ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 23-Apr-2013
Day Change Summary
Previous Current
22-Apr-2013 23-Apr-2013 Change Change % Previous Week
Open 147-12 147-20 0-08 0.2% 146-26
High 147-24 148-13 0-21 0.4% 147-24
Low 147-12 147-02 -0-10 -0.2% 146-15
Close 147-12 147-10 -0-02 0.0% 147-11
Range 0-12 1-11 0-31 258.3% 1-09
ATR 0-26 0-28 0-01 4.5% 0-00
Volume 110 105 -5 -4.5% 868
Daily Pivots for day following 23-Apr-2013
Classic Woodie Camarilla DeMark
R4 151-20 150-26 148-02
R3 150-09 149-15 147-22
R2 148-30 148-30 147-18
R1 148-04 148-04 147-14 147-28
PP 147-19 147-19 147-19 147-15
S1 146-25 146-25 147-06 146-16
S2 146-08 146-08 147-02
S3 144-29 145-14 146-30
S4 143-18 144-03 146-18
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 151-01 150-15 148-02
R3 149-24 149-06 147-22
R2 148-15 148-15 147-19
R1 147-29 147-29 147-15 148-06
PP 147-06 147-06 147-06 147-10
S1 146-20 146-20 147-07 146-29
S2 145-29 145-29 147-03
S3 144-20 145-11 147-00
S4 143-11 144-02 146-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148-13 146-25 1-20 1.1% 0-24 0.5% 33% True False 176
10 148-13 145-00 3-13 2.3% 0-26 0.6% 68% True False 116
20 148-13 142-08 6-05 4.2% 0-28 0.6% 82% True False 88
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 154-04
2.618 151-30
1.618 150-19
1.000 149-24
0.618 149-08
HIGH 148-13
0.618 147-29
0.500 147-24
0.382 147-18
LOW 147-02
0.618 146-07
1.000 145-23
1.618 144-28
2.618 143-17
4.250 141-11
Fisher Pivots for day following 23-Apr-2013
Pivot 1 day 3 day
R1 147-24 147-24
PP 147-19 147-19
S1 147-14 147-14

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

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