ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 24-Apr-2013
Day Change Summary
Previous Current
23-Apr-2013 24-Apr-2013 Change Change % Previous Week
Open 147-20 147-07 -0-13 -0.3% 146-26
High 148-13 147-16 -0-29 -0.6% 147-24
Low 147-02 146-26 -0-08 -0.2% 146-15
Close 147-10 147-13 0-03 0.1% 147-11
Range 1-11 0-22 -0-21 -48.8% 1-09
ATR 0-28 0-27 0-00 -1.5% 0-00
Volume 105 497 392 373.3% 868
Daily Pivots for day following 24-Apr-2013
Classic Woodie Camarilla DeMark
R4 149-10 149-01 147-25
R3 148-20 148-11 147-19
R2 147-30 147-30 147-17
R1 147-21 147-21 147-15 147-26
PP 147-08 147-08 147-08 147-10
S1 146-31 146-31 147-11 147-04
S2 146-18 146-18 147-09
S3 145-28 146-09 147-07
S4 145-06 145-19 147-01
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
5 148-13 146-26 1-19 1.1% 0-23 0.5% 37% False True 220
10 148-13 145-00 3-13 2.3% 0-25 0.5% 71% False False 165
20 148-13 142-08 6-05 4.2% 0-29 0.6% 84% False False 112
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 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 150-14
2.618 149-10
1.618 148-20
1.000 148-06
0.618 147-30
HIGH 147-16
0.618 147-08
0.500 147-05
0.382 147-02
LOW 146-26
0.618 146-12
1.000 146-04
1.618 145-22
2.618 145-00
4.250 143-28
Fisher Pivots for day following 24-Apr-2013
Pivot 1 day 3 day
R1 147-10 147-20
PP 147-08 147-17
S1 147-05 147-15

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

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