ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 133-08 133-00 -0-08 -0.2% 131-19
High 133-15 133-23 0-08 0.2% 133-23
Low 132-28 132-22 -0-06 -0.1% 131-13
Close 133-04 133-14 0-10 0.2% 133-14
Range 0-19 1-01 0-14 73.7% 2-10
ATR 1-05 1-05 0-00 -0.8% 0-00
Volume 288,557 270,148 -18,409 -6.4% 1,362,593
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 136-12 135-30 134-00
R3 135-11 134-29 133-23
R2 134-10 134-10 133-20
R1 133-28 133-28 133-17 134-03
PP 133-09 133-09 133-09 133-12
S1 132-27 132-27 133-11 133-02
S2 132-08 132-08 133-08
S3 131-07 131-26 133-05
S4 130-06 130-25 132-28
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 139-25 138-30 134-23
R3 137-15 136-20 134-02
R2 135-05 135-05 133-28
R1 134-10 134-10 133-21 134-24
PP 132-27 132-27 132-27 133-02
S1 132-00 132-00 133-07 132-14
S2 130-17 130-17 133-00
S3 128-07 129-22 132-26
S4 125-29 127-12 132-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-23 131-13 2-10 1.7% 0-28 0.7% 88% True False 272,518
10 133-23 129-20 4-03 3.1% 1-04 0.9% 93% True False 326,712
20 133-23 128-12 5-11 4.0% 1-05 0.9% 95% True False 327,484
40 133-23 128-12 5-11 4.0% 1-04 0.8% 95% True False 190,611
60 134-14 128-12 6-02 4.5% 1-03 0.8% 84% False False 127,127
80 140-25 128-12 12-13 9.3% 1-03 0.8% 41% False False 95,355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 138-03
2.618 136-13
1.618 135-12
1.000 134-24
0.618 134-11
HIGH 133-23
0.618 133-10
0.500 133-06
0.382 133-03
LOW 132-22
0.618 132-02
1.000 131-21
1.618 131-01
2.618 130-00
4.250 128-10
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 133-12 133-12
PP 133-09 133-09
S1 133-06 133-06

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

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