ECBOT 30 Year Treasury Bond Future December 2013

Trading Metrics calculated at close of trading on 09-Jul-2013

Day Change Summary
	Previous	Current
	08-Jul-2013	09-Jul-2013	Change	Change %	Previous Week
Open	130-29	132-02	1-05	0.9%	134-01
High	132-05	132-03	-0-02	0.0%	135-01
Low	130-29	131-28	0-31	0.7%	131-00
Close	132-01	132-00	-0-01	0.0%	131-06
Range	1-08	0-07	-1-01	-82.5%	4-01
ATR	1-08	1-06	-0-02	-5.9%	0-00
Volume	49	132	83	169.4%	81

Daily Pivots for day following 09-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-21	132-17	132-04
R3	132-14	132-10	132-02
R2	132-07	132-07	132-01
R1	132-03	132-03	132-01	132-02
PP	132-00	132-00	132-00	131-31
S1	131-28	131-28	131-31	131-26
S2	131-25	131-25	131-31
S3	131-18	131-21	131-30
S4	131-11	131-14	131-28

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%	1-05	0.9%	27%	False	False	46
10	135-01	130-29	4-04	3.1%	1-02	0.8%	27%	False	False	47
20	139-20	130-29	8-23	6.6%	1-03	0.8%	13%	False	False	47

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-05
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	133-01
2.618	132-21
1.618	132-14
1.000	132-10
0.618	132-07
HIGH	132-03
0.618	132-00
0.500	132-00
0.382	131-31
LOW	131-28
0.618	131-24
1.000	131-21
1.618	131-17
2.618	131-10
4.250	130-30

Fisher Pivots for day following 09-Jul-2013
Pivot	1 day	3 day
R1	132-00	132-15
PP	132-00	132-10
S1	132-00	132-05

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