ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 131-16 131-08 -0-08 -0.2% 130-15
High 131-30 131-11 -0-19 -0.5% 132-04
Low 131-04 129-11 -1-25 -1.4% 130-07
Close 131-29 130-09 -1-20 -1.2% 131-29
Range 0-26 2-00 1-06 146.2% 1-29
ATR 1-05 1-08 0-03 8.8% 0-00
Volume 351,996 455,266 103,270 29.3% 1,335,539
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 136-10 135-10 131-12
R3 134-10 133-10 130-27
R2 132-10 132-10 130-21
R1 131-10 131-10 130-15 130-26
PP 130-10 130-10 130-10 130-02
S1 129-10 129-10 130-03 128-26
S2 128-10 128-10 129-29
S3 126-10 127-10 129-23
S4 124-10 125-10 129-06
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 137-04 136-14 132-31
R3 135-07 134-17 132-14
R2 133-10 133-10 132-08
R1 132-20 132-20 132-03 132-31
PP 131-13 131-13 131-13 131-19
S1 130-23 130-23 131-23 131-02
S2 129-16 129-16 131-18
S3 127-19 128-26 131-12
S4 125-22 126-29 130-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-04 129-11 2-25 2.1% 1-14 1.1% 34% False True 348,460
10 132-04 128-13 3-23 2.9% 1-08 1.0% 50% False False 186,370
20 133-20 128-13 5-07 4.0% 1-03 0.8% 36% False False 94,017
40 134-14 128-13 6-01 4.6% 1-01 0.8% 31% False False 47,127
60 139-20 128-13 11-07 8.6% 1-02 0.8% 17% False False 31,432
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 0-08
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 139-27
2.618 136-19
1.618 134-19
1.000 133-11
0.618 132-19
HIGH 131-11
0.618 130-19
0.500 130-11
0.382 130-03
LOW 129-11
0.618 128-03
1.000 127-11
1.618 126-03
2.618 124-03
4.250 120-27
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 130-11 130-20
PP 130-10 130-17
S1 130-10 130-13

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

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