ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 134-03 134-06 0-03 0.1% 133-03
High 134-26 134-08 -0-18 -0.4% 134-26
Low 133-28 133-18 -0-10 -0.2% 131-21
Close 134-03 133-23 -0-12 -0.3% 134-03
Range 0-30 0-22 -0-08 -26.7% 3-05
ATR 1-02 1-01 -0-01 -2.5% 0-00
Volume 257,623 197,917 -59,706 -23.2% 1,172,079
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 135-29 135-16 134-03
R3 135-07 134-26 133-29
R2 134-17 134-17 133-27
R1 134-04 134-04 133-25 134-00
PP 133-27 133-27 133-27 133-25
S1 133-14 133-14 133-21 133-10
S2 133-05 133-05 133-19
S3 132-15 132-24 133-17
S4 131-25 132-02 133-11
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 143-00 141-22 135-27
R3 139-27 138-17 134-31
R2 136-22 136-22 134-22
R1 135-12 135-12 134-12 136-01
PP 133-17 133-17 133-17 133-27
S1 132-07 132-07 133-26 132-28
S2 130-12 130-12 133-16
S3 127-07 129-02 133-07
S4 124-02 125-29 132-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-26 131-21 3-05 2.4% 1-01 0.8% 65% False False 262,735
10 134-26 131-21 3-05 2.4% 1-00 0.7% 65% False False 260,474
20 134-26 131-21 3-05 2.4% 0-30 0.7% 65% False False 276,720
40 134-26 128-12 6-14 4.8% 1-02 0.8% 83% False False 297,768
60 134-26 128-12 6-14 4.8% 1-03 0.8% 83% False False 200,062
80 135-01 128-12 6-21 5.0% 1-02 0.8% 80% False False 150,066
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-05
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 137-06
2.618 136-02
1.618 135-12
1.000 134-30
0.618 134-22
HIGH 134-08
0.618 134-00
0.500 133-29
0.382 133-26
LOW 133-18
0.618 133-04
1.000 132-28
1.618 132-14
2.618 131-24
4.250 130-20
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 133-29 133-28
PP 133-27 133-27
S1 133-25 133-25

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

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