ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
124-147 |
124-202 |
0-055 |
0.1% |
124-200 |
| High |
124-217 |
124-207 |
-0-010 |
0.0% |
124-247 |
| Low |
124-145 |
124-140 |
-0-005 |
0.0% |
124-135 |
| Close |
124-210 |
124-150 |
-0-060 |
-0.2% |
124-147 |
| Range |
0-072 |
0-067 |
-0-005 |
-6.9% |
0-112 |
| ATR |
0-067 |
0-067 |
0-000 |
0.4% |
0-000 |
| Volume |
109,330 |
367,038 |
257,708 |
235.7% |
1,791,916 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-047 |
125-005 |
124-187 |
|
| R3 |
124-300 |
124-258 |
124-168 |
|
| R2 |
124-233 |
124-233 |
124-162 |
|
| R1 |
124-191 |
124-191 |
124-156 |
124-178 |
| PP |
124-166 |
124-166 |
124-166 |
124-159 |
| S1 |
124-124 |
124-124 |
124-144 |
124-112 |
| S2 |
124-099 |
124-099 |
124-138 |
|
| S3 |
124-032 |
124-057 |
124-132 |
|
| S4 |
123-285 |
123-310 |
124-113 |
|
|
| 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% |
0-061 |
0.2% |
13% |
False |
False |
312,204 |
| 10 |
124-247 |
124-135 |
0-112 |
0.3% |
0-055 |
0.1% |
13% |
False |
False |
393,244 |
| 20 |
124-247 |
123-302 |
0-265 |
0.7% |
0-068 |
0.2% |
63% |
False |
False |
461,158 |
| 40 |
124-247 |
123-100 |
1-147 |
1.2% |
0-074 |
0.2% |
79% |
False |
False |
373,646 |
| 60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-062 |
0.2% |
79% |
False |
False |
249,758 |
| 80 |
124-247 |
123-040 |
1-207 |
1.3% |
0-047 |
0.1% |
82% |
False |
False |
187,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-172 |
|
2.618 |
125-062 |
|
1.618 |
124-315 |
|
1.000 |
124-274 |
|
0.618 |
124-248 |
|
HIGH |
124-207 |
|
0.618 |
124-181 |
|
0.500 |
124-174 |
|
0.382 |
124-166 |
|
LOW |
124-140 |
|
0.618 |
124-099 |
|
1.000 |
124-073 |
|
1.618 |
124-032 |
|
2.618 |
123-285 |
|
4.250 |
123-175 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-174 |
124-176 |
| PP |
124-166 |
124-167 |
| S1 |
124-158 |
124-159 |
|