ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 130-03 131-02 0-31 0.7% 132-25
High 131-00 131-26 0-26 0.6% 132-25
Low 130-03 131-01 0-30 0.7% 129-25
Close 130-28 131-05 0-09 0.2% 130-15
Range 0-29 0-25 -0-04 -13.8% 3-00
ATR 1-08 1-07 -0-01 -1.8% 0-00
Volume 2,866 5,282 2,416 84.3% 142,401
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 133-22 133-06 131-19
R3 132-29 132-13 131-12
R2 132-04 132-04 131-10
R1 131-20 131-20 131-07 131-28
PP 131-11 131-11 131-11 131-14
S1 130-27 130-27 131-03 131-03
S2 130-18 130-18 131-00
S3 129-25 130-02 130-30
S4 129-00 129-09 130-23
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 140-00 138-08 132-04
R3 137-00 135-08 131-09
R2 134-00 134-00 131-01
R1 132-08 132-08 130-24 131-20
PP 131-00 131-00 131-00 130-22
S1 129-08 129-08 130-06 128-20
S2 128-00 128-00 129-29
S3 125-00 126-08 129-21
S4 122-00 123-08 128-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-26 129-25 2-01 1.5% 1-01 0.8% 68% True False 5,648
10 133-12 129-25 3-19 2.7% 1-05 0.9% 38% False False 75,485
20 133-16 129-25 3-23 2.8% 1-06 0.9% 37% False False 236,911
40 136-00 129-25 6-07 4.7% 1-06 0.9% 22% False False 246,404
60 139-27 129-25 10-02 7.7% 1-10 1.0% 14% False False 280,587
80 144-03 129-25 14-10 10.9% 1-13 1.1% 10% False False 307,939
100 148-28 129-25 19-03 14.6% 1-11 1.0% 7% False False 246,745
120 148-28 129-25 19-03 14.6% 1-08 1.0% 7% False False 205,635
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-04
2.618 133-27
1.618 133-02
1.000 132-19
0.618 132-09
HIGH 131-26
0.618 131-16
0.500 131-14
0.382 131-11
LOW 131-01
0.618 130-18
1.000 130-08
1.618 129-25
2.618 129-00
4.250 127-23
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 131-14 131-03
PP 131-11 131-01
S1 131-08 130-30

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

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