ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 131-10 130-12 -0-30 -0.7% 133-04
High 131-13 130-14 -0-31 -0.7% 133-20
Low 129-20 129-03 -0-17 -0.4% 129-03
Close 130-20 129-19 -1-01 -0.8% 129-19
Range 1-25 1-11 -0-14 -24.6% 4-17
ATR 1-03 1-04 0-01 2.8% 0-00
Volume 1,537 4,473 2,936 191.0% 10,124
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 133-24 133-00 130-11
R3 132-13 131-21 129-31
R2 131-02 131-02 129-27
R1 130-10 130-10 129-23 130-00
PP 129-23 129-23 129-23 129-18
S1 128-31 128-31 129-15 128-22
S2 128-12 128-12 129-11
S3 127-01 127-20 129-07
S4 125-22 126-09 128-27
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 144-12 141-16 132-03
R3 139-27 136-31 130-27
R2 135-10 135-10 130-14
R1 132-14 132-14 130-00 131-20
PP 130-25 130-25 130-25 130-11
S1 127-29 127-29 129-06 127-02
S2 126-08 126-08 128-24
S3 121-23 123-12 128-11
S4 117-06 118-27 127-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-20 129-03 4-17 3.5% 1-07 0.9% 11% False True 2,024
10 133-20 129-03 4-17 3.5% 0-30 0.7% 11% False True 1,242
20 134-14 129-03 5-11 4.1% 1-01 0.8% 9% False True 794
40 135-04 129-03 6-01 4.7% 1-02 0.8% 8% False True 425
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 0-03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-05
2.618 133-31
1.618 132-20
1.000 131-25
0.618 131-09
HIGH 130-14
0.618 129-30
0.500 129-24
0.382 129-19
LOW 129-03
0.618 128-08
1.000 127-24
1.618 126-29
2.618 125-18
4.250 123-12
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 129-24 130-10
PP 129-23 130-02
S1 129-21 129-26

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

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