ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 30-May-2013
Day Change Summary
Previous Current
29-May-2013 30-May-2013 Change Change % Previous Week
Open 139-25 140-24 0-31 0.7% 142-31
High 140-27 141-02 0-07 0.2% 144-03
Low 138-30 140-03 1-05 0.8% 141-10
Close 140-21 140-16 -0-05 -0.1% 142-14
Range 1-29 0-31 -0-30 -49.2% 2-25
ATR 1-13 1-12 -0-01 -2.2% 0-00
Volume 392,214 350,633 -41,581 -10.6% 209,682
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 143-15 142-30 141-01
R3 142-16 141-31 140-25
R2 141-17 141-17 140-22
R1 141-00 141-00 140-19 140-25
PP 140-18 140-18 140-18 140-14
S1 140-01 140-01 140-13 139-26
S2 139-19 139-19 140-10
S3 138-20 139-02 140-07
S4 137-21 138-03 139-31
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
5 143-05 138-30 4-07 3.0% 1-24 1.2% 37% False False 242,708
10 144-21 138-30 5-23 4.1% 1-21 1.2% 27% False False 129,772
20 148-18 138-30 9-20 6.9% 1-13 1.0% 16% False False 65,852
40 148-28 138-30 9-30 7.1% 1-05 0.8% 16% False False 33,088
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-14
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 145-06
2.618 143-19
1.618 142-20
1.000 142-01
0.618 141-21
HIGH 141-02
0.618 140-22
0.500 140-18
0.382 140-15
LOW 140-03
0.618 139-16
1.000 139-04
1.618 138-17
2.618 137-18
4.250 135-31
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 140-18 140-22
PP 140-18 140-20
S1 140-17 140-18

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

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