ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 10-May-2013
Day Change Summary
Previous Current
09-May-2013 10-May-2013 Change Change % Previous Week
Open 146-18 146-17 -0-01 0.0% 147-05
High 147-12 146-22 -0-22 -0.5% 147-12
Low 146-12 144-17 -1-27 -1.3% 144-17
Close 146-16 145-00 -1-16 -1.0% 145-00
Range 1-00 2-05 1-05 115.6% 2-27
ATR 1-02 1-05 0-02 7.2% 0-00
Volume 482,430 613,267 130,837 27.1% 2,045,870
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 151-28 150-19 146-06
R3 149-23 148-14 145-19
R2 147-18 147-18 145-13
R1 146-09 146-09 145-06 145-27
PP 145-13 145-13 145-13 145-06
S1 144-04 144-04 144-26 143-22
S2 143-08 143-08 144-19
S3 141-03 141-31 144-13
S4 138-30 139-26 143-26
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 154-05 152-14 146-18
R3 151-10 149-19 145-25
R2 148-15 148-15 145-17
R1 146-24 146-24 145-08 146-06
PP 145-20 145-20 145-20 145-12
S1 143-29 143-29 144-24 143-11
S2 142-25 142-25 144-15
S3 139-30 141-02 144-07
S4 137-03 138-07 143-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147-12 144-17 2-27 2.0% 1-05 0.8% 16% False True 409,174
10 149-21 144-17 5-04 3.5% 1-07 0.8% 9% False True 402,696
20 149-21 144-17 5-04 3.5% 1-03 0.8% 9% False True 389,721
40 149-21 141-05 8-16 5.9% 1-04 0.8% 45% False False 387,920
60 149-21 140-14 9-07 6.4% 1-03 0.8% 49% False False 346,811
80 149-21 140-14 9-07 6.4% 1-02 0.7% 49% False False 260,329
100 149-21 140-14 9-07 6.4% 0-30 0.7% 49% False False 208,266
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 155-27
2.618 152-11
1.618 150-06
1.000 148-27
0.618 148-01
HIGH 146-22
0.618 145-28
0.500 145-20
0.382 145-11
LOW 144-17
0.618 143-06
1.000 142-12
1.618 141-01
2.618 138-28
4.250 135-12
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 145-20 145-30
PP 145-13 145-20
S1 145-06 145-10

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

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