ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 129-02 129-09 0-07 0.2% 131-08
High 129-30 129-13 -0-17 -0.4% 131-11
Low 128-27 128-20 -0-07 -0.2% 128-12
Close 129-19 128-26 -0-25 -0.6% 129-01
Range 1-03 0-25 -0-10 -28.6% 2-31
ATR 1-08 1-08 -0-01 -1.6% 0-00
Volume 212,015 292,823 80,808 38.1% 1,472,091
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 131-09 130-27 129-08
R3 130-16 130-02 129-01
R2 129-23 129-23 128-31
R1 129-09 129-09 128-28 129-04
PP 128-30 128-30 128-30 128-28
S1 128-16 128-16 128-24 128-10
S2 128-05 128-05 128-21
S3 127-12 127-23 128-19
S4 126-19 126-30 128-12
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
5 130-12 128-12 2-00 1.6% 1-05 0.9% 22% False False 304,332
10 132-04 128-12 3-24 2.9% 1-10 1.0% 12% False False 326,396
20 132-09 128-12 3-29 3.0% 1-07 0.9% 11% False False 169,980
40 134-14 128-12 6-02 4.7% 1-02 0.8% 7% False False 85,157
60 138-17 128-12 10-05 7.9% 1-03 0.9% 4% False False 56,791
Crabel Price Patterns
NR True
NR4 True
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 0-08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132-23
2.618 131-14
1.618 130-21
1.000 130-06
0.618 129-28
HIGH 129-13
0.618 129-03
0.500 129-00
0.382 128-30
LOW 128-20
0.618 128-05
1.000 127-27
1.618 127-12
2.618 126-19
4.250 125-10
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 129-00 129-06
PP 128-30 129-02
S1 128-28 128-30

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

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