ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 132-28 132-15 -0-13 -0.3% 130-29
High 133-16 133-10 -0-06 -0.1% 133-16
Low 132-15 132-02 -0-13 -0.3% 130-29
Close 132-15 133-04 0-21 0.5% 132-15
Range 1-01 1-08 0-07 21.2% 2-19
ATR 1-06 1-06 0-00 0.3% 0-00
Volume 39 128 89 228.2% 390
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 136-19 136-03 133-26
R3 135-11 134-27 133-15
R2 134-03 134-03 133-11
R1 133-19 133-19 133-08 133-27
PP 132-27 132-27 132-27 132-30
S1 132-11 132-11 133-00 132-19
S2 131-19 131-19 132-29
S3 130-11 131-03 132-25
S4 129-03 129-27 132-14
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 140-02 138-28 133-29
R3 137-15 136-09 133-06
R2 134-28 134-28 132-30
R1 133-22 133-22 132-23 134-09
PP 132-09 132-09 132-09 132-19
S1 131-03 131-03 132-07 131-22
S2 129-22 129-22 132-00
S3 127-03 128-16 131-24
S4 124-16 125-29 131-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-16 131-09 2-07 1.7% 0-29 0.7% 83% False False 93
10 135-01 130-29 4-04 3.1% 1-02 0.8% 54% False False 59
20 138-17 130-29 7-20 5.7% 1-05 0.9% 29% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 138-20
2.618 136-19
1.618 135-11
1.000 134-18
0.618 134-03
HIGH 133-10
0.618 132-27
0.500 132-22
0.382 132-17
LOW 132-02
0.618 131-09
1.000 130-26
1.618 130-01
2.618 128-25
4.250 126-24
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 132-31 133-00
PP 132-27 132-29
S1 132-22 132-25

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

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