ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 10-Jan-2013
Day Change Summary
Previous Current
09-Jan-2013 10-Jan-2013 Change Change % Previous Week
Open 143-20 143-19 -0-01 0.0% 147-08
High 144-01 143-19 -0-14 -0.3% 147-08
Low 143-20 143-08 -0-12 -0.3% 142-16
Close 144-01 143-12 -0-21 -0.5% 143-01
Range 0-13 0-11 -0-02 -15.4% 4-24
ATR 0-24 0-24 0-00 0.3% 0-00
Volume 16 103 87 543.8% 72
Daily Pivots for day following 10-Jan-2013
Classic Woodie Camarilla DeMark
R4 144-14 144-08 143-18
R3 144-03 143-29 143-15
R2 143-24 143-24 143-14
R1 143-18 143-18 143-13 143-16
PP 143-13 143-13 143-13 143-12
S1 143-07 143-07 143-11 143-04
S2 143-02 143-02 143-10
S3 142-23 142-28 143-09
S4 142-12 142-17 143-06
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
5 144-01 142-16 1-17 1.1% 0-14 0.3% 57% False False 35
10 147-08 142-16 4-24 3.3% 0-22 0.5% 18% False False 26
20 147-08 142-16 4-24 3.3% 0-13 0.3% 18% False False 14
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 0-02
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 145-02
2.618 144-16
1.618 144-05
1.000 143-30
0.618 143-26
HIGH 143-19
0.618 143-15
0.500 143-14
0.382 143-12
LOW 143-08
0.618 143-01
1.000 142-29
1.618 142-22
2.618 142-11
4.250 141-25
Fisher Pivots for day following 10-Jan-2013
Pivot 1 day 3 day
R1 143-14 143-20
PP 143-13 143-17
S1 143-12 143-15

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

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