ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 25-Jul-2013
Day Change Summary
Previous Current
24-Jul-2013 25-Jul-2013 Change Change % Previous Week
Open 135-08 134-07 -1-01 -0.8% 134-07
High 135-08 134-13 -0-27 -0.6% 135-28
Low 133-16 133-18 0-02 0.0% 133-13
Close 134-03 134-00 -0-03 -0.1% 135-16
Range 1-24 0-27 -0-29 -51.8% 2-15
ATR 1-13 1-11 -0-01 -2.8% 0-00
Volume 293,024 287,856 -5,168 -1.8% 1,271,259
Daily Pivots for day following 25-Jul-2013
Classic Woodie Camarilla DeMark
R4 136-17 136-03 134-15
R3 135-22 135-08 134-07
R2 134-27 134-27 134-05
R1 134-13 134-13 134-02 134-06
PP 134-00 134-00 134-00 133-28
S1 133-18 133-18 133-30 133-12
S2 133-05 133-05 133-27
S3 132-10 132-23 133-25
S4 131-15 131-28 133-17
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
5 136-00 133-16 2-16 1.9% 1-02 0.8% 20% False False 234,478
10 136-00 133-13 2-19 1.9% 1-04 0.8% 23% False False 251,215
20 136-27 132-02 4-25 3.6% 1-09 1.0% 41% False False 273,789
40 142-15 132-02 10-13 7.8% 1-16 1.1% 19% False False 382,739
60 148-28 132-02 16-26 12.5% 1-15 1.1% 12% False False 271,284
80 148-28 132-02 16-26 12.5% 1-10 1.0% 12% False False 203,530
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 138-00
2.618 136-20
1.618 135-25
1.000 135-08
0.618 134-30
HIGH 134-13
0.618 134-03
0.500 134-00
0.382 133-28
LOW 133-18
0.618 133-01
1.000 132-23
1.618 132-06
2.618 131-11
4.250 129-31
Fisher Pivots for day following 25-Jul-2013
Pivot 1 day 3 day
R1 134-00 134-19
PP 134-00 134-13
S1 134-00 134-06

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

View Archives - Comment on this page... - Back to Index of Symbols