ECBOT 5 Year T-Note Future March 2013
| 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 |
124-080 |
124-060 |
-0-020 |
-0.1% |
124-160 |
| High |
124-080 |
124-080 |
0-000 |
0.0% |
124-180 |
| Low |
124-080 |
124-060 |
-0-020 |
-0.1% |
124-080 |
| Close |
124-080 |
124-080 |
0-000 |
0.0% |
124-080 |
| Range |
0-000 |
0-020 |
0-020 |
|
0-100 |
| ATR |
0-040 |
0-038 |
-0-001 |
-3.5% |
0-000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
87 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-133 |
124-127 |
124-091 |
|
| R3 |
124-113 |
124-107 |
124-086 |
|
| R2 |
124-093 |
124-093 |
124-084 |
|
| R1 |
124-087 |
124-087 |
124-082 |
124-090 |
| PP |
124-073 |
124-073 |
124-073 |
124-075 |
| S1 |
124-067 |
124-067 |
124-078 |
124-070 |
| S2 |
124-053 |
124-053 |
124-076 |
|
| S3 |
124-033 |
124-047 |
124-074 |
|
| S4 |
124-013 |
124-027 |
124-069 |
|
|
| 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 |
124-165 |
|
2.618 |
124-132 |
|
1.618 |
124-112 |
|
1.000 |
124-100 |
|
0.618 |
124-092 |
|
HIGH |
124-080 |
|
0.618 |
124-072 |
|
0.500 |
124-070 |
|
0.382 |
124-068 |
|
LOW |
124-060 |
|
0.618 |
124-048 |
|
1.000 |
124-040 |
|
1.618 |
124-028 |
|
2.618 |
124-008 |
|
4.250 |
123-295 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-077 |
124-100 |
| PP |
124-073 |
124-093 |
| S1 |
124-070 |
124-087 |
|