ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 13-May-2013
Day Change Summary
Previous Current
10-May-2013 13-May-2013 Change Change % Previous Week
Open 145-23 143-25 -1-30 -1.3% 146-09
High 145-23 144-07 -1-16 -1.0% 146-16
Low 143-23 143-11 -0-12 -0.3% 143-23
Close 144-04 143-24 -0-12 -0.3% 144-04
Range 2-00 0-28 -1-04 -56.3% 2-25
ATR 1-00 0-31 0-00 -0.8% 0-00
Volume 2,241 2,312 71 3.2% 9,788
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 146-13 145-30 144-07
R3 145-17 145-02 144-00
R2 144-21 144-21 143-29
R1 144-06 144-06 143-27 144-00
PP 143-25 143-25 143-25 143-21
S1 143-10 143-10 143-21 143-04
S2 142-29 142-29 143-19
S3 142-01 142-14 143-16
S4 141-05 141-18 143-09
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 153-04 151-13 145-21
R3 150-11 148-20 144-28
R2 147-18 147-18 144-20
R1 145-27 145-27 144-12 145-10
PP 144-25 144-25 144-25 144-16
S1 143-02 143-02 143-28 142-17
S2 142-00 142-00 143-20
S3 139-07 140-09 143-12
S4 136-14 137-16 142-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146-16 143-11 3-05 2.2% 1-02 0.7% 13% False True 2,085
10 148-28 143-11 5-17 3.8% 1-04 0.8% 7% False True 1,540
20 148-28 143-11 5-17 3.8% 0-30 0.6% 7% False True 968
40 148-28 141-24 7-04 5.0% 0-28 0.6% 28% False False 504
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 0-05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 147-30
2.618 146-16
1.618 145-20
1.000 145-03
0.618 144-24
HIGH 144-07
0.618 143-28
0.500 143-25
0.382 143-22
LOW 143-11
0.618 142-26
1.000 142-15
1.618 141-30
2.618 141-02
4.250 139-20
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 143-25 144-30
PP 143-25 144-17
S1 143-24 144-04

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

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