ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 31-Jul-2013
Day Change Summary
Previous Current
30-Jul-2013 31-Jul-2013 Change Change % Previous Week
Open 132-18 132-14 -0-04 -0.1% 134-09
High 132-31 132-27 -0-04 -0.1% 134-14
Low 132-14 131-09 -1-05 -0.9% 132-05
Close 132-16 132-16 0-00 0.0% 133-09
Range 0-17 1-18 1-01 194.1% 2-09
ATR 1-00 1-01 0-01 4.1% 0-00
Volume 91 178 87 95.6% 674
Daily Pivots for day following 31-Jul-2013
Classic Woodie Camarilla DeMark
R4 136-29 136-08 133-12
R3 135-11 134-22 132-30
R2 133-25 133-25 132-25
R1 133-04 133-04 132-21 133-14
PP 132-07 132-07 132-07 132-12
S1 131-18 131-18 132-11 131-28
S2 130-21 130-21 132-07
S3 129-03 130-00 132-02
S4 127-17 128-14 131-20
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
5 133-16 131-09 2-07 1.7% 0-28 0.7% 55% False True 178
10 134-14 131-09 3-05 2.4% 0-27 0.6% 39% False True 130
20 135-01 130-29 4-04 3.1% 1-00 0.7% 39% False False 97
40 140-25 130-29 9-28 7.5% 1-01 0.8% 16% False False 69
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 18 trading days
Fibonacci Retracements and Extensions
4.250 139-16
2.618 136-30
1.618 135-12
1.000 134-13
0.618 133-26
HIGH 132-27
0.618 132-08
0.500 132-02
0.382 131-28
LOW 131-09
0.618 130-10
1.000 129-23
1.618 128-24
2.618 127-06
4.250 124-20
Fisher Pivots for day following 31-Jul-2013
Pivot 1 day 3 day
R1 132-11 132-15
PP 132-07 132-14
S1 132-02 132-12

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

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