ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 129-18 129-00 -0-18 -0.4% 133-04
High 129-23 129-30 0-07 0.2% 133-20
Low 128-23 129-00 0-09 0.2% 129-03
Close 128-30 129-29 0-31 0.8% 129-19
Range 1-00 0-30 -0-02 -6.3% 4-17
ATR 1-04 1-04 0-00 -0.8% 0-00
Volume 4,850 3,005 -1,845 -38.0% 10,124
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 132-14 132-03 130-14
R3 131-16 131-05 130-05
R2 130-18 130-18 130-02
R1 130-07 130-07 130-00 130-12
PP 129-20 129-20 129-20 129-22
S1 129-09 129-09 129-26 129-14
S2 128-22 128-22 129-24
S3 127-24 128-11 129-21
S4 126-26 127-13 129-12
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
5 131-16 128-23 2-25 2.1% 1-03 0.8% 43% False False 3,226
10 133-20 128-23 4-29 3.8% 1-00 0.8% 24% False False 1,949
20 133-23 128-23 5-00 3.8% 1-02 0.8% 24% False False 1,176
40 135-01 128-23 6-10 4.9% 1-00 0.8% 19% False False 619
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
4.250 133-30
2.618 132-13
1.618 131-15
1.000 130-28
0.618 130-17
HIGH 129-30
0.618 129-19
0.500 129-15
0.382 129-11
LOW 129-00
0.618 128-13
1.000 128-02
1.618 127-15
2.618 126-17
4.250 125-00
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 129-24 129-26
PP 129-20 129-22
S1 129-15 129-18

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.