ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 143-01 143-09 0-08 0.2% 144-01
High 143-27 143-13 -0-14 -0.3% 145-00
Low 142-23 140-16 -2-07 -1.6% 142-09
Close 143-12 141-08 -2-04 -1.5% 143-12
Range 1-04 2-29 1-25 158.3% 2-23
ATR 1-10 1-14 0-04 8.6% 0-00
Volume 448,334 886,490 438,156 97.7% 2,975,334
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 150-14 148-24 142-27
R3 147-17 145-27 142-02
R2 144-20 144-20 141-25
R1 142-30 142-30 141-17 142-10
PP 141-23 141-23 141-23 141-13
S1 140-01 140-01 140-31 139-14
S2 138-26 138-26 140-23
S3 135-29 137-04 140-14
S4 133-00 134-07 139-21
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 151-23 150-08 144-28
R3 149-00 147-17 144-04
R2 146-09 146-09 143-28
R1 144-26 144-26 143-20 144-06
PP 143-18 143-18 143-18 143-08
S1 142-03 142-03 143-04 141-15
S2 140-27 140-27 142-28
S3 138-04 139-12 142-20
S4 135-13 136-21 141-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-00 140-16 4-16 3.2% 1-29 1.3% 17% False True 694,707
10 145-18 140-16 5-02 3.6% 1-21 1.2% 15% False True 572,916
20 149-21 140-16 9-05 6.5% 1-14 1.0% 8% False True 495,754
40 149-21 140-16 9-05 6.5% 1-08 0.9% 8% False True 440,836
60 149-21 140-14 9-07 6.5% 1-06 0.8% 9% False False 413,892
80 149-21 140-14 9-07 6.5% 1-05 0.8% 9% False False 337,177
100 149-21 140-14 9-07 6.5% 1-03 0.8% 9% False False 269,781
120 149-21 140-14 9-07 6.5% 0-30 0.7% 9% False False 224,818
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 0-12
Widest range in 124 trading days
Fibonacci Retracements and Extensions
4.250 155-24
2.618 151-00
1.618 148-03
1.000 146-10
0.618 145-06
HIGH 143-13
0.618 142-09
0.500 141-30
0.382 141-20
LOW 140-16
0.618 138-23
1.000 137-19
1.618 135-26
2.618 132-29
4.250 128-05
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 141-30 142-10
PP 141-23 141-30
S1 141-16 141-19

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

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