ECBOT 30 Year Treasury Bond Future September 2013


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 130-10 130-26 0-16 0.4% 131-03
High 130-26 132-02 1-08 1.0% 132-02
Low 129-28 130-13 0-17 0.4% 129-28
Close 130-19 131-26 1-07 0.9% 131-26
Range 0-30 1-21 0-23 76.7% 2-06
ATR 1-07 1-08 0-01 2.5% 0-00
Volume 398,405 418,450 20,045 5.0% 1,744,665
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 136-13 135-24 132-23
R3 134-24 134-03 132-09
R2 133-03 133-03 132-04
R1 132-14 132-14 131-31 132-24
PP 131-14 131-14 131-14 131-19
S1 130-25 130-25 131-21 131-04
S2 129-25 129-25 131-16
S3 128-04 129-04 131-11
S4 126-15 127-15 130-29
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 137-26 137-00 133-00
R3 135-20 134-26 132-13
R2 133-14 133-14 132-07
R1 132-20 132-20 132-00 133-01
PP 131-08 131-08 131-08 131-14
S1 130-14 130-14 131-20 130-27
S2 129-02 129-02 131-13
S3 126-28 128-08 131-07
S4 124-22 126-02 130-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-02 129-28 2-06 1.7% 1-05 0.9% 89% True False 348,933
10 135-02 129-28 5-06 3.9% 1-07 0.9% 37% False False 330,171
20 135-02 129-28 5-06 3.9% 1-07 0.9% 37% False False 297,683
40 136-27 129-28 6-31 5.3% 1-08 0.9% 28% False False 282,484
60 142-15 129-28 12-19 9.6% 1-13 1.1% 15% False False 351,776
80 148-18 129-28 18-22 14.2% 1-13 1.1% 10% False False 280,295
100 148-28 129-28 19-00 14.4% 1-10 1.0% 10% False False 224,300
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 0-07
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 139-03
2.618 136-13
1.618 134-24
1.000 133-23
0.618 133-03
HIGH 132-02
0.618 131-14
0.500 131-08
0.382 131-01
LOW 130-13
0.618 129-12
1.000 128-24
1.618 127-23
2.618 126-02
4.250 123-12
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 131-20 131-17
PP 131-14 131-08
S1 131-08 130-31

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

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