ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 142-05 142-08 0-03 0.1% 142-31
High 142-29 142-14 -0-15 -0.3% 144-03
Low 141-25 139-18 -2-07 -1.6% 141-10
Close 142-14 140-09 -2-05 -1.5% 142-14
Range 1-04 2-28 1-24 155.6% 2-25
ATR 1-08 1-11 0-04 9.4% 0-00
Volume 59,646 336,492 276,846 464.1% 209,682
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 149-12 147-23 141-28
R3 146-16 144-27 141-02
R2 143-20 143-20 140-26
R1 141-31 141-31 140-17 141-12
PP 140-24 140-24 140-24 140-15
S1 139-03 139-03 140-01 138-16
S2 137-28 137-28 139-24
S3 135-00 136-07 139-16
S4 132-04 133-11 138-22
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 150-31 149-15 143-31
R3 148-06 146-22 143-06
R2 145-13 145-13 142-30
R1 143-29 143-29 142-22 143-08
PP 142-20 142-20 142-20 142-09
S1 141-04 141-04 142-06 140-16
S2 139-27 139-27 141-30
S3 137-02 138-11 141-22
S4 134-09 135-18 140-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-03 139-18 4-17 3.2% 1-28 1.3% 16% False True 107,965
10 144-21 139-18 5-03 3.6% 1-20 1.2% 14% False True 56,079
20 148-28 139-18 9-10 6.6% 1-12 1.0% 8% False True 28,810
40 148-28 139-18 9-10 6.6% 1-04 0.8% 8% False True 14,519
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 154-21
2.618 149-31
1.618 147-03
1.000 145-10
0.618 144-07
HIGH 142-14
0.618 141-11
0.500 141-00
0.382 140-21
LOW 139-18
0.618 137-25
1.000 136-22
1.618 134-29
2.618 132-01
4.250 127-11
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 141-00 141-12
PP 140-24 141-00
S1 140-17 140-20

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

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