ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 131-15 130-23 -0-24 -0.6% 132-00
High 131-19 130-28 -0-23 -0.5% 132-24
Low 130-14 130-02 -0-12 -0.3% 131-21
Close 130-20 130-14 -0-06 -0.1% 132-07
Range 1-05 0-26 -0-11 -29.7% 1-03
ATR 0-31 0-30 0-00 -1.1% 0-00
Volume 39,176 22,380 -16,796 -42.9% 1,488,076
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 132-29 132-15 130-28
R3 132-03 131-21 130-21
R2 131-09 131-09 130-19
R1 130-27 130-27 130-16 130-21
PP 130-15 130-15 130-15 130-12
S1 130-01 130-01 130-12 129-27
S2 129-21 129-21 130-09
S3 128-27 129-07 130-07
S4 128-01 128-13 130-00
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 135-16 134-30 132-26
R3 134-13 133-27 132-17
R2 133-10 133-10 132-13
R1 132-24 132-24 132-10 133-01
PP 132-07 132-07 132-07 132-11
S1 131-21 131-21 132-04 131-30
S2 131-04 131-04 132-01
S3 130-01 130-18 131-29
S4 128-30 129-15 131-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-09 130-02 2-07 1.7% 0-26 0.6% 17% False True 45,594
10 132-24 130-02 2-22 2.1% 0-26 0.6% 14% False True 245,966
20 134-10 130-02 4-08 3.3% 0-31 0.7% 9% False True 271,336
40 135-24 130-02 5-22 4.4% 0-30 0.7% 7% False True 266,886
60 135-24 129-02 6-22 5.1% 0-31 0.7% 21% False False 281,684
80 135-24 128-12 7-12 5.7% 1-01 0.8% 28% False False 258,282
100 135-24 128-12 7-12 5.7% 1-00 0.8% 28% False False 206,703
120 138-04 128-12 9-24 7.5% 1-01 0.8% 21% False False 172,262
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 0-05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-10
2.618 133-00
1.618 132-06
1.000 131-22
0.618 131-12
HIGH 130-28
0.618 130-18
0.500 130-15
0.382 130-12
LOW 130-02
0.618 129-18
1.000 129-08
1.618 128-24
2.618 127-30
4.250 126-20
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 130-15 131-00
PP 130-15 130-26
S1 130-14 130-20

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

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