ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 133-24 134-06 0-14 0.3% 135-19
High 134-13 134-07 -0-06 -0.1% 136-00
Low 132-13 132-00 -0-13 -0.3% 133-16
Close 134-02 132-01 -2-01 -1.5% 134-23
Range 2-00 2-07 0-07 10.9% 2-16
ATR 1-10 1-12 0-02 4.8% 0-00
Volume 443,945 355,297 -88,648 -20.0% 1,170,924
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 139-13 137-30 133-08
R3 137-06 135-23 132-21
R2 134-31 134-31 132-14
R1 133-16 133-16 132-08 133-04
PP 132-24 132-24 132-24 132-18
S1 131-09 131-09 131-26 130-29
S2 130-17 130-17 131-20
S3 128-10 129-02 131-13
S4 126-03 126-27 130-26
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 142-08 140-31 136-03
R3 139-24 138-15 135-13
R2 137-08 137-08 135-06
R1 135-31 135-31 134-30 135-12
PP 134-24 134-24 134-24 134-14
S1 133-15 133-15 134-16 132-28
S2 132-08 132-08 134-08
S3 129-24 130-31 134-01
S4 127-08 128-15 133-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-31 132-00 2-31 2.2% 1-12 1.0% 1% False True 275,390
10 136-00 132-00 4-00 3.0% 1-07 0.9% 1% False True 254,934
20 136-00 132-00 4-00 3.0% 1-10 1.0% 1% False True 270,712
40 142-15 132-00 10-15 7.9% 1-15 1.1% 0% False True 352,025
60 146-16 132-00 14-16 11.0% 1-16 1.1% 0% False True 294,124
80 148-28 132-00 16-28 12.8% 1-11 1.0% 0% False True 220,737
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 143-21
2.618 140-01
1.618 137-26
1.000 136-14
0.618 135-19
HIGH 134-07
0.618 133-12
0.500 133-04
0.382 132-27
LOW 132-00
0.618 130-20
1.000 129-25
1.618 128-13
2.618 126-06
4.250 122-18
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 133-04 133-07
PP 132-24 132-26
S1 132-12 132-14

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

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