ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
124-202 |
124-152 |
-0-050 |
-0.1% |
124-200 |
| High |
124-207 |
124-175 |
-0-032 |
-0.1% |
124-247 |
| Low |
124-140 |
124-117 |
-0-023 |
-0.1% |
124-135 |
| Close |
124-150 |
124-152 |
0-002 |
0.0% |
124-147 |
| Range |
0-067 |
0-058 |
-0-009 |
-13.4% |
0-112 |
| ATR |
0-067 |
0-066 |
-0-001 |
-0.9% |
0-000 |
| Volume |
367,038 |
366,182 |
-856 |
-0.2% |
1,791,916 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-002 |
124-295 |
124-184 |
|
| R3 |
124-264 |
124-237 |
124-168 |
|
| R2 |
124-206 |
124-206 |
124-163 |
|
| R1 |
124-179 |
124-179 |
124-157 |
124-181 |
| PP |
124-148 |
124-148 |
124-148 |
124-149 |
| S1 |
124-121 |
124-121 |
124-147 |
124-123 |
| S2 |
124-090 |
124-090 |
124-141 |
|
| S3 |
124-032 |
124-063 |
124-136 |
|
| S4 |
123-294 |
124-005 |
124-120 |
|
|
| 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 |
124-117 |
0-130 |
0.3% |
0-065 |
0.2% |
27% |
False |
True |
325,990 |
| 10 |
124-247 |
124-117 |
0-130 |
0.3% |
0-054 |
0.1% |
27% |
False |
True |
374,474 |
| 20 |
124-247 |
123-302 |
0-265 |
0.7% |
0-067 |
0.2% |
64% |
False |
False |
451,530 |
| 40 |
124-247 |
123-100 |
1-147 |
1.2% |
0-074 |
0.2% |
80% |
False |
False |
382,791 |
| 60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-063 |
0.2% |
80% |
False |
False |
255,859 |
| 80 |
124-247 |
123-040 |
1-207 |
1.3% |
0-048 |
0.1% |
82% |
False |
False |
191,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-102 |
|
2.618 |
125-007 |
|
1.618 |
124-269 |
|
1.000 |
124-233 |
|
0.618 |
124-211 |
|
HIGH |
124-175 |
|
0.618 |
124-153 |
|
0.500 |
124-146 |
|
0.382 |
124-139 |
|
LOW |
124-117 |
|
0.618 |
124-081 |
|
1.000 |
124-059 |
|
1.618 |
124-023 |
|
2.618 |
123-285 |
|
4.250 |
123-190 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-150 |
124-167 |
| PP |
124-148 |
124-162 |
| S1 |
124-146 |
124-157 |
|