ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 07-May-2013
Day Change Summary
Previous Current
06-May-2013 07-May-2013 Change Change % Previous Week
Open 146-09 146-01 -0-08 -0.2% 148-03
High 146-13 146-02 -0-11 -0.2% 148-28
Low 145-20 145-12 -0-08 -0.2% 146-04
Close 145-22 145-13 -0-09 -0.2% 146-09
Range 0-25 0-22 -0-03 -12.0% 2-24
ATR 0-30 0-29 -0-01 -1.9% 0-00
Volume 1,672 2,462 790 47.2% 4,221
Daily Pivots for day following 07-May-2013
Classic Woodie Camarilla DeMark
R4 147-22 147-07 145-25
R3 147-00 146-17 145-19
R2 146-10 146-10 145-17
R1 145-27 145-27 145-15 145-24
PP 145-20 145-20 145-20 145-18
S1 145-05 145-05 145-11 145-02
S2 144-30 144-30 145-09
S3 144-08 144-15 145-07
S4 143-18 143-25 145-01
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 155-11 153-18 147-25
R3 152-19 150-26 147-01
R2 149-27 149-27 146-25
R1 148-02 148-02 146-17 147-18
PP 147-03 147-03 147-03 146-27
S1 145-10 145-10 146-01 144-26
S2 144-11 144-11 145-25
S3 141-19 142-18 145-17
S4 138-27 139-26 144-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148-28 145-12 3-16 2.4% 1-04 0.8% 1% False True 1,308
10 148-28 145-12 3-16 2.4% 0-30 0.6% 1% False True 1,036
20 148-28 145-00 3-28 2.7% 0-28 0.6% 10% False False 576
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 0-04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 149-00
2.618 147-28
1.618 147-06
1.000 146-24
0.618 146-16
HIGH 146-02
0.618 145-26
0.500 145-23
0.382 145-20
LOW 145-12
0.618 144-30
1.000 144-22
1.618 144-08
2.618 143-18
4.250 142-14
Fisher Pivots for day following 07-May-2013
Pivot 1 day 3 day
R1 145-23 146-30
PP 145-20 146-14
S1 145-16 145-30

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

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