ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 139-00 138-16 -0-16 -0.4% 138-00
High 139-20 138-17 -1-03 -0.8% 139-20
Low 138-27 138-01 -0-26 -0.6% 136-24
Close 138-27 138-01 -0-26 -0.6% 138-27
Range 0-25 0-16 -0-09 -36.0% 2-28
ATR
Volume 15 102 87 580.0% 160
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 139-22 139-12 138-10
R3 139-06 138-28 138-05
R2 138-22 138-22 138-04
R1 138-12 138-12 138-02 138-09
PP 138-06 138-06 138-06 138-05
S1 137-28 137-28 138-00 137-25
S2 137-22 137-22 137-30
S3 137-06 137-12 137-29
S4 136-22 136-28 137-24
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 147-01 145-26 140-14
R3 144-05 142-30 139-20
R2 141-09 141-09 139-12
R1 140-02 140-02 139-03 140-22
PP 138-13 138-13 138-13 138-23
S1 137-06 137-06 138-19 137-26
S2 135-17 135-17 138-10
S3 132-21 134-10 138-02
S4 129-25 131-14 137-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-20 136-24 2-28 2.1% 0-23 0.5% 45% False False 46
10 140-25 136-24 4-01 2.9% 0-31 0.7% 32% False False 35
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 0-05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140-21
2.618 139-27
1.618 139-11
1.000 139-01
0.618 138-27
HIGH 138-17
0.618 138-11
0.500 138-09
0.382 138-07
LOW 138-01
0.618 137-23
1.000 137-17
1.618 137-07
2.618 136-23
4.250 135-29
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 138-09 138-26
PP 138-06 138-18
S1 138-04 138-10

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

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