ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 16-Oct-2013
Day Change Summary
Previous Current
15-Oct-2013 16-Oct-2013 Change Change % Previous Week
Open 131-31 131-30 -0-01 0.0% 133-07
High 132-18 133-04 0-18 0.4% 133-25
Low 131-27 131-21 -0-06 -0.1% 132-00
Close 132-05 132-31 0-26 0.6% 132-26
Range 0-23 1-15 0-24 104.3% 1-25
ATR 1-01 1-02 0-01 3.2% 0-00
Volume 251,898 312,315 60,417 24.0% 1,392,807
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 137-00 136-14 133-25
R3 135-17 134-31 133-12
R2 134-02 134-02 133-08
R1 133-16 133-16 133-03 133-25
PP 132-19 132-19 132-19 132-23
S1 132-01 132-01 132-27 132-10
S2 131-04 131-04 132-22
S3 129-21 130-18 132-18
S4 128-06 129-03 132-05
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
5 133-15 131-21 1-26 1.4% 1-02 0.8% 72% False True 252,035
10 133-29 131-21 2-08 1.7% 0-30 0.7% 58% False True 258,102
20 133-29 130-31 2-30 2.2% 0-29 0.7% 68% False False 287,086
40 133-29 128-12 5-17 4.2% 1-03 0.8% 83% False False 280,779
60 133-29 128-12 5-17 4.2% 1-03 0.8% 83% False False 187,578
80 135-01 128-12 6-21 5.0% 1-02 0.8% 69% False False 140,699
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 139-12
2.618 136-31
1.618 135-16
1.000 134-19
0.618 134-01
HIGH 133-04
0.618 132-18
0.500 132-12
0.382 132-07
LOW 131-21
0.618 130-24
1.000 130-06
1.618 129-09
2.618 127-26
4.250 125-13
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 132-25 132-25
PP 132-19 132-19
S1 132-12 132-13

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

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