ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 130-05 129-29 -0-08 -0.2% 130-15
High 130-12 130-02 -0-10 -0.2% 132-04
Low 129-21 128-15 -1-06 -0.9% 130-07
Close 129-28 128-22 -1-06 -0.9% 131-29
Range 0-23 1-19 0-28 121.7% 1-29
ATR 1-07 1-08 0-01 2.3% 0-00
Volume 278,843 338,973 60,130 21.6% 1,335,539
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 133-27 132-28 129-18
R3 132-08 131-09 129-04
R2 130-21 130-21 128-31
R1 129-22 129-22 128-27 129-12
PP 129-02 129-02 129-02 128-30
S1 128-03 128-03 128-17 127-25
S2 127-15 127-15 128-13
S3 125-28 126-16 128-08
S4 124-09 124-29 127-26
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
5 131-30 128-15 3-15 2.7% 1-10 1.0% 6% False True 344,294
10 132-04 128-13 3-23 2.9% 1-09 1.0% 8% False False 247,127
20 133-20 128-13 5-07 4.1% 1-05 0.9% 5% False False 124,869
40 134-14 128-13 6-01 4.7% 1-02 0.8% 5% False False 62,569
60 139-20 128-13 11-07 8.7% 1-02 0.8% 3% False False 41,728
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-27
2.618 134-08
1.618 132-21
1.000 131-21
0.618 131-02
HIGH 130-02
0.618 129-15
0.500 129-08
0.382 129-02
LOW 128-15
0.618 127-15
1.000 126-28
1.618 125-28
2.618 124-09
4.250 121-22
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 129-08 129-29
PP 129-02 129-16
S1 128-28 129-03

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.