ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 142-31 142-28 -0-03 -0.1% 143-25
High 143-19 143-18 -0-01 0.0% 144-21
Low 142-20 142-11 -0-09 -0.2% 142-20
Close 142-26 143-06 0-12 0.3% 143-02
Range 0-31 1-07 0-08 25.8% 2-01
ATR 1-03 1-04 0-00 0.8% 0-00
Volume 6,345 18,875 12,530 197.5% 16,936
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 146-22 146-05 143-27
R3 145-15 144-30 143-17
R2 144-08 144-08 143-13
R1 143-23 143-23 143-10 144-00
PP 143-01 143-01 143-01 143-05
S1 142-16 142-16 143-02 142-24
S2 141-26 141-26 142-31
S3 140-19 141-09 142-27
S4 139-12 140-02 142-17
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 149-17 148-11 144-06
R3 147-16 146-10 143-20
R2 145-15 145-15 143-14
R1 144-09 144-09 143-08 143-28
PP 143-14 143-14 143-14 143-08
S1 142-08 142-08 142-28 141-26
S2 141-13 141-13 142-22
S3 139-12 140-07 142-16
S4 137-11 138-06 141-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-21 142-11 2-10 1.6% 1-10 0.9% 36% False True 7,548
10 146-16 142-11 4-05 2.9% 1-09 0.9% 20% False True 4,781
20 148-28 142-11 6-17 4.6% 1-03 0.8% 13% False True 2,908
40 148-28 142-08 6-20 4.6% 1-00 0.7% 14% False False 1,498
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148-24
2.618 146-24
1.618 145-17
1.000 144-25
0.618 144-10
HIGH 143-18
0.618 143-03
0.500 142-30
0.382 142-26
LOW 142-11
0.618 141-19
1.000 141-04
1.618 140-12
2.618 139-05
4.250 137-05
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 143-04 143-16
PP 143-01 143-13
S1 142-30 143-09

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

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