ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 144-24 144-17 -0-07 -0.2% 144-03
High 144-26 144-30 0-04 0.1% 144-28
Low 144-16 143-30 -0-18 -0.4% 143-17
Close 144-16 144-12 -0-04 -0.1% 144-12
Range 0-10 1-00 0-22 220.0% 1-11
ATR 0-24 0-24 0-01 2.5% 0-00
Volume 348 35 -313 -89.9% 468
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 147-13 146-29 144-30
R3 146-13 145-29 144-21
R2 145-13 145-13 144-18
R1 144-29 144-29 144-15 144-21
PP 144-13 144-13 144-13 144-10
S1 143-29 143-29 144-09 143-21
S2 143-13 143-13 144-06
S3 142-13 142-29 144-03
S4 141-13 141-29 143-26
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 148-09 147-22 145-04
R3 146-30 146-11 144-24
R2 145-19 145-19 144-20
R1 145-00 145-00 144-16 145-10
PP 144-08 144-08 144-08 144-13
S1 143-21 143-21 144-08 143-30
S2 142-29 142-29 144-04
S3 141-18 142-10 144-00
S4 140-07 140-31 143-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-30 143-17 1-13 1.0% 0-25 0.5% 60% True False 188
10 144-30 142-30 2-00 1.4% 0-20 0.4% 72% True False 119
20 147-08 142-16 4-24 3.3% 0-21 0.5% 39% False False 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 149-06
2.618 147-18
1.618 146-18
1.000 145-30
0.618 145-18
HIGH 144-30
0.618 144-18
0.500 144-14
0.382 144-10
LOW 143-30
0.618 143-10
1.000 142-30
1.618 142-10
2.618 141-10
4.250 139-22
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 144-14 144-14
PP 144-13 144-13
S1 144-13 144-12

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

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