ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 132-25 131-17 -1-08 -0.9% 131-29
High 132-25 131-26 -0-31 -0.7% 133-16
Low 130-25 131-05 0-12 0.3% 131-21
Close 131-23 131-10 -0-13 -0.3% 133-11
Range 2-00 0-21 -1-11 -67.2% 1-27
ATR 1-10 1-09 -0-02 -3.6% 0-00
Volume 89,612 36,141 -53,471 -59.7% 2,082,153
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 133-13 133-00 131-22
R3 132-24 132-11 131-16
R2 132-03 132-03 131-14
R1 131-22 131-22 131-12 131-18
PP 131-14 131-14 131-14 131-12
S1 131-01 131-01 131-08 130-29
S2 130-25 130-25 131-06
S3 130-04 130-12 131-04
S4 129-15 129-23 130-30
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 138-12 137-22 134-11
R3 136-17 135-27 133-27
R2 134-22 134-22 133-22
R1 134-00 134-00 133-16 134-11
PP 132-27 132-27 132-27 133-00
S1 132-05 132-05 133-06 132-16
S2 131-00 131-00 133-00
S3 129-05 130-10 132-27
S4 127-10 128-15 132-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-16 130-25 2-23 2.1% 1-07 0.9% 20% False False 268,359
10 133-16 129-28 3-20 2.8% 1-07 0.9% 40% False False 341,052
20 135-02 129-28 5-06 4.0% 1-05 0.9% 28% False False 311,232
40 136-00 129-28 6-04 4.7% 1-06 0.9% 23% False False 287,309
60 140-28 129-28 11-00 8.4% 1-11 1.0% 13% False False 324,005
80 144-21 129-28 14-25 11.3% 1-13 1.1% 10% False False 307,755
100 148-28 129-28 19-00 14.5% 1-10 1.0% 8% False False 246,375
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 134-19
2.618 133-17
1.618 132-28
1.000 132-15
0.618 132-07
HIGH 131-26
0.618 131-18
0.500 131-16
0.382 131-13
LOW 131-05
0.618 130-24
1.000 130-16
1.618 130-03
2.618 129-14
4.250 128-12
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 131-16 132-02
PP 131-14 131-26
S1 131-12 131-18

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

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