ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 08-Jan-2013
Day Change Summary
Previous Current
07-Jan-2013 08-Jan-2013 Change Change % Previous Week
Open 143-10 143-09 -0-01 0.0% 147-08
High 143-10 143-27 0-17 0.4% 147-08
Low 143-04 143-07 0-03 0.1% 142-16
Close 143-07 143-23 0-16 0.3% 143-01
Range 0-06 0-20 0-14 233.3% 4-24
ATR 0-25 0-25 0-00 -1.5% 0-00
Volume 18 10 -8 -44.4% 72
Daily Pivots for day following 08-Jan-2013
Classic Woodie Camarilla DeMark
R4 145-15 145-07 144-02
R3 144-27 144-19 143-28
R2 144-07 144-07 143-27
R1 143-31 143-31 143-25 144-03
PP 143-19 143-19 143-19 143-21
S1 143-11 143-11 143-21 143-15
S2 142-31 142-31 143-19
S3 142-11 142-23 143-18
S4 141-23 142-03 143-12
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 158-16 155-17 145-21
R3 153-24 150-25 144-11
R2 149-00 149-00 143-29
R1 146-01 146-01 143-15 145-04
PP 144-08 144-08 144-08 143-26
S1 141-09 141-09 142-19 140-12
S2 139-16 139-16 142-05
S3 134-24 136-17 141-23
S4 130-00 131-25 140-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-29 142-16 2-13 1.7% 0-22 0.5% 51% False False 17
10 147-08 142-16 4-24 3.3% 0-20 0.4% 26% False False 14
20 148-28 142-16 6-12 4.4% 0-14 0.3% 19% False False 8
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 0-02
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 146-16
2.618 145-15
1.618 144-27
1.000 144-15
0.618 144-07
HIGH 143-27
0.618 143-19
0.500 143-17
0.382 143-15
LOW 143-07
0.618 142-27
1.000 142-19
1.618 142-07
2.618 141-19
4.250 140-18
Fisher Pivots for day following 08-Jan-2013
Pivot 1 day 3 day
R1 143-21 143-17
PP 143-19 143-11
S1 143-17 143-06

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

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