ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 01-Mar-2013
Day Change Summary
Previous Current
28-Feb-2013 01-Mar-2013 Change Change % Previous Week
Open 143-22 143-29 0-07 0.2% 142-16
High 144-08 144-22 0-14 0.3% 144-26
Low 143-15 143-29 0-14 0.3% 141-26
Close 143-25 144-11 0-18 0.4% 144-11
Range 0-25 0-25 0-00 0.0% 3-00
ATR 1-01 1-01 0-00 -0.9% 0-00
Volume 459,862 442,083 -17,779 -3.9% 2,004,605
Daily Pivots for day following 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 146-21 146-09 144-25
R3 145-28 145-16 144-18
R2 145-03 145-03 144-16
R1 144-23 144-23 144-13 144-29
PP 144-10 144-10 144-10 144-13
S1 143-30 143-30 144-09 144-04
S2 143-17 143-17 144-06
S3 142-24 143-05 144-04
S4 141-31 142-12 143-29
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 152-21 151-16 146-00
R3 149-21 148-16 145-05
R2 146-21 146-21 144-29
R1 145-16 145-16 144-20 146-02
PP 143-21 143-21 143-21 143-30
S1 142-16 142-16 144-02 143-02
S2 140-21 140-21 143-25
S3 137-21 139-16 143-17
S4 134-21 136-16 142-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-26 141-26 3-00 2.1% 1-09 0.9% 84% False False 400,921
10 144-26 141-03 3-23 2.6% 1-03 0.7% 87% False False 212,407
20 144-26 140-23 4-03 2.8% 1-02 0.7% 89% False False 107,031
40 144-30 140-23 4-07 2.9% 0-29 0.6% 86% False False 53,614
60 149-11 140-23 8-20 6.0% 0-22 0.5% 42% False False 35,744
Crabel Price Patterns
NR False
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 0-11
Fibonacci Retracements and Extensions
4.250 148-00
2.618 146-23
1.618 145-30
1.000 145-15
0.618 145-05
HIGH 144-22
0.618 144-12
0.500 144-10
0.382 144-07
LOW 143-29
0.618 143-14
1.000 143-04
1.618 142-21
2.618 141-28
4.250 140-19
Fisher Pivots for day following 01-Mar-2013
Pivot 1 day 3 day
R1 144-10 144-09
PP 144-10 144-07
S1 144-10 144-04

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

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