ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 20-Sep-2013
Day Change Summary
Previous Current
19-Sep-2013 20-Sep-2013 Change Change % Previous Week
Open 132-05 131-07 -0-30 -0.7% 130-10
High 132-05 131-29 -0-08 -0.2% 132-15
Low 131-05 130-31 -0-06 -0.1% 129-20
Close 131-07 131-22 0-15 0.4% 131-22
Range 1-00 0-30 -0-02 -6.3% 2-27
ATR 1-09 1-08 -0-01 -1.9% 0-00
Volume 467,847 283,233 -184,614 -39.5% 1,904,532
Daily Pivots for day following 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 134-11 133-30 132-06
R3 133-13 133-00 131-30
R2 132-15 132-15 131-28
R1 132-02 132-02 131-25 132-08
PP 131-17 131-17 131-17 131-20
S1 131-04 131-04 131-19 131-10
S2 130-19 130-19 131-16
S3 129-21 130-06 131-14
S4 128-23 129-08 131-06
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 139-25 138-19 133-08
R3 136-30 135-24 132-15
R2 134-03 134-03 132-07
R1 132-29 132-29 131-30 133-16
PP 131-08 131-08 131-08 131-18
S1 130-02 130-02 131-14 130-21
S2 128-13 128-13 131-05
S3 125-18 127-07 130-29
S4 122-23 124-12 130-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-15 129-20 2-27 2.2% 1-13 1.1% 73% False False 380,906
10 132-15 128-19 3-28 2.9% 1-06 0.9% 80% False False 336,301
20 132-15 128-12 4-03 3.1% 1-09 1.0% 81% False False 310,814
40 133-20 128-12 5-08 4.0% 1-05 0.9% 63% False False 156,593
60 135-01 128-12 6-21 5.1% 1-03 0.8% 50% False False 104,420
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 0-08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-28
2.618 134-12
1.618 133-14
1.000 132-27
0.618 132-16
HIGH 131-29
0.618 131-18
0.500 131-14
0.382 131-10
LOW 130-31
0.618 130-12
1.000 130-01
1.618 129-14
2.618 128-16
4.250 127-00
Fisher Pivots for day following 20-Sep-2013
Pivot 1 day 3 day
R1 131-19 131-15
PP 131-17 131-08
S1 131-14 131-02

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

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