ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 133-25 135-00 1-07 0.9% 133-03
High 135-04 135-23 0-19 0.4% 134-26
Low 133-23 134-31 1-08 0.9% 131-21
Close 135-00 135-15 0-15 0.3% 134-03
Range 1-13 0-24 -0-21 -46.7% 3-05
ATR 1-02 1-01 -0-01 -2.1% 0-00
Volume 342,107 280,163 -61,944 -18.1% 1,172,079
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 137-20 137-10 135-28
R3 136-28 136-18 135-22
R2 136-04 136-04 135-19
R1 135-26 135-26 135-17 135-31
PP 135-12 135-12 135-12 135-15
S1 135-02 135-02 135-13 135-07
S2 134-20 134-20 135-11
S3 133-28 134-10 135-08
S4 133-04 133-18 135-02
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
5 135-23 132-31 2-24 2.0% 1-01 0.8% 91% True False 274,347
10 135-23 131-21 4-02 3.0% 1-01 0.8% 94% True False 263,191
20 135-23 131-21 4-02 3.0% 0-30 0.7% 94% True False 277,924
40 135-23 128-12 7-11 5.4% 1-02 0.8% 97% True False 306,391
60 135-23 128-12 7-11 5.4% 1-03 0.8% 97% True False 210,427
80 135-23 128-12 7-11 5.4% 1-02 0.8% 97% True False 157,842
100 140-25 128-12 12-13 9.2% 1-02 0.8% 57% False False 126,282
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 0-03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-29
2.618 137-22
1.618 136-30
1.000 136-15
0.618 136-06
HIGH 135-23
0.618 135-14
0.500 135-11
0.382 135-08
LOW 134-31
0.618 134-16
1.000 134-07
1.618 133-24
2.618 133-00
4.250 131-25
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 135-14 135-06
PP 135-12 134-29
S1 135-11 134-20

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

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