ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 12-Apr-2013
Day Change Summary
Previous Current
11-Apr-2013 12-Apr-2013 Change Change % Previous Week
Open 145-00 145-22 0-22 0.5% 146-28
High 145-13 146-23 1-10 0.9% 147-01
Low 145-00 145-22 0-22 0.5% 145-00
Close 145-12 146-22 1-10 0.9% 146-22
Range 0-13 1-01 0-20 153.8% 2-01
ATR 0-27 0-28 0-01 4.3% 0-00
Volume 38 34 -4 -10.5% 408
Daily Pivots for day following 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 149-15 149-03 147-08
R3 148-14 148-02 146-31
R2 147-13 147-13 146-28
R1 147-01 147-01 146-25 147-07
PP 146-12 146-12 146-12 146-14
S1 146-00 146-00 146-19 146-06
S2 145-11 145-11 146-16
S3 144-10 144-31 146-13
S4 143-09 143-30 146-04
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 152-11 151-17 147-26
R3 150-10 149-16 147-08
R2 148-09 148-09 147-02
R1 147-15 147-15 146-28 146-28
PP 146-08 146-08 146-08 145-30
S1 145-14 145-14 146-16 144-26
S2 144-07 144-07 146-10
S3 142-06 143-13 146-04
S4 140-05 141-12 145-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147-01 145-00 2-01 1.4% 0-24 0.5% 83% False False 81
10 147-14 143-09 4-05 2.8% 0-30 0.6% 82% False False 58
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 0-01
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 151-03
2.618 149-13
1.618 148-12
1.000 147-24
0.618 147-11
HIGH 146-23
0.618 146-10
0.500 146-06
0.382 146-03
LOW 145-22
0.618 145-02
1.000 144-21
1.618 144-01
2.618 143-00
4.250 141-10
Fisher Pivots for day following 12-Apr-2013
Pivot 1 day 3 day
R1 146-17 146-13
PP 146-12 146-04
S1 146-06 145-28

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

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