ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 134-09 134-01 -0-08 -0.2% 133-15
High 134-16 134-15 -0-01 0.0% 134-16
Low 133-15 133-25 0-10 0.2% 131-27
Close 134-12 134-10 -0-02 0.0% 134-12
Range 1-01 0-22 -0-11 -33.3% 2-21
ATR 1-07 1-06 -0-01 -3.1% 0-00
Volume 112 30 -82 -73.2% 244
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 136-08 135-31 134-22
R3 135-18 135-09 134-16
R2 134-28 134-28 134-14
R1 134-19 134-19 134-12 134-24
PP 134-06 134-06 134-06 134-08
S1 133-29 133-29 134-08 134-02
S2 133-16 133-16 134-06
S3 132-26 133-07 134-04
S4 132-04 132-17 133-30
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 141-17 140-20 135-27
R3 138-28 137-31 135-03
R2 136-07 136-07 134-28
R1 135-10 135-10 134-20 135-24
PP 133-18 133-18 133-18 133-26
S1 132-21 132-21 134-04 133-04
S2 130-29 130-29 133-28
S3 128-08 130-00 133-21
S4 125-19 127-11 132-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-16 132-16 2-00 1.5% 0-31 0.7% 91% False False 49
10 138-04 131-27 6-09 4.7% 1-08 0.9% 39% False False 49
20 140-25 131-27 8-30 6.7% 1-03 0.8% 28% False False 42
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-12
2.618 136-09
1.618 135-19
1.000 135-05
0.618 134-29
HIGH 134-15
0.618 134-07
0.500 134-04
0.382 134-01
LOW 133-25
0.618 133-11
1.000 133-03
1.618 132-21
2.618 131-31
4.250 130-28
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 134-08 134-06
PP 134-06 134-03
S1 134-04 134-00

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

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