ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 08-May-2013
Day Change Summary
Previous Current
07-May-2013 08-May-2013 Change Change % Previous Week
Open 146-21 146-11 -0-10 -0.2% 148-23
High 146-31 146-30 -0-01 0.0% 149-21
Low 146-06 146-00 -0-06 -0.1% 146-27
Close 146-08 146-23 0-15 0.3% 147-02
Range 0-25 0-30 0-05 20.0% 2-26
ATR 1-03 1-03 0-00 -1.0% 0-00
Volume 306,152 369,198 63,046 20.6% 1,981,090
Daily Pivots for day following 08-May-2013
Classic Woodie Camarilla DeMark
R4 149-12 148-31 147-08
R3 148-14 148-01 146-31
R2 147-16 147-16 146-28
R1 147-03 147-03 146-26 147-10
PP 146-18 146-18 146-18 146-21
S1 146-05 146-05 146-20 146-12
S2 145-20 145-20 146-18
S3 144-22 145-07 146-15
S4 143-24 144-09 146-06
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
5 149-13 146-00 3-13 2.3% 1-06 0.8% 21% False True 388,409
10 149-21 146-00 3-21 2.5% 1-02 0.7% 20% False True 355,660
20 149-21 145-26 3-27 2.6% 1-01 0.7% 24% False False 374,309
40 149-21 140-24 8-29 6.1% 1-03 0.7% 67% False False 380,067
60 149-21 140-14 9-07 6.3% 1-03 0.7% 68% False False 328,635
80 149-21 140-14 9-07 6.3% 1-01 0.7% 68% False False 246,634
100 149-21 140-14 9-07 6.3% 0-29 0.6% 68% False False 197,310
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 0-06
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 150-30
2.618 149-13
1.618 148-15
1.000 147-28
0.618 147-17
HIGH 146-30
0.618 146-19
0.500 146-15
0.382 146-11
LOW 146-00
0.618 145-13
1.000 145-02
1.618 144-15
2.618 143-17
4.250 142-00
Fisher Pivots for day following 08-May-2013
Pivot 1 day 3 day
R1 146-20 146-22
PP 146-18 146-21
S1 146-15 146-20

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

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