ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 132-05 132-16 0-11 0.3% 132-17
High 132-24 132-16 -0-08 -0.2% 133-10
Low 132-03 131-21 -0-14 -0.3% 130-14
Close 132-23 132-07 -0-16 -0.4% 131-29
Range 0-21 0-27 0-06 28.6% 2-28
ATR 0-31 0-31 0-00 0.7% 0-00
Volume 610,095 372,917 -237,178 -38.9% 1,774,813
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 134-21 134-09 132-22
R3 133-26 133-14 132-14
R2 132-31 132-31 132-12
R1 132-19 132-19 132-09 132-12
PP 132-04 132-04 132-04 132-00
S1 131-24 131-24 132-05 131-16
S2 131-09 131-09 132-02
S3 130-14 130-29 132-00
S4 129-19 130-02 131-24
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 140-16 139-03 133-16
R3 137-20 136-07 132-22
R2 134-24 134-24 132-14
R1 133-11 133-11 132-05 132-20
PP 131-28 131-28 131-28 131-17
S1 130-15 130-15 131-21 129-24
S2 129-00 129-00 131-12
S3 126-04 127-19 131-04
S4 123-08 124-23 130-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-24 130-14 2-10 1.7% 0-26 0.6% 77% False False 446,338
10 133-10 130-14 2-28 2.2% 0-30 0.7% 62% False False 381,232
20 135-10 130-14 4-28 3.7% 0-31 0.7% 37% False False 332,345
40 135-24 130-14 5-10 4.0% 0-30 0.7% 34% False False 294,208
60 135-24 128-12 7-12 5.6% 1-00 0.8% 52% False False 304,649
80 135-24 128-12 7-12 5.6% 1-01 0.8% 52% False False 255,474
100 135-24 128-12 7-12 5.6% 1-01 0.8% 52% False False 204,427
120 139-20 128-12 11-08 8.5% 1-01 0.8% 34% False False 170,364
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136-03
2.618 134-23
1.618 133-28
1.000 133-11
0.618 133-01
HIGH 132-16
0.618 132-06
0.500 132-02
0.382 131-31
LOW 131-21
0.618 131-04
1.000 130-26
1.618 130-09
2.618 129-14
4.250 128-02
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 132-06 132-07
PP 132-04 132-07
S1 132-02 132-06

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

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