ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 26-Jul-2013
Day Change Summary
Previous Current
25-Jul-2013 26-Jul-2013 Change Change % Previous Week
Open 132-23 133-05 0-14 0.3% 134-09
High 132-30 133-13 0-15 0.4% 134-14
Low 132-05 133-00 0-27 0.6% 132-05
Close 132-18 133-09 0-23 0.5% 133-09
Range 0-25 0-13 -0-12 -48.0% 2-09
ATR 1-01 1-01 0-00 -1.3% 0-00
Volume 251 123 -128 -51.0% 674
Daily Pivots for day following 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 134-14 134-09 133-16
R3 134-01 133-28 133-13
R2 133-20 133-20 133-11
R1 133-15 133-15 133-10 133-18
PP 133-07 133-07 133-07 133-09
S1 133-02 133-02 133-08 133-04
S2 132-26 132-26 133-07
S3 132-13 132-21 133-05
S4 132-00 132-08 133-02
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 140-04 139-00 134-17
R3 137-27 136-23 133-29
R2 135-18 135-18 133-22
R1 134-14 134-14 133-16 133-28
PP 133-09 133-09 133-09 133-00
S1 132-05 132-05 133-02 131-18
S2 131-00 131-00 132-28
S3 128-23 129-28 132-21
S4 126-14 127-19 132-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-14 132-05 2-09 1.7% 0-22 0.5% 49% False False 134
10 134-14 132-02 2-12 1.8% 0-26 0.6% 51% False False 100
20 135-01 130-29 4-04 3.1% 0-30 0.7% 58% False False 79
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 135-04
2.618 134-15
1.618 134-02
1.000 133-26
0.618 133-21
HIGH 133-13
0.618 133-08
0.500 133-06
0.382 133-05
LOW 133-00
0.618 132-24
1.000 132-19
1.618 132-11
2.618 131-30
4.250 131-09
Fisher Pivots for day following 26-Jul-2013
Pivot 1 day 3 day
R1 133-08 133-05
PP 133-07 133-02
S1 133-06 132-30

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

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