ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
124-200 |
124-212 |
0-012 |
0.0% |
124-102 |
| High |
124-230 |
124-227 |
-0-003 |
0.0% |
124-240 |
| Low |
124-182 |
124-192 |
0-010 |
0.0% |
124-095 |
| Close |
124-212 |
124-225 |
0-013 |
0.0% |
124-202 |
| Range |
0-048 |
0-035 |
-0-013 |
-27.1% |
0-145 |
| ATR |
0-071 |
0-069 |
-0-003 |
-3.6% |
0-000 |
| Volume |
429,726 |
277,534 |
-152,192 |
-35.4% |
2,529,930 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-000 |
124-307 |
124-244 |
|
| R3 |
124-285 |
124-272 |
124-235 |
|
| R2 |
124-250 |
124-250 |
124-231 |
|
| R1 |
124-237 |
124-237 |
124-228 |
124-244 |
| PP |
124-215 |
124-215 |
124-215 |
124-218 |
| S1 |
124-202 |
124-202 |
124-222 |
124-208 |
| S2 |
124-180 |
124-180 |
124-219 |
|
| S3 |
124-145 |
124-167 |
124-215 |
|
| S4 |
124-110 |
124-132 |
124-206 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-294 |
125-233 |
124-282 |
|
| R3 |
125-149 |
125-088 |
124-242 |
|
| R2 |
125-004 |
125-004 |
124-229 |
|
| R1 |
124-263 |
124-263 |
124-215 |
124-294 |
| PP |
124-179 |
124-179 |
124-179 |
124-194 |
| S1 |
124-118 |
124-118 |
124-189 |
124-148 |
| S2 |
124-034 |
124-034 |
124-175 |
|
| S3 |
123-209 |
123-293 |
124-162 |
|
| S4 |
123-064 |
123-148 |
124-122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-240 |
124-135 |
0-105 |
0.3% |
0-050 |
0.1% |
86% |
False |
False |
474,284 |
| 10 |
124-240 |
124-042 |
0-198 |
0.5% |
0-055 |
0.1% |
92% |
False |
False |
471,303 |
| 20 |
124-240 |
123-302 |
0-258 |
0.6% |
0-077 |
0.2% |
94% |
False |
False |
509,814 |
| 40 |
124-240 |
123-100 |
1-140 |
1.2% |
0-071 |
0.2% |
97% |
False |
False |
335,155 |
| 60 |
124-240 |
123-100 |
1-140 |
1.2% |
0-058 |
0.1% |
97% |
False |
False |
223,744 |
| 80 |
124-240 |
123-040 |
1-200 |
1.3% |
0-043 |
0.1% |
97% |
False |
False |
167,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-056 |
|
2.618 |
124-319 |
|
1.618 |
124-284 |
|
1.000 |
124-262 |
|
0.618 |
124-249 |
|
HIGH |
124-227 |
|
0.618 |
124-214 |
|
0.500 |
124-210 |
|
0.382 |
124-205 |
|
LOW |
124-192 |
|
0.618 |
124-170 |
|
1.000 |
124-157 |
|
1.618 |
124-135 |
|
2.618 |
124-100 |
|
4.250 |
124-043 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-220 |
124-220 |
| PP |
124-215 |
124-215 |
| S1 |
124-210 |
124-210 |
|