ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 29-Jul-2013
Day Change Summary
Previous Current
26-Jul-2013 29-Jul-2013 Change Change % Previous Week
Open 133-05 133-10 0-05 0.1% 134-09
High 133-13 133-16 0-03 0.1% 134-14
Low 133-00 132-14 -0-18 -0.4% 132-05
Close 133-09 132-23 -0-18 -0.4% 133-09
Range 0-13 1-02 0-21 161.5% 2-09
ATR 1-01 1-01 0-00 0.3% 0-00
Volume 123 249 126 102.4% 674
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 136-02 135-15 133-10
R3 135-00 134-13 133-00
R2 133-30 133-30 132-29
R1 133-11 133-11 132-26 133-04
PP 132-28 132-28 132-28 132-25
S1 132-09 132-09 132-20 132-02
S2 131-26 131-26 132-17
S3 130-24 131-07 132-14
S4 129-22 130-05 132-04
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
5 134-06 132-05 2-01 1.5% 0-27 0.6% 28% False False 147
10 134-14 132-05 2-09 1.7% 0-25 0.6% 25% False False 112
20 135-01 130-29 4-04 3.1% 0-30 0.7% 44% False False 86
40 140-25 130-29 9-28 7.4% 1-00 0.8% 18% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-03
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 138-00
2.618 136-09
1.618 135-07
1.000 134-18
0.618 134-05
HIGH 133-16
0.618 133-03
0.500 132-31
0.382 132-27
LOW 132-14
0.618 131-25
1.000 131-12
1.618 130-23
2.618 129-21
4.250 127-30
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 132-31 132-26
PP 132-28 132-25
S1 132-26 132-24

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

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