ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 134-01 135-02 1-01 0.8% 140-06
High 135-10 136-00 0-22 0.5% 140-20
Low 133-20 134-21 1-01 0.8% 134-14
Close 134-31 135-19 0-20 0.5% 135-01
Range 1-22 1-11 -0-11 -20.4% 6-06
ATR 1-22 1-21 -0-01 -1.4% 0-00
Volume 358,763 324,068 -34,695 -9.7% 2,315,653
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 139-14 138-28 136-11
R3 138-03 137-17 135-31
R2 136-24 136-24 135-27
R1 136-06 136-06 135-23 136-15
PP 135-13 135-13 135-13 135-18
S1 134-27 134-27 135-15 135-04
S2 134-02 134-02 135-11
S3 132-23 133-16 135-07
S4 131-12 132-05 134-27
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
5 136-23 133-04 3-19 2.7% 1-27 1.4% 69% False False 428,743
10 140-28 133-04 7-24 5.7% 1-23 1.3% 32% False False 433,816
20 142-15 133-04 9-11 6.9% 1-23 1.3% 26% False False 490,359
40 148-18 133-04 15-14 11.4% 1-18 1.2% 16% False False 278,106
60 148-28 133-04 15-24 11.6% 1-11 1.0% 16% False False 185,512
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 0-12
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 141-23
2.618 139-17
1.618 138-06
1.000 137-11
0.618 136-27
HIGH 136-00
0.618 135-16
0.500 135-10
0.382 135-05
LOW 134-21
0.618 133-26
1.000 133-10
1.618 132-15
2.618 131-04
4.250 128-30
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 135-16 135-11
PP 135-13 135-02
S1 135-10 134-26

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

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