ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 04-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
124-180 |
124-140 |
-0-040 |
-0.1% |
124-070 |
High |
124-180 |
124-140 |
-0-040 |
-0.1% |
124-150 |
Low |
124-180 |
124-140 |
-0-040 |
-0.1% |
124-070 |
Close |
124-180 |
124-140 |
-0-040 |
-0.1% |
124-150 |
Range |
|
|
|
|
|
ATR |
0-034 |
0-035 |
0-000 |
1.2% |
0-000 |
Volume |
21 |
21 |
0 |
0.0% |
105 |
|
Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-140 |
124-140 |
124-140 |
|
R3 |
124-140 |
124-140 |
124-140 |
|
R2 |
124-140 |
124-140 |
124-140 |
|
R1 |
124-140 |
124-140 |
124-140 |
124-140 |
PP |
124-140 |
124-140 |
124-140 |
124-140 |
S1 |
124-140 |
124-140 |
124-140 |
124-140 |
S2 |
124-140 |
124-140 |
124-140 |
|
S3 |
124-140 |
124-140 |
124-140 |
|
S4 |
124-140 |
124-140 |
124-140 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-043 |
125-017 |
124-194 |
|
R3 |
124-283 |
124-257 |
124-172 |
|
R2 |
124-203 |
124-203 |
124-165 |
|
R1 |
124-177 |
124-177 |
124-157 |
124-190 |
PP |
124-123 |
124-123 |
124-123 |
124-130 |
S1 |
124-097 |
124-097 |
124-143 |
124-110 |
S2 |
124-043 |
124-043 |
124-135 |
|
S3 |
123-283 |
124-017 |
124-128 |
|
S4 |
123-203 |
123-257 |
124-106 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-140 |
2.618 |
124-140 |
1.618 |
124-140 |
1.000 |
124-140 |
0.618 |
124-140 |
HIGH |
124-140 |
0.618 |
124-140 |
0.500 |
124-140 |
0.382 |
124-140 |
LOW |
124-140 |
0.618 |
124-140 |
1.000 |
124-140 |
1.618 |
124-140 |
2.618 |
124-140 |
4.250 |
124-140 |
|
|
Fisher Pivots for day following 04-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
124-140 |
124-160 |
PP |
124-140 |
124-153 |
S1 |
124-140 |
124-147 |
|