ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 141-02 141-02 0-00 0.0% 140-17
High 141-27 141-19 -0-08 -0.2% 141-27
Low 141-02 140-12 -0-22 -0.5% 138-28
Close 141-10 140-17 -0-25 -0.6% 141-10
Range 0-25 1-07 0-14 56.0% 2-31
ATR 1-15 1-15 -0-01 -1.2% 0-00
Volume 2,150 2,502 352 16.4% 19,292
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 144-16 143-23 141-06
R3 143-09 142-16 140-28
R2 142-02 142-02 140-24
R1 141-09 141-09 140-21 141-02
PP 140-27 140-27 140-27 140-23
S1 140-02 140-02 140-13 139-27
S2 139-20 139-20 140-10
S3 138-13 138-27 140-06
S4 137-06 137-20 139-28
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 149-19 148-13 142-30
R3 146-20 145-14 142-04
R2 143-21 143-21 141-27
R1 142-15 142-15 141-19 143-02
PP 140-22 140-22 140-22 140-31
S1 139-16 139-16 141-01 140-03
S2 137-23 137-23 140-25
S3 134-24 136-17 140-16
S4 131-25 133-18 139-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141-27 138-28 2-31 2.1% 1-07 0.9% 56% False False 3,010
10 143-09 138-28 4-13 3.1% 1-12 1.0% 38% False False 10,942
20 145-00 138-28 6-04 4.4% 1-18 1.1% 27% False False 287,573
40 149-21 138-28 10-25 7.7% 1-12 1.0% 15% False False 347,187
60 149-21 138-28 10-25 7.7% 1-09 0.9% 15% False False 358,910
80 149-21 138-28 10-25 7.7% 1-08 0.9% 15% False False 360,196
100 149-21 138-28 10-25 7.7% 1-06 0.9% 15% False False 288,665
120 149-21 138-28 10-25 7.7% 1-03 0.8% 15% False False 240,565
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 146-25
2.618 144-25
1.618 143-18
1.000 142-26
0.618 142-11
HIGH 141-19
0.618 141-04
0.500 141-00
0.382 140-27
LOW 140-12
0.618 139-20
1.000 139-05
1.618 138-13
2.618 137-06
4.250 135-06
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 141-00 140-28
PP 140-27 140-25
S1 140-22 140-21

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

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