ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 10-May-2013
Day Change Summary
Previous Current
09-May-2013 10-May-2013 Change Change % Previous Week
Open 145-25 145-23 -0-02 0.0% 146-09
High 146-16 145-23 -0-25 -0.5% 146-16
Low 145-18 143-23 -1-27 -1.3% 143-23
Close 145-22 144-04 -1-18 -1.1% 144-04
Range 0-30 2-00 1-02 113.3% 2-25
ATR 0-29 1-00 0-02 8.6% 0-00
Volume 979 2,241 1,262 128.9% 9,788
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 150-17 149-10 145-07
R3 148-17 147-10 144-22
R2 146-17 146-17 144-16
R1 145-10 145-10 144-10 144-30
PP 144-17 144-17 144-17 144-10
S1 143-10 143-10 143-30 142-30
S2 142-17 142-17 143-24
S3 140-17 141-10 143-18
S4 138-17 139-10 143-01
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 153-04 151-13 145-21
R3 150-11 148-20 144-28
R2 147-18 147-18 144-20
R1 145-27 145-27 144-12 145-10
PP 144-25 144-25 144-25 144-16
S1 143-02 143-02 143-28 142-17
S2 142-00 142-00 143-20
S3 139-07 140-09 143-12
S4 136-14 137-16 142-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146-16 143-23 2-25 1.9% 1-01 0.7% 15% False True 1,957
10 148-28 143-23 5-05 3.6% 1-03 0.8% 8% False True 1,400
20 148-28 143-23 5-05 3.6% 0-30 0.6% 8% False True 854
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 154-07
2.618 150-31
1.618 148-31
1.000 147-23
0.618 146-31
HIGH 145-23
0.618 144-31
0.500 144-23
0.382 144-15
LOW 143-23
0.618 142-15
1.000 141-23
1.618 140-15
2.618 138-15
4.250 135-07
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 144-23 145-04
PP 144-17 144-25
S1 144-10 144-14

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

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