ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 15-Apr-2013
Day Change Summary
Previous Current
12-Apr-2013 15-Apr-2013 Change Change % Previous Week
Open 145-22 146-26 1-04 0.8% 146-28
High 146-23 147-16 0-25 0.5% 147-01
Low 145-22 146-15 0-25 0.5% 145-00
Close 146-22 147-04 0-14 0.3% 146-22
Range 1-01 1-01 0-00 0.0% 2-01
ATR 0-28 0-28 0-00 1.3% 0-00
Volume 34 41 7 20.6% 408
Daily Pivots for day following 15-Apr-2013
Classic Woodie Camarilla DeMark
R4 150-04 149-21 147-22
R3 149-03 148-20 147-13
R2 148-02 148-02 147-10
R1 147-19 147-19 147-07 147-26
PP 147-01 147-01 147-01 147-05
S1 146-18 146-18 147-01 146-26
S2 146-00 146-00 146-30
S3 144-31 145-17 146-27
S4 143-30 144-16 146-18
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 152-11 151-17 147-26
R3 150-10 149-16 147-08
R2 148-09 148-09 147-02
R1 147-15 147-15 146-28 146-28
PP 146-08 146-08 146-08 145-30
S1 145-14 145-14 146-16 144-26
S2 144-07 144-07 146-10
S3 142-06 143-13 146-04
S4 140-05 141-12 145-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147-16 145-00 2-16 1.7% 0-26 0.6% 85% True False 34
10 147-16 143-12 4-04 2.8% 0-31 0.7% 91% True False 60
20 147-16 141-24 5-24 3.9% 0-26 0.5% 93% True False 40
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 0-02
Fibonacci Retracements and Extensions
4.250 151-28
2.618 150-06
1.618 149-05
1.000 148-17
0.618 148-04
HIGH 147-16
0.618 147-03
0.500 147-00
0.382 146-28
LOW 146-15
0.618 145-27
1.000 145-14
1.618 144-26
2.618 143-25
4.250 142-03
Fisher Pivots for day following 15-Apr-2013
Pivot 1 day 3 day
R1 147-02 146-27
PP 147-01 146-17
S1 147-00 146-08

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

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