ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 137-16 138-00 0-16 0.4% 138-00
High 138-04 138-01 -0-03 -0.1% 139-20
Low 137-16 136-03 -1-13 -1.0% 136-24
Close 138-02 136-18 -1-16 -1.1% 138-27
Range 0-20 1-30 1-10 210.0% 2-28
ATR 0-00 1-03 1-03 0-00
Volume 34 16 -18 -52.9% 160
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 142-23 141-18 137-20
R3 140-25 139-20 137-03
R2 138-27 138-27 136-29
R1 137-22 137-22 136-24 137-10
PP 136-29 136-29 136-29 136-22
S1 135-24 135-24 136-12 135-12
S2 134-31 134-31 136-07
S3 133-01 133-26 136-01
S4 131-03 131-28 135-16
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
5 139-20 136-03 3-17 2.6% 0-29 0.7% 13% False True 34
10 140-25 136-03 4-22 3.4% 1-00 0.7% 10% False True 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 146-08
2.618 143-03
1.618 141-05
1.000 139-31
0.618 139-07
HIGH 138-01
0.618 137-09
0.500 137-02
0.382 136-27
LOW 136-03
0.618 134-29
1.000 134-05
1.618 132-31
2.618 131-01
4.250 127-28
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 137-02 137-10
PP 136-29 137-02
S1 136-23 136-26

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

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