ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 139-29 140-29 1-00 0.7% 142-08
High 141-00 142-15 1-15 1.0% 142-14
Low 139-24 140-08 0-16 0.4% 138-30
Close 140-21 141-05 0-16 0.4% 140-01
Range 1-08 2-07 0-31 77.5% 3-16
ATR 1-14 1-15 0-02 4.0% 0-00
Volume 453,448 630,695 177,247 39.1% 1,864,460
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 147-30 146-25 142-12
R3 145-23 144-18 141-25
R2 143-16 143-16 141-18
R1 142-11 142-11 141-12 142-30
PP 141-09 141-09 141-09 141-19
S1 140-04 140-04 140-30 140-22
S2 139-02 139-02 140-24
S3 136-27 137-29 140-17
S4 134-20 135-22 139-30
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 150-31 149-00 141-31
R3 147-15 145-16 141-00
R2 143-31 143-31 140-22
R1 142-00 142-00 140-11 141-08
PP 140-15 140-15 140-15 140-03
S1 138-16 138-16 139-23 137-24
S2 136-31 136-31 139-12
S3 133-15 135-00 139-02
S4 129-31 131-16 138-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-15 139-03 3-12 2.4% 1-24 1.2% 61% True False 577,111
10 143-05 138-30 4-07 3.0% 1-24 1.2% 53% False False 409,909
20 146-16 138-30 7-18 5.4% 1-19 1.1% 29% False False 209,736
40 148-28 138-30 9-30 7.0% 1-07 0.9% 22% False False 105,217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-15
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 151-29
2.618 148-09
1.618 146-02
1.000 144-22
0.618 143-27
HIGH 142-15
0.618 141-20
0.500 141-12
0.382 141-03
LOW 140-08
0.618 138-28
1.000 138-01
1.618 136-21
2.618 134-14
4.250 130-26
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 141-12 141-04
PP 141-09 141-04
S1 141-07 141-04

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

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