ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 132-22 132-17 -0-05 -0.1% 131-22
High 132-25 133-09 0-16 0.4% 132-31
Low 132-05 132-12 0-07 0.2% 131-04
Close 132-17 133-00 0-15 0.4% 132-17
Range 0-20 0-29 0-09 45.0% 1-27
ATR 0-31 0-31 0-00 -0.4% 0-00
Volume 216,784 244,267 27,483 12.7% 1,130,116
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 135-19 135-07 133-16
R3 134-22 134-10 133-08
R2 133-25 133-25 133-05
R1 133-13 133-13 133-03 133-19
PP 132-28 132-28 132-28 133-00
S1 132-16 132-16 132-29 132-22
S2 131-31 131-31 132-27
S3 131-02 131-19 132-24
S4 130-05 130-22 132-16
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 137-24 136-31 133-17
R3 135-29 135-04 133-01
R2 134-02 134-02 132-28
R1 133-09 133-09 132-22 133-22
PP 132-07 132-07 132-07 132-13
S1 131-14 131-14 132-12 131-26
S2 130-12 130-12 132-06
S3 128-17 129-19 132-01
S4 126-22 127-24 131-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-09 131-04 2-05 1.6% 0-25 0.6% 87% True False 265,739
10 134-10 131-04 3-06 2.4% 1-00 0.8% 59% False False 284,459
20 135-24 131-04 4-20 3.5% 0-29 0.7% 41% False False 273,769
40 135-24 131-04 4-20 3.5% 0-29 0.7% 41% False False 275,245
60 135-24 128-12 7-12 5.5% 1-01 0.8% 63% False False 289,769
80 135-24 128-12 7-12 5.5% 1-02 0.8% 63% False False 218,488
100 135-24 128-12 7-12 5.5% 1-01 0.8% 63% False False 174,807
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 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-04
2.618 135-21
1.618 134-24
1.000 134-06
0.618 133-27
HIGH 133-09
0.618 132-30
0.500 132-26
0.382 132-23
LOW 132-12
0.618 131-26
1.000 131-15
1.618 130-29
2.618 130-00
4.250 128-17
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 132-30 132-28
PP 132-28 132-25
S1 132-26 132-21

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

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