ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 05-Apr-2013
Day Change Summary
Previous Current
04-Apr-2013 05-Apr-2013 Change Change % Previous Week
Open 144-20 145-11 0-23 0.5% 143-09
High 145-16 147-14 1-30 1.3% 147-14
Low 144-20 145-06 0-18 0.4% 143-09
Close 145-16 147-07 1-23 1.2% 147-07
Range 0-28 2-08 1-12 157.1% 4-05
ATR 0-24 0-28 0-03 14.2% 0-00
Volume 14 44 30 214.3% 179
Daily Pivots for day following 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 153-12 152-17 148-15
R3 151-04 150-09 147-27
R2 148-28 148-28 147-20
R1 148-01 148-01 147-14 148-14
PP 146-20 146-20 146-20 146-26
S1 145-25 145-25 147-00 146-06
S2 144-12 144-12 146-26
S3 142-04 143-17 146-19
S4 139-28 141-09 145-31
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 158-14 157-00 149-16
R3 154-09 152-27 148-12
R2 150-04 150-04 147-31
R1 148-22 148-22 147-19 149-13
PP 145-31 145-31 145-31 146-11
S1 144-17 144-17 146-27 145-08
S2 141-26 141-26 146-15
S3 137-21 140-12 146-02
S4 133-16 136-07 144-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147-14 143-09 4-05 2.8% 1-03 0.7% 95% True False 35
10 147-14 141-24 5-22 3.9% 0-30 0.6% 96% True False 35
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 0-02
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 157-00
2.618 153-10
1.618 151-02
1.000 149-22
0.618 148-26
HIGH 147-14
0.618 146-18
0.500 146-10
0.382 146-02
LOW 145-06
0.618 143-26
1.000 142-30
1.618 141-18
2.618 139-10
4.250 135-20
Fisher Pivots for day following 05-Apr-2013
Pivot 1 day 3 day
R1 146-29 146-21
PP 146-20 146-02
S1 146-10 145-16

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

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