ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 14-Oct-2013
Day Change Summary
Previous Current
11-Oct-2013 14-Oct-2013 Change Change % Previous Week
Open 132-21 133-03 0-14 0.3% 133-07
High 133-15 133-05 -0-10 -0.2% 133-25
Low 132-20 131-28 -0-24 -0.6% 132-00
Close 132-26 132-07 -0-19 -0.4% 132-26
Range 0-27 1-09 0-14 51.9% 1-25
ATR 1-01 1-01 0-01 1.8% 0-00
Volume 285,624 56,318 -229,306 -80.3% 1,392,807
Daily Pivots for day following 14-Oct-2013
Classic Woodie Camarilla DeMark
R4 136-08 135-17 132-30
R3 134-31 134-08 132-18
R2 133-22 133-22 132-15
R1 132-31 132-31 132-11 132-22
PP 132-13 132-13 132-13 132-09
S1 131-22 131-22 132-03 131-13
S2 131-04 131-04 131-31
S3 129-27 130-13 131-28
S4 128-18 129-04 131-16
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 138-07 137-09 133-25
R3 136-14 135-16 133-10
R2 134-21 134-21 133-04
R1 133-23 133-23 132-31 133-10
PP 132-28 132-28 132-28 132-21
S1 131-30 131-30 132-21 131-16
S2 131-03 131-03 132-16
S3 129-10 130-05 132-10
S4 127-17 128-12 131-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-25 131-28 1-29 1.4% 0-31 0.7% 18% False True 258,212
10 133-29 131-28 2-01 1.5% 0-29 0.7% 17% False True 268,047
20 133-29 129-20 4-09 3.2% 0-31 0.7% 61% False False 295,455
40 133-29 128-12 5-17 4.2% 1-03 0.8% 69% False False 266,870
60 134-14 128-12 6-02 4.6% 1-02 0.8% 63% False False 178,178
80 135-04 128-12 6-24 5.1% 1-02 0.8% 57% False False 133,647
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 0-05
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 138-19
2.618 136-16
1.618 135-07
1.000 134-14
0.618 133-30
HIGH 133-05
0.618 132-21
0.500 132-16
0.382 132-12
LOW 131-28
0.618 131-03
1.000 130-19
1.618 129-26
2.618 128-17
4.250 126-14
Fisher Pivots for day following 14-Oct-2013
Pivot 1 day 3 day
R1 132-16 132-22
PP 132-13 132-17
S1 132-10 132-12

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

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