ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 29-May-2013
Day Change Summary
Previous Current
28-May-2013 29-May-2013 Change Change % Previous Week
Open 142-08 139-25 -2-15 -1.7% 142-31
High 142-14 140-27 -1-19 -1.1% 144-03
Low 139-18 138-30 -0-20 -0.4% 141-10
Close 140-09 140-21 0-12 0.3% 142-14
Range 2-28 1-29 -0-31 -33.7% 2-25
ATR 1-11 1-13 0-01 2.9% 0-00
Volume 336,492 392,214 55,722 16.6% 209,682
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 145-28 145-05 141-23
R3 143-31 143-08 141-06
R2 142-02 142-02 141-00
R1 141-11 141-11 140-27 141-22
PP 140-05 140-05 140-05 140-10
S1 139-14 139-14 140-15 139-26
S2 138-08 138-08 140-10
S3 136-11 137-17 140-04
S4 134-14 135-20 139-19
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 150-31 149-15 143-31
R3 148-06 146-22 143-06
R2 145-13 145-13 142-30
R1 143-29 143-29 142-22 143-08
PP 142-20 142-20 142-20 142-09
S1 141-04 141-04 142-06 140-16
S2 139-27 139-27 141-30
S3 137-02 138-11 141-22
S4 134-09 135-18 140-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-03 138-30 5-05 3.7% 2-01 1.4% 33% False True 182,633
10 144-21 138-30 5-23 4.1% 1-21 1.2% 30% False True 95,090
20 148-28 138-30 9-30 7.1% 1-14 1.0% 17% False True 48,376
40 148-28 138-30 9-30 7.1% 1-05 0.8% 17% False True 24,322
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 0-13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148-30
2.618 145-27
1.618 143-30
1.000 142-24
0.618 142-01
HIGH 140-27
0.618 140-04
0.500 139-28
0.382 139-21
LOW 138-30
0.618 137-24
1.000 137-01
1.618 135-27
2.618 133-30
4.250 130-27
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 140-13 140-30
PP 140-05 140-27
S1 139-28 140-24

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

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