ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 131-29 132-04 0-07 0.2% 131-03
High 132-09 133-15 1-06 0.9% 132-02
Low 131-21 131-26 0-05 0.1% 129-28
Close 131-31 133-06 1-07 0.9% 131-26
Range 0-20 1-21 1-01 165.0% 2-06
ATR 1-07 1-08 0-01 2.6% 0-00
Volume 359,331 506,779 147,448 41.0% 1,744,665
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 137-25 137-05 134-03
R3 136-04 135-16 133-21
R2 134-15 134-15 133-16
R1 133-27 133-27 133-11 134-05
PP 132-26 132-26 132-26 133-00
S1 132-06 132-06 133-01 132-16
S2 131-05 131-05 132-28
S3 129-16 130-17 132-23
S4 127-27 128-28 132-09
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 137-26 137-00 133-00
R3 135-20 134-26 132-13
R2 133-14 133-14 132-07
R1 132-20 132-20 132-00 133-01
PP 131-08 131-08 131-08 131-14
S1 130-14 130-14 131-20 130-27
S2 129-02 129-02 131-13
S3 126-28 128-08 131-07
S4 124-22 126-02 130-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-15 129-28 3-19 2.7% 1-07 0.9% 92% True False 413,746
10 133-15 129-28 3-19 2.7% 1-06 0.9% 92% True False 357,258
20 135-02 129-28 5-06 3.9% 1-08 0.9% 64% False False 321,802
40 136-27 129-28 6-31 5.2% 1-08 0.9% 48% False False 288,009
60 142-15 129-28 12-19 9.5% 1-12 1.0% 26% False False 343,080
80 146-16 129-28 16-20 12.5% 1-13 1.0% 20% False False 291,105
100 148-28 129-28 19-00 14.3% 1-09 1.0% 17% False False 232,961
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 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-16
2.618 137-26
1.618 136-05
1.000 135-04
0.618 134-16
HIGH 133-15
0.618 132-27
0.500 132-20
0.382 132-14
LOW 131-26
0.618 130-25
1.000 130-05
1.618 129-04
2.618 127-15
4.250 124-25
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 133-00 132-25
PP 132-26 132-11
S1 132-20 131-30

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

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