ECBOT 30 Year Treasury Bond Future December 2013

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

Day Change Summary
	Previous	Current
	01-Aug-2013	02-Aug-2013	Change	Change %	Previous Week
Open	132-26	130-28	-1-30	-1.5%	133-10
High	132-26	132-11	-0-15	-0.4%	133-16
Low	130-17	130-12	-0-05	-0.1%	130-12
Close	130-19	132-11	1-24	1.3%	132-11
Range	2-09	1-31	-0-10	-13.7%	3-04
ATR	1-04	1-06	0-02	5.4%	0-00
Volume	1,241	1,046	-195	-15.7%	2,805

Daily Pivots for day following 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	137-19	136-30	133-14
R3	135-20	134-31	132-28
R2	133-21	133-21	132-23
R1	133-00	133-00	132-17	133-10
PP	131-22	131-22	131-22	131-27
S1	131-01	131-01	132-05	131-12
S2	129-23	129-23	131-31
S3	127-24	129-02	131-26
S4	125-25	127-03	131-08

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	141-14	140-01	134-02
R3	138-10	136-29	133-06
R2	135-06	135-06	132-29
R1	133-25	133-25	132-20	132-30
PP	132-02	132-02	132-02	131-21
S1	130-21	130-21	132-02	129-26
S2	128-30	128-30	131-25
S3	125-26	127-17	131-16
S4	122-22	124-13	130-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-16	130-12	3-04	2.4%	1-15	1.1%	63%	False	True	561
10	134-14	130-12	4-02	3.1%	1-03	0.8%	48%	False	True	347
20	134-14	130-12	4-02	3.1%	1-00	0.8%	48%	False	True	209
40	140-05	130-12	9-25	7.4%	1-02	0.8%	20%	False	True	125

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	False
Bull Hook	False
Stretch	0-06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-23
2.618	137-16
1.618	135-17
1.000	134-10
0.618	133-18
HIGH	132-11
0.618	131-19
0.500	131-12
0.382	131-04
LOW	130-12
0.618	129-05
1.000	128-13
1.618	127-06
2.618	125-07
4.250	122-00

Fisher Pivots for day following 02-Aug-2013
Pivot	1 day	3 day
R1	132-00	132-03
PP	131-22	131-27
S1	131-12	131-20

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