ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 134-26 134-31 0-05 0.1% 132-14
High 135-08 135-28 0-20 0.5% 135-01
Low 134-17 134-17 0-00 0.0% 132-02
Close 134-31 135-11 0-12 0.3% 133-30
Range 0-23 1-11 0-20 87.0% 2-31
ATR 1-16 1-16 0-00 -0.8% 0-00
Volume 242,040 336,830 94,790 39.2% 1,361,700
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 139-09 138-21 136-03
R3 137-30 137-10 135-23
R2 136-19 136-19 135-19
R1 135-31 135-31 135-15 136-09
PP 135-08 135-08 135-08 135-13
S1 134-20 134-20 135-07 134-30
S2 133-29 133-29 135-03
S3 132-18 133-09 134-31
S4 131-07 131-30 134-19
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 142-19 141-07 135-18
R3 139-20 138-08 134-24
R2 136-21 136-21 134-15
R1 135-09 135-09 134-07 135-31
PP 133-22 133-22 133-22 134-00
S1 132-10 132-10 133-21 133-00
S2 130-23 130-23 133-13
S3 127-24 129-11 133-04
S4 124-25 126-12 132-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-28 133-13 2-15 1.8% 1-06 0.9% 78% True False 280,214
10 136-27 132-02 4-25 3.5% 1-15 1.1% 69% False False 279,689
20 139-27 132-02 7-25 5.7% 1-19 1.2% 42% False False 348,952
40 144-03 132-02 12-01 8.9% 1-20 1.2% 27% False False 369,473
60 148-28 132-02 16-26 12.4% 1-14 1.1% 20% False False 246,972
80 148-28 132-02 16-26 12.4% 1-10 1.0% 20% False False 185,250
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-19
2.618 139-13
1.618 138-02
1.000 137-07
0.618 136-23
HIGH 135-28
0.618 135-12
0.500 135-06
0.382 135-01
LOW 134-17
0.618 133-22
1.000 133-06
1.618 132-11
2.618 131-00
4.250 128-26
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 135-10 135-04
PP 135-08 134-28
S1 135-06 134-20

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

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