ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 19-Sep-2013
Day Change Summary
Previous Current
18-Sep-2013 19-Sep-2013 Change Change % Previous Week
Open 130-12 132-05 1-25 1.4% 129-02
High 132-15 132-05 -0-10 -0.2% 130-11
Low 129-20 131-05 1-17 1.2% 128-19
Close 131-30 131-07 -0-23 -0.5% 129-26
Range 2-27 1-00 -1-27 -64.8% 1-24
ATR 1-10 1-09 -0-01 -1.7% 0-00
Volume 472,007 467,847 -4,160 -0.9% 1,458,486
Daily Pivots for day following 19-Sep-2013
Classic Woodie Camarilla DeMark
R4 134-16 133-28 131-25
R3 133-16 132-28 131-16
R2 132-16 132-16 131-13
R1 131-28 131-28 131-10 131-22
PP 131-16 131-16 131-16 131-14
S1 130-28 130-28 131-04 130-22
S2 130-16 130-16 131-01
S3 129-16 129-28 130-30
S4 128-16 128-28 130-21
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 134-27 134-02 130-25
R3 133-03 132-10 130-09
R2 131-11 131-11 130-04
R1 130-18 130-18 129-31 130-30
PP 129-19 129-19 129-19 129-25
S1 128-26 128-26 129-21 129-06
S2 127-27 127-27 129-16
S3 126-03 127-02 129-11
S4 124-11 125-10 128-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-15 129-02 3-13 2.6% 1-14 1.1% 63% False False 374,109
10 132-15 128-12 4-03 3.1% 1-08 1.0% 69% False False 347,879
20 132-15 128-12 4-03 3.1% 1-09 1.0% 69% False False 297,503
40 133-20 128-12 5-08 4.0% 1-05 0.9% 54% False False 149,518
60 135-01 128-12 6-21 5.1% 1-03 0.8% 43% False False 99,700
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 2 trading days
Fibonacci Retracements and Extensions
4.250 136-13
2.618 134-25
1.618 133-25
1.000 133-05
0.618 132-25
HIGH 132-05
0.618 131-25
0.500 131-21
0.382 131-17
LOW 131-05
0.618 130-17
1.000 130-05
1.618 129-17
2.618 128-17
4.250 126-29
Fisher Pivots for day following 19-Sep-2013
Pivot 1 day 3 day
R1 131-21 131-05
PP 131-16 131-03
S1 131-12 131-02

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

View Archives - Comment on this page... - Back to Index of Symbols