ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
124-245 |
124-200 |
-0-045 |
-0.1% |
124-200 |
| High |
124-247 |
124-212 |
-0-035 |
-0.1% |
124-247 |
| Low |
124-195 |
124-135 |
-0-060 |
-0.2% |
124-135 |
| Close |
124-207 |
124-147 |
-0-060 |
-0.2% |
124-147 |
| Range |
0-052 |
0-077 |
0-025 |
48.1% |
0-112 |
| ATR |
0-065 |
0-066 |
0-001 |
1.3% |
0-000 |
| Volume |
350,605 |
436,798 |
86,193 |
24.6% |
1,791,916 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-076 |
125-028 |
124-189 |
|
| R3 |
124-319 |
124-271 |
124-168 |
|
| R2 |
124-242 |
124-242 |
124-161 |
|
| R1 |
124-194 |
124-194 |
124-154 |
124-180 |
| PP |
124-165 |
124-165 |
124-165 |
124-157 |
| S1 |
124-117 |
124-117 |
124-140 |
124-102 |
| S2 |
124-088 |
124-088 |
124-133 |
|
| S3 |
124-011 |
124-040 |
124-126 |
|
| S4 |
123-254 |
123-283 |
124-105 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-192 |
125-122 |
124-209 |
|
| R3 |
125-080 |
125-010 |
124-178 |
|
| R2 |
124-288 |
124-288 |
124-168 |
|
| R1 |
124-218 |
124-218 |
124-157 |
124-197 |
| PP |
124-176 |
124-176 |
124-176 |
124-166 |
| S1 |
124-106 |
124-106 |
124-137 |
124-085 |
| S2 |
124-064 |
124-064 |
124-126 |
|
| S3 |
123-272 |
123-314 |
124-116 |
|
| S4 |
123-160 |
123-202 |
124-085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-247 |
124-135 |
0-112 |
0.3% |
0-049 |
0.1% |
11% |
False |
True |
358,383 |
| 10 |
124-247 |
124-095 |
0-152 |
0.4% |
0-052 |
0.1% |
34% |
False |
False |
432,184 |
| 20 |
124-247 |
123-302 |
0-265 |
0.7% |
0-067 |
0.2% |
62% |
False |
False |
475,068 |
| 40 |
124-247 |
123-100 |
1-147 |
1.2% |
0-071 |
0.2% |
79% |
False |
False |
361,984 |
| 60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-059 |
0.1% |
79% |
False |
False |
241,822 |
| 80 |
124-247 |
123-040 |
1-207 |
1.3% |
0-045 |
0.1% |
81% |
False |
False |
181,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-219 |
|
2.618 |
125-094 |
|
1.618 |
125-017 |
|
1.000 |
124-289 |
|
0.618 |
124-260 |
|
HIGH |
124-212 |
|
0.618 |
124-183 |
|
0.500 |
124-174 |
|
0.382 |
124-164 |
|
LOW |
124-135 |
|
0.618 |
124-087 |
|
1.000 |
124-058 |
|
1.618 |
124-010 |
|
2.618 |
123-253 |
|
4.250 |
123-128 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-174 |
124-191 |
| PP |
124-165 |
124-176 |
| S1 |
124-156 |
124-162 |
|