ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 18-Apr-2013
Day Change Summary
Previous Current
17-Apr-2013 18-Apr-2013 Change Change % Previous Week
Open 147-00 147-13 0-13 0.3% 146-28
High 147-24 147-21 -0-03 -0.1% 147-01
Low 146-25 146-27 0-02 0.0% 145-00
Close 147-06 147-21 0-15 0.3% 146-22
Range 0-31 0-26 -0-05 -16.1% 2-01
ATR 0-29 0-28 0-00 -0.7% 0-00
Volume 279 299 20 7.2% 408
Daily Pivots for day following 18-Apr-2013
Classic Woodie Camarilla DeMark
R4 149-26 149-18 148-03
R3 149-00 148-24 147-28
R2 148-06 148-06 147-26
R1 147-30 147-30 147-23 148-02
PP 147-12 147-12 147-12 147-14
S1 147-04 147-04 147-19 147-08
S2 146-18 146-18 147-16
S3 145-24 146-10 147-14
S4 144-30 145-16 147-07
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
5 147-24 145-22 2-02 1.4% 0-30 0.6% 95% False False 162
10 147-24 145-00 2-24 1.9% 0-31 0.7% 97% False False 123
20 147-24 141-24 6-00 4.1% 0-28 0.6% 98% False False 77
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 151-04
2.618 149-25
1.618 148-31
1.000 148-15
0.618 148-05
HIGH 147-21
0.618 147-11
0.500 147-08
0.382 147-05
LOW 146-27
0.618 146-11
1.000 146-01
1.618 145-17
2.618 144-23
4.250 143-12
Fisher Pivots for day following 18-Apr-2013
Pivot 1 day 3 day
R1 147-17 147-16
PP 147-12 147-11
S1 147-08 147-06

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

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