ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 136-01 134-15 -1-18 -1.1% 138-16
High 136-02 135-04 -0-30 -0.7% 138-17
Low 134-10 133-19 -0-23 -0.5% 133-19
Close 134-22 133-19 -1-03 -0.8% 133-19
Range 1-24 1-17 -0-07 -12.5% 4-30
ATR 1-06 1-06 0-01 2.2% 0-00
Volume 106 67 -39 -36.8% 325
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 138-22 137-22 134-14
R3 137-05 136-05 134-00
R2 135-20 135-20 133-28
R1 134-20 134-20 133-23 134-12
PP 134-03 134-03 134-03 133-31
S1 133-03 133-03 133-15 132-26
S2 132-18 132-18 133-10
S3 131-01 131-18 133-06
S4 129-16 130-01 132-24
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 150-02 146-24 136-10
R3 145-04 141-26 134-30
R2 140-06 140-06 134-16
R1 136-28 136-28 134-01 136-02
PP 135-08 135-08 135-08 134-26
S1 131-30 131-30 133-05 131-04
S2 130-10 130-10 132-22
S3 125-12 127-00 132-08
S4 120-14 122-02 130-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-17 133-19 4-30 3.7% 1-09 0.9% 0% False True 65
10 139-20 133-19 6-01 4.5% 1-00 0.7% 0% False True 48
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 0-04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141-20
2.618 139-04
1.618 137-19
1.000 136-21
0.618 136-02
HIGH 135-04
0.618 134-17
0.500 134-12
0.382 134-06
LOW 133-19
0.618 132-21
1.000 132-02
1.618 131-04
2.618 129-19
4.250 127-03
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 134-12 135-26
PP 134-03 135-02
S1 133-27 134-11

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

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