ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 136-05 134-26 -1-11 -1.0% 140-06
High 136-23 135-05 -1-18 -1.1% 140-20
Low 134-14 133-04 -1-10 -1.0% 134-14
Close 135-01 134-26 -0-07 -0.2% 135-01
Range 2-09 2-01 -0-08 -11.0% 6-06
ATR 1-20 1-21 0-01 1.7% 0-00
Volume 517,509 533,168 15,659 3.0% 2,315,653
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 140-15 139-21 135-30
R3 138-14 137-20 135-12
R2 136-13 136-13 135-06
R1 135-19 135-19 135-00 135-26
PP 134-12 134-12 134-12 134-15
S1 133-18 133-18 134-20 133-26
S2 132-11 132-11 134-14
S3 130-10 131-17 134-08
S4 128-09 129-16 133-22
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 155-08 151-11 138-14
R3 149-02 145-05 136-23
R2 142-28 142-28 136-05
R1 138-31 138-31 135-19 137-26
PP 136-22 136-22 136-22 136-04
S1 132-25 132-25 134-15 131-20
S2 130-16 130-16 133-29
S3 124-10 126-19 133-11
S4 118-04 120-13 131-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-27 133-04 6-23 5.0% 1-31 1.5% 25% False True 506,961
10 140-28 133-04 7-24 5.7% 1-23 1.3% 22% False True 483,998
20 142-15 133-04 9-11 6.9% 1-24 1.3% 18% False True 489,674
40 148-28 133-04 15-24 11.7% 1-16 1.1% 11% False True 250,853
60 148-28 133-04 15-24 11.7% 1-09 1.0% 11% False True 167,296
Crabel Price Patterns
NR True
NR4 True
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 0-11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 143-25
2.618 140-15
1.618 138-14
1.000 137-06
0.618 136-13
HIGH 135-05
0.618 134-12
0.500 134-04
0.382 133-29
LOW 133-04
0.618 131-28
1.000 131-03
1.618 129-27
2.618 127-26
4.250 124-16
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 134-19 135-14
PP 134-12 135-07
S1 134-04 135-00

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

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