ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 07-Oct-2013
Day Change Summary
Previous Current
04-Oct-2013 07-Oct-2013 Change Change % Previous Week
Open 133-14 133-07 -0-07 -0.2% 133-14
High 133-15 133-23 0-08 0.2% 133-29
Low 132-26 133-05 0-11 0.3% 132-22
Close 132-31 133-11 0-12 0.3% 132-31
Range 0-21 0-18 -0-03 -14.3% 1-07
ATR 1-02 1-01 -0-01 -2.1% 0-00
Volume 230,562 158,062 -72,500 -31.4% 1,614,713
Daily Pivots for day following 07-Oct-2013
Classic Woodie Camarilla DeMark
R4 135-03 134-25 133-21
R3 134-17 134-07 133-16
R2 133-31 133-31 133-14
R1 133-21 133-21 133-13 133-26
PP 133-13 133-13 133-13 133-16
S1 133-03 133-03 133-09 133-08
S2 132-27 132-27 133-08
S3 132-09 132-17 133-06
S4 131-23 131-31 133-01
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 136-27 136-04 133-20
R3 135-20 134-29 133-10
R2 134-13 134-13 133-06
R1 133-22 133-22 133-03 133-14
PP 133-06 133-06 133-06 133-02
S1 132-15 132-15 132-27 132-07
S2 131-31 131-31 132-24
S3 130-24 131-08 132-20
S4 129-17 130-01 132-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-29 132-22 1-07 0.9% 0-27 0.6% 54% False False 277,883
10 133-29 132-01 1-28 1.4% 0-27 0.6% 70% False False 292,967
20 133-29 128-19 5-10 4.0% 1-00 0.8% 89% False False 314,318
40 133-29 128-12 5-17 4.1% 1-04 0.8% 90% False False 234,847
60 134-14 128-12 6-02 4.5% 1-02 0.8% 82% False False 156,666
80 139-20 128-12 11-08 8.4% 1-03 0.8% 44% False False 117,513
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 136-04
2.618 135-06
1.618 134-20
1.000 134-09
0.618 134-02
HIGH 133-23
0.618 133-16
0.500 133-14
0.382 133-12
LOW 133-05
0.618 132-26
1.000 132-19
1.618 132-08
2.618 131-22
4.250 130-24
Fisher Pivots for day following 07-Oct-2013
Pivot 1 day 3 day
R1 133-14 133-12
PP 133-13 133-11
S1 133-12 133-11

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

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