ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 135-08 134-22 -0-18 -0.4% 134-07
High 135-22 135-24 0-02 0.0% 135-28
Low 134-14 134-17 0-03 0.1% 133-13
Close 134-21 135-16 0-27 0.6% 135-16
Range 1-08 1-07 -0-01 -2.5% 2-15
ATR 1-15 1-15 -0-01 -1.3% 0-00
Volume 290,258 195,444 -94,814 -32.7% 1,271,259
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 138-29 138-14 136-05
R3 137-22 137-07 135-27
R2 136-15 136-15 135-23
R1 136-00 136-00 135-20 136-08
PP 135-08 135-08 135-08 135-12
S1 134-25 134-25 135-12 135-00
S2 134-01 134-01 135-09
S3 132-26 133-18 135-05
S4 131-19 132-11 134-27
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 142-11 141-12 136-27
R3 139-28 138-29 136-06
R2 137-13 137-13 135-30
R1 136-14 136-14 135-23 136-30
PP 134-30 134-30 134-30 135-05
S1 133-31 133-31 135-09 134-14
S2 132-15 132-15 135-02
S3 130-00 131-16 134-26
S4 127-17 129-01 134-05
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% 85% False False 254,251
10 135-28 132-02 3-26 2.8% 1-05 0.9% 90% False False 263,295
20 136-27 132-02 4-25 3.5% 1-16 1.1% 72% False False 315,924
40 143-05 132-02 11-03 8.2% 1-19 1.2% 31% False False 379,888
60 148-28 132-02 16-26 12.4% 1-14 1.1% 20% False False 255,057
80 148-28 132-02 16-26 12.4% 1-10 1.0% 20% False False 191,321
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140-30
2.618 138-30
1.618 137-23
1.000 136-31
0.618 136-16
HIGH 135-24
0.618 135-09
0.500 135-04
0.382 135-00
LOW 134-17
0.618 133-25
1.000 133-10
1.618 132-18
2.618 131-11
4.250 129-11
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 135-12 135-12
PP 135-08 135-09
S1 135-04 135-05

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

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