ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 17-May-2013
Day Change Summary
Previous Current
16-May-2013 17-May-2013 Change Change % Previous Week
Open 144-08 145-05 0-29 0.6% 144-24
High 145-18 145-17 -0-01 0.0% 145-18
Low 143-29 143-27 -0-02 0.0% 143-16
Close 145-14 143-31 -1-15 -1.0% 143-31
Range 1-21 1-22 0-01 1.9% 2-02
ATR 1-06 1-08 0-01 2.9% 0-00
Volume 503,698 441,742 -61,956 -12.3% 2,289,725
Daily Pivots for day following 17-May-2013
Classic Woodie Camarilla DeMark
R4 149-16 148-14 144-29
R3 147-26 146-24 144-14
R2 146-04 146-04 144-09
R1 145-02 145-02 144-04 144-24
PP 144-14 144-14 144-14 144-10
S1 143-12 143-12 143-26 143-02
S2 142-24 142-24 143-21
S3 141-02 141-22 143-16
S4 139-12 140-00 143-01
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 150-17 149-10 145-03
R3 148-15 147-08 144-17
R2 146-13 146-13 144-11
R1 145-06 145-06 144-05 144-24
PP 144-11 144-11 144-11 144-04
S1 143-04 143-04 143-25 142-22
S2 142-09 142-09 143-19
S3 140-07 141-02 143-13
S4 138-05 139-00 142-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-18 143-16 2-02 1.4% 1-13 1.0% 23% False False 457,945
10 147-12 143-16 3-28 2.7% 1-09 0.9% 12% False False 433,559
20 149-21 143-16 6-05 4.3% 1-06 0.8% 8% False False 406,800
40 149-21 142-20 7-01 4.9% 1-05 0.8% 19% False False 394,579
60 149-21 140-14 9-07 6.4% 1-04 0.8% 38% False False 384,403
80 149-21 140-14 9-07 6.4% 1-04 0.8% 38% False False 288,938
100 149-21 140-14 9-07 6.4% 1-00 0.7% 38% False False 231,164
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 0-09
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 152-22
2.618 149-30
1.618 148-08
1.000 147-07
0.618 146-18
HIGH 145-17
0.618 144-28
0.500 144-22
0.382 144-16
LOW 143-27
0.618 142-26
1.000 142-05
1.618 141-04
2.618 139-14
4.250 136-22
Fisher Pivots for day following 17-May-2013
Pivot 1 day 3 day
R1 144-22 144-17
PP 144-14 144-11
S1 144-07 144-05

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

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