ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 134-01 134-24 0-23 0.5% 133-15
High 134-15 134-24 0-09 0.2% 134-16
Low 133-25 134-13 0-20 0.5% 131-27
Close 134-10 134-17 0-07 0.2% 134-12
Range 0-22 0-11 -0-11 -50.0% 2-21
ATR 1-06 1-04 -0-02 -4.5% 0-00
Volume 30 14 -16 -53.3% 244
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 135-19 135-13 134-23
R3 135-08 135-02 134-20
R2 134-29 134-29 134-19
R1 134-23 134-23 134-18 134-20
PP 134-18 134-18 134-18 134-17
S1 134-12 134-12 134-16 134-10
S2 134-07 134-07 134-15
S3 133-28 134-01 134-14
S4 133-17 133-22 134-11
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 141-17 140-20 135-27
R3 138-28 137-31 135-03
R2 136-07 136-07 134-28
R1 135-10 135-10 134-20 135-24
PP 133-18 133-18 133-18 133-26
S1 132-21 132-21 134-04 133-04
S2 130-29 130-29 133-28
S3 128-08 130-00 133-21
S4 125-19 127-11 132-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-24 132-31 1-25 1.3% 0-23 0.5% 88% True False 38
10 138-01 131-27 6-06 4.6% 1-07 0.9% 43% False False 47
20 140-25 131-27 8-30 6.6% 1-03 0.8% 30% False False 41
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 136-07
2.618 135-21
1.618 135-10
1.000 135-03
0.618 134-31
HIGH 134-24
0.618 134-20
0.500 134-18
0.382 134-17
LOW 134-13
0.618 134-06
1.000 134-02
1.618 133-27
2.618 133-16
4.250 132-30
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 134-18 134-12
PP 134-18 134-08
S1 134-18 134-04

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

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