ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 22-Nov-2013
Day Change Summary
Previous Current
21-Nov-2013 22-Nov-2013 Change Change % Previous Week
Open 130-27 131-08 0-13 0.3% 132-17
High 131-11 132-03 0-24 0.6% 133-10
Low 130-14 131-05 0-23 0.6% 130-14
Close 131-09 131-29 0-20 0.5% 131-29
Range 0-29 0-30 0-01 3.4% 2-28
ATR 1-01 1-00 0-00 -0.6% 0-00
Volume 454,558 345,216 -109,342 -24.1% 1,774,813
Daily Pivots for day following 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 134-17 134-05 132-14
R3 133-19 133-07 132-05
R2 132-21 132-21 132-02
R1 132-09 132-09 132-00 132-15
PP 131-23 131-23 131-23 131-26
S1 131-11 131-11 131-26 131-17
S2 130-25 130-25 131-24
S3 129-27 130-13 131-21
S4 128-29 129-15 131-12
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 140-16 139-03 133-16
R3 137-20 136-07 132-22
R2 134-24 134-24 132-14
R1 133-11 133-11 132-05 132-20
PP 131-28 131-28 131-28 131-17
S1 130-15 130-15 131-21 129-24
S2 129-00 129-00 131-12
S3 126-04 127-19 131-04
S4 123-08 124-23 130-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-10 130-14 2-28 2.2% 1-04 0.9% 51% False False 354,962
10 133-10 130-14 2-28 2.2% 0-29 0.7% 51% False False 290,492
20 135-23 130-14 5-09 4.0% 0-31 0.7% 28% False False 296,374
40 135-24 130-14 5-10 4.0% 0-30 0.7% 28% False False 284,586
60 135-24 128-12 7-12 5.6% 1-01 0.8% 48% False False 298,885
80 135-24 128-12 7-12 5.6% 1-01 0.8% 48% False False 237,598
100 135-24 128-12 7-12 5.6% 1-01 0.8% 48% False False 190,110
120 140-25 128-12 12-13 9.4% 1-01 0.8% 28% False False 158,432
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
4.250 136-02
2.618 134-18
1.618 133-20
1.000 133-01
0.618 132-22
HIGH 132-03
0.618 131-24
0.500 131-20
0.382 131-16
LOW 131-05
0.618 130-18
1.000 130-07
1.618 129-20
2.618 128-22
4.250 127-06
Fisher Pivots for day following 22-Nov-2013
Pivot 1 day 3 day
R1 131-26 131-26
PP 131-23 131-23
S1 131-20 131-20

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

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