ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 09-Jul-2013
Day Change Summary
Previous Current
08-Jul-2013 09-Jul-2013 Change Change % Previous Week
Open 132-14 133-18 1-04 0.8% 135-21
High 133-21 133-25 0-04 0.1% 136-27
Low 132-02 133-08 1-06 0.9% 132-04
Close 133-16 133-15 -0-01 0.0% 132-21
Range 1-19 0-17 -1-02 -66.7% 4-23
ATR 1-23 1-20 -0-03 -4.9% 0-00
Volume 266,866 206,219 -60,647 -22.7% 1,153,266
Daily Pivots for day following 09-Jul-2013
Classic Woodie Camarilla DeMark
R4 135-03 134-26 133-24
R3 134-18 134-09 133-20
R2 134-01 134-01 133-18
R1 133-24 133-24 133-17 133-20
PP 133-16 133-16 133-16 133-14
S1 133-07 133-07 133-13 133-03
S2 132-31 132-31 133-12
S3 132-14 132-22 133-10
S4 131-29 132-05 133-06
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 148-01 145-02 135-08
R3 143-10 140-11 133-31
R2 138-19 138-19 133-17
R1 135-20 135-20 133-03 134-24
PP 133-28 133-28 133-28 133-14
S1 130-29 130-29 132-07 130-01
S2 129-05 129-05 131-25
S3 124-14 126-06 131-11
S4 119-23 121-15 130-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136-27 132-02 4-25 3.6% 1-21 1.2% 29% False False 273,965
10 136-27 132-02 4-25 3.6% 1-19 1.2% 29% False False 310,794
20 140-28 132-02 8-26 6.6% 1-21 1.2% 16% False False 397,396
40 144-21 132-02 12-19 9.4% 1-20 1.2% 11% False False 328,201
60 148-28 132-02 16-26 12.6% 1-13 1.0% 8% False False 219,086
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 0-13
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 136-01
2.618 135-06
1.618 134-21
1.000 134-10
0.618 134-04
HIGH 133-25
0.618 133-19
0.500 133-16
0.382 133-14
LOW 133-08
0.618 132-29
1.000 132-23
1.618 132-12
2.618 131-27
4.250 131-00
Fisher Pivots for day following 09-Jul-2013
Pivot 1 day 3 day
R1 133-16 134-01
PP 133-16 133-27
S1 133-16 133-21

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

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