ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 128-19 129-02 0-15 0.4% 131-08
High 130-01 129-30 -0-03 -0.1% 131-11
Low 128-12 128-27 0-15 0.4% 128-12
Close 129-01 129-19 0-18 0.4% 129-01
Range 1-21 1-03 -0-18 -34.0% 2-31
ATR 1-09 1-08 0-00 -1.0% 0-00
Volume 399,009 212,015 -186,994 -46.9% 1,472,091
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 132-24 132-08 130-06
R3 131-21 131-05 129-29
R2 130-18 130-18 129-25
R1 130-02 130-02 129-22 130-10
PP 129-15 129-15 129-15 129-18
S1 128-31 128-31 129-16 129-07
S2 128-12 128-12 129-13
S3 127-09 127-28 129-09
S4 126-06 126-25 129-00
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 138-16 136-23 130-21
R3 135-17 133-24 129-27
R2 132-18 132-18 129-18
R1 130-25 130-25 129-10 130-06
PP 129-19 129-19 129-19 129-09
S1 127-26 127-26 128-24 127-07
S2 126-20 126-20 128-16
S3 123-21 124-27 128-07
S4 120-22 121-28 127-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-11 128-12 2-31 2.3% 1-13 1.1% 41% False False 336,821
10 132-04 128-12 3-24 2.9% 1-09 1.0% 33% False False 301,964
20 133-20 128-12 5-08 4.1% 1-07 1.0% 23% False False 155,375
40 134-14 128-12 6-02 4.7% 1-03 0.8% 20% False False 77,840
60 139-20 128-12 11-08 8.7% 1-03 0.9% 11% False False 51,911
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-19
2.618 132-26
1.618 131-23
1.000 131-01
0.618 130-20
HIGH 129-30
0.618 129-17
0.500 129-12
0.382 129-08
LOW 128-27
0.618 128-05
1.000 127-24
1.618 127-02
2.618 125-31
4.250 124-06
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 129-17 129-15
PP 129-15 129-11
S1 129-12 129-07

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

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