ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 29-May-2013
Day Change Summary
Previous Current
28-May-2013 29-May-2013 Change Change % Previous Week
Open 143-09 140-25 -2-16 -1.7% 144-01
High 143-13 141-26 -1-19 -1.1% 145-00
Low 140-16 139-29 -0-19 -0.4% 142-09
Close 141-08 141-20 0-12 0.3% 143-12
Range 2-29 1-29 -1-00 -34.4% 2-23
ATR 1-14 1-15 0-01 2.3% 0-00
Volume 886,490 951,552 65,062 7.3% 2,975,334
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 146-27 146-04 142-22
R3 144-30 144-07 142-05
R2 143-01 143-01 141-31
R1 142-10 142-10 141-26 142-22
PP 141-04 141-04 141-04 141-09
S1 140-13 140-13 141-14 140-24
S2 139-07 139-07 141-09
S3 137-10 138-16 141-03
S4 135-13 136-19 140-18
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
5 145-00 139-29 5-03 3.6% 2-01 1.4% 34% False True 775,670
10 145-18 139-29 5-21 4.0% 1-22 1.2% 30% False True 624,680
20 149-21 139-29 9-24 6.9% 1-16 1.1% 18% False True 523,421
40 149-21 139-29 9-24 6.9% 1-09 0.9% 18% False True 457,250
60 149-21 139-29 9-24 6.9% 1-07 0.9% 18% False True 424,682
80 149-21 139-29 9-24 6.9% 1-05 0.8% 18% False True 349,058
100 149-21 139-29 9-24 6.9% 1-03 0.8% 18% False True 279,297
120 149-21 139-29 9-24 6.9% 0-31 0.7% 18% False True 232,748
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 0-13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 149-29
2.618 146-26
1.618 144-29
1.000 143-23
0.618 143-00
HIGH 141-26
0.618 141-03
0.500 140-28
0.382 140-20
LOW 139-29
0.618 138-23
1.000 138-00
1.618 136-26
2.618 134-29
4.250 131-26
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 141-12 141-28
PP 141-04 141-25
S1 140-28 141-23

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

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