ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 14-Nov-2013
Day Change Summary
Previous Current
13-Nov-2013 14-Nov-2013 Change Change % Previous Week
Open 131-14 132-05 0-23 0.5% 133-21
High 132-11 132-31 0-20 0.5% 134-10
Low 131-13 132-01 0-20 0.5% 131-18
Close 131-30 132-17 0-19 0.5% 131-24
Range 0-30 0-30 0-00 0.0% 2-24
ATR 0-31 0-31 0-00 0.4% 0-00
Volume 250,165 388,807 138,642 55.4% 1,620,307
Daily Pivots for day following 14-Nov-2013
Classic Woodie Camarilla DeMark
R4 135-10 134-28 133-02
R3 134-12 133-30 132-25
R2 133-14 133-14 132-22
R1 133-00 133-00 132-20 133-07
PP 132-16 132-16 132-16 132-20
S1 132-02 132-02 132-14 132-09
S2 131-18 131-18 132-12
S3 130-20 131-04 132-09
S4 129-22 130-06 132-00
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 140-25 139-01 133-08
R3 138-01 136-09 132-16
R2 135-09 135-09 132-08
R1 133-17 133-17 132-00 133-01
PP 132-17 132-17 132-17 132-10
S1 130-25 130-25 131-16 130-09
S2 129-25 129-25 131-08
S3 127-01 128-01 131-00
S4 124-09 125-09 130-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-10 131-04 3-06 2.4% 1-04 0.8% 44% False False 273,011
10 134-23 131-04 3-19 2.7% 1-00 0.8% 39% False False 282,168
20 135-24 131-04 4-20 3.5% 0-29 0.7% 30% False False 273,493
40 135-24 130-31 4-25 3.6% 0-30 0.7% 33% False False 275,942
60 135-24 128-12 7-12 5.6% 1-01 0.8% 56% False False 283,129
80 135-24 128-12 7-12 5.6% 1-01 0.8% 56% False False 212,730
100 135-24 128-12 7-12 5.6% 1-01 0.8% 56% False False 170,196
Crabel Price Patterns
NR False
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 0-05
Fibonacci Retracements and Extensions
4.250 136-30
2.618 135-14
1.618 134-16
1.000 133-29
0.618 133-18
HIGH 132-31
0.618 132-20
0.500 132-16
0.382 132-12
LOW 132-01
0.618 131-14
1.000 131-03
1.618 130-16
2.618 129-18
4.250 128-02
Fisher Pivots for day following 14-Nov-2013
Pivot 1 day 3 day
R1 132-17 132-12
PP 132-16 132-07
S1 132-16 132-02

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

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