ECBOT 30 Year Treasury Bond Future December 2013


Trading Metrics calculated at close of trading on 19-Dec-2013
Day Change Summary
Previous Current
18-Dec-2013 19-Dec-2013 Change Change % Previous Week
Open 131-11 130-29 -0-14 -0.3% 130-26
High 131-19 130-29 -0-22 -0.5% 131-25
Low 130-08 130-10 0-02 0.0% 130-18
Close 130-23 130-19 -0-04 -0.1% 131-04
Range 1-11 0-19 -0-24 -55.8% 1-07
ATR 0-29 0-29 -0-01 -2.5% 0-00
Volume 1,406 839 -567 -40.3% 24,013
Daily Pivots for day following 19-Dec-2013
Classic Woodie Camarilla DeMark
R4 132-12 132-03 130-29
R3 131-25 131-16 130-24
R2 131-06 131-06 130-22
R1 130-29 130-29 130-21 130-24
PP 130-19 130-19 130-19 130-17
S1 130-10 130-10 130-17 130-05
S2 130-00 130-00 130-16
S3 129-13 129-23 130-14
S4 128-26 129-04 130-09
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 134-26 134-06 131-25
R3 133-19 132-31 131-15
R2 132-12 132-12 131-11
R1 131-24 131-24 131-08 132-02
PP 131-05 131-05 131-05 131-10
S1 130-17 130-17 131-00 130-27
S2 129-30 129-30 130-29
S3 128-23 129-10 130-25
S4 127-16 128-03 130-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-19 130-08 1-11 1.0% 0-26 0.6% 26% False False 1,838
10 131-25 129-11 2-14 1.9% 0-25 0.6% 51% False False 4,506
20 132-24 129-11 3-13 2.6% 0-26 0.6% 37% False False 125,236
40 135-24 129-11 6-13 4.9% 0-28 0.7% 20% False False 202,215
60 135-24 129-11 6-13 4.9% 0-29 0.7% 20% False False 227,451
80 135-24 128-12 7-12 5.6% 0-31 0.7% 30% False False 254,303
100 135-24 128-12 7-12 5.6% 1-00 0.8% 30% False False 207,142
120 135-24 128-12 7-12 5.6% 1-00 0.8% 30% False False 172,633
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-14
2.618 132-15
1.618 131-28
1.000 131-16
0.618 131-09
HIGH 130-29
0.618 130-22
0.500 130-20
0.382 130-17
LOW 130-10
0.618 129-30
1.000 129-23
1.618 129-11
2.618 128-24
4.250 127-25
Fisher Pivots for day following 19-Dec-2013
Pivot 1 day 3 day
R1 130-20 130-30
PP 130-19 130-26
S1 130-19 130-22

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

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