ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 08-Jul-2013
Day Change Summary
Previous Current
05-Jul-2013 08-Jul-2013 Change Change % Previous Week
Open 134-00 130-29 -3-03 -2.3% 134-01
High 134-01 132-05 -1-28 -1.4% 135-01
Low 131-00 130-29 -0-03 -0.1% 131-00
Close 131-06 132-01 0-27 0.6% 131-06
Range 3-01 1-08 -1-25 -58.8% 4-01
ATR 1-08 1-08 0-00 0.0% 0-00
Volume 28 49 21 75.0% 81
Daily Pivots for day following 08-Jul-2013
Classic Woodie Camarilla DeMark
R4 135-14 135-00 132-23
R3 134-06 133-24 132-12
R2 132-30 132-30 132-08
R1 132-16 132-16 132-05 132-23
PP 131-22 131-22 131-22 131-26
S1 131-08 131-08 131-29 131-15
S2 130-14 130-14 131-26
S3 129-06 130-00 131-22
S4 127-30 128-24 131-11
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 144-16 141-28 133-13
R3 140-15 137-27 132-09
R2 136-14 136-14 131-30
R1 133-26 133-26 131-18 133-04
PP 132-13 132-13 132-13 132-02
S1 129-25 129-25 130-26 129-02
S2 128-12 128-12 130-14
S3 124-11 125-24 130-03
S4 120-10 121-23 128-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-01 130-29 4-04 3.1% 1-08 0.9% 27% False True 26
10 135-01 130-29 4-04 3.1% 1-07 0.9% 27% False True 37
20 139-20 130-29 8-23 6.6% 1-03 0.8% 13% False True 42
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 True
Bull Hook False
Stretch 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-15
2.618 135-14
1.618 134-06
1.000 133-13
0.618 132-30
HIGH 132-05
0.618 131-22
0.500 131-17
0.382 131-12
LOW 130-29
0.618 130-04
1.000 129-21
1.618 128-28
2.618 127-20
4.250 125-19
Fisher Pivots for day following 08-Jul-2013
Pivot 1 day 3 day
R1 131-28 132-31
PP 131-22 132-21
S1 131-17 132-11

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

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