ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 01-Nov-2013
Day Change Summary
Previous Current
31-Oct-2013 01-Nov-2013 Change Change % Previous Week
Open 134-28 134-20 -0-08 -0.2% 135-07
High 135-10 134-23 -0-19 -0.4% 135-23
Low 134-11 133-20 -0-23 -0.5% 133-20
Close 134-26 133-24 -1-02 -0.8% 133-24
Range 0-31 1-03 0-04 12.9% 2-03
ATR 0-30 0-31 0-01 1.9% 0-00
Volume 401,709 288,048 -113,661 -28.3% 1,402,263
Daily Pivots for day following 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 137-10 136-20 134-11
R3 136-07 135-17 134-02
R2 135-04 135-04 133-30
R1 134-14 134-14 133-27 134-08
PP 134-01 134-01 134-01 133-30
S1 133-11 133-11 133-21 133-04
S2 132-30 132-30 133-18
S3 131-27 132-08 133-14
S4 130-24 131-05 133-05
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 140-21 139-09 134-29
R3 138-18 137-06 134-10
R2 136-15 136-15 134-04
R1 135-03 135-03 133-30 134-24
PP 134-12 134-12 134-12 134-06
S1 133-00 133-00 133-18 132-20
S2 132-09 132-09 133-12
S3 130-06 130-29 133-06
S4 128-03 128-26 132-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-23 133-20 2-03 1.6% 0-27 0.6% 6% False True 280,452
10 135-24 133-18 2-06 1.6% 0-27 0.6% 9% False False 267,861
20 135-24 131-21 4-03 3.1% 0-29 0.7% 51% False False 262,175
40 135-24 128-19 7-05 5.4% 0-31 0.7% 72% False False 289,595
60 135-24 128-12 7-12 5.5% 1-02 0.8% 73% False False 241,327
80 135-24 128-12 7-12 5.5% 1-01 0.8% 73% False False 181,068
100 139-20 128-12 11-08 8.4% 1-01 0.8% 48% False False 144,864
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139-12
2.618 137-19
1.618 136-16
1.000 135-26
0.618 135-13
HIGH 134-23
0.618 134-10
0.500 134-06
0.382 134-01
LOW 133-20
0.618 132-30
1.000 132-17
1.618 131-27
2.618 130-24
4.250 128-31
Fisher Pivots for day following 01-Nov-2013
Pivot 1 day 3 day
R1 134-06 134-22
PP 134-01 134-12
S1 133-28 134-02

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

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