 149-21 140-18 9-03 6.2% 1-03 0.7% 65% False False 376,385
60 149-21 140-14 9-07 6.3% 1-02 0.7% 66% False False 317,410
80 149-21 140-14 9-07 6.3% 1-01 0.7% 66% False False 238,193
100 149-21 140-14 9-07 6.3% 0-29 0.6% 66% False False 190,556
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 150-27
2.618 149-15
1.618 148-20
1.000 148-03
0.618 147-25
HIGH 147-08
0.618 146-30
0.500 146-26
0.382 146-23
LOW 146-13
0.618 145-28
1.000 145-18
1.618 145-01
2.618 144-06
4.250 142-26
Fisher Pivots for day following 06-May-2013
Pivot 1 day 3 day
R1 146-26 147-29
PP 146-23 147-14
S1 146-20 146-31

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

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