ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
124-200 |
124-147 |
-0-053 |
-0.1% |
124-200 |
| High |
124-212 |
124-217 |
0-005 |
0.0% |
124-247 |
| Low |
124-135 |
124-145 |
0-010 |
0.0% |
124-135 |
| Close |
124-147 |
124-210 |
0-063 |
0.2% |
124-147 |
| Range |
0-077 |
0-072 |
-0-005 |
-6.5% |
0-112 |
| ATR |
0-066 |
0-067 |
0-000 |
0.6% |
0-000 |
| Volume |
436,798 |
109,330 |
-327,468 |
-75.0% |
1,791,916 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-087 |
125-060 |
124-250 |
|
| R3 |
125-015 |
124-308 |
124-230 |
|
| R2 |
124-263 |
124-263 |
124-223 |
|
| R1 |
124-236 |
124-236 |
124-217 |
124-250 |
| PP |
124-191 |
124-191 |
124-191 |
124-197 |
| S1 |
124-164 |
124-164 |
124-203 |
124-178 |
| S2 |
124-119 |
124-119 |
124-197 |
|
| S3 |
124-047 |
124-092 |
124-190 |
|
| S4 |
123-295 |
124-020 |
124-170 |
|
|
| 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% |
0-054 |
0.1% |
67% |
False |
False |
294,304 |
| 10 |
124-247 |
124-095 |
0-152 |
0.4% |
0-054 |
0.1% |
76% |
False |
False |
402,527 |
| 20 |
124-247 |
123-302 |
0-265 |
0.7% |
0-067 |
0.2% |
86% |
False |
False |
460,966 |
| 40 |
124-247 |
123-100 |
1-147 |
1.2% |
0-072 |
0.2% |
92% |
False |
False |
364,590 |
| 60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-060 |
0.2% |
92% |
False |
False |
243,642 |
| 80 |
124-247 |
123-040 |
1-207 |
1.3% |
0-046 |
0.1% |
93% |
False |
False |
182,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-203 |
|
2.618 |
125-085 |
|
1.618 |
125-013 |
|
1.000 |
124-289 |
|
0.618 |
124-261 |
|
HIGH |
124-217 |
|
0.618 |
124-189 |
|
0.500 |
124-181 |
|
0.382 |
124-173 |
|
LOW |
124-145 |
|
0.618 |
124-101 |
|
1.000 |
124-073 |
|
1.618 |
124-029 |
|
2.618 |
123-277 |
|
4.250 |
123-159 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-200 |
124-204 |
| PP |
124-191 |
124-197 |
| S1 |
124-181 |
124-191 |
|