ECBOT 30 Year Treasury Bond Future December 2013

Trading Metrics calculated at close of trading on 02-Jul-2013

Day Change Summary
	Previous	Current
	01-Jul-2013	02-Jul-2013	Change	Change %	Previous Week
Open	134-01	134-24	0-23	0.5%	133-15
High	134-15	134-24	0-09	0.2%	134-16
Low	133-25	134-13	0-20	0.5%	131-27
Close	134-10	134-17	0-07	0.2%	134-12
Range	0-22	0-11	-0-11	-50.0%	2-21
ATR	1-06	1-04	-0-02	-4.5%	0-00
Volume	30	14	-16	-53.3%	244

Daily Pivots for day following 02-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	135-19	135-13	134-23
R3	135-08	135-02	134-20
R2	134-29	134-29	134-19
R1	134-23	134-23	134-18	134-20
PP	134-18	134-18	134-18	134-17
S1	134-12	134-12	134-16	134-10
S2	134-07	134-07	134-15
S3	133-28	134-01	134-14
S4	133-17	133-22	134-11

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	134-24	132-31	1-25	1.3%	0-23	0.5%	88%	True	False	38
10	138-01	131-27	6-06	4.6%	1-07	0.9%	43%	False	False	47
20	140-25	131-27	8-30	6.6%	1-03	0.8%	30%	False	False	41

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	136-07
2.618	135-21
1.618	135-10
1.000	135-03
0.618	134-31
HIGH	134-24
0.618	134-20
0.500	134-18
0.382	134-17
LOW	134-13
0.618	134-06
1.000	134-02
1.618	133-27
2.618	133-16
4.250	132-30

Fisher Pivots for day following 02-Jul-2013
Pivot	1 day	3 day
R1	134-18	134-12
PP	134-18	134-08
S1	134-18	134-04

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols