ECBOT 5 Year T-Note Future March 2013
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 |
124-140 |
124-080 |
-0-060 |
-0.2% |
124-160 |
High |
124-140 |
124-080 |
-0-060 |
-0.2% |
124-180 |
Low |
124-140 |
124-080 |
-0-060 |
-0.2% |
124-080 |
Close |
124-140 |
124-080 |
-0-060 |
-0.2% |
124-080 |
Range |
|
|
|
|
|
ATR |
0-038 |
0-040 |
0-002 |
4.1% |
0-000 |
Volume |
3 |
3 |
0 |
0.0% |
87 |
|
Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-080 |
124-080 |
124-080 |
|
R3 |
124-080 |
124-080 |
124-080 |
|
R2 |
124-080 |
124-080 |
124-080 |
|
R1 |
124-080 |
124-080 |
124-080 |
124-080 |
PP |
124-080 |
124-080 |
124-080 |
124-080 |
S1 |
124-080 |
124-080 |
124-080 |
124-080 |
S2 |
124-080 |
124-080 |
124-080 |
|
S3 |
124-080 |
124-080 |
124-080 |
|
S4 |
124-080 |
124-080 |
124-080 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-093 |
125-027 |
124-135 |
|
R3 |
124-313 |
124-247 |
124-108 |
|
R2 |
124-213 |
124-213 |
124-098 |
|
R1 |
124-147 |
124-147 |
124-089 |
124-130 |
PP |
124-113 |
124-113 |
124-113 |
124-105 |
S1 |
124-047 |
124-047 |
124-071 |
124-030 |
S2 |
124-013 |
124-013 |
124-062 |
|
S3 |
123-233 |
123-267 |
124-052 |
|
S4 |
123-133 |
123-167 |
124-025 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-080 |
2.618 |
124-080 |
1.618 |
124-080 |
1.000 |
124-080 |
0.618 |
124-080 |
HIGH |
124-080 |
0.618 |
124-080 |
0.500 |
124-080 |
0.382 |
124-080 |
LOW |
124-080 |
0.618 |
124-080 |
1.000 |
124-080 |
1.618 |
124-080 |
2.618 |
124-080 |
4.250 |
124-080 |
|
|
Fisher Pivots for day following 09-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
124-080 |
124-110 |
PP |
124-080 |
124-100 |
S1 |
124-080 |
124-090 |
|