ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
124-090 |
124-060 |
-0-030 |
-0.1% |
124-140 |
| High |
124-090 |
124-090 |
0-000 |
0.0% |
124-140 |
| Low |
124-090 |
124-060 |
-0-030 |
-0.1% |
124-060 |
| Close |
124-090 |
124-090 |
0-000 |
0.0% |
124-090 |
| Range |
0-000 |
0-030 |
0-030 |
|
0-080 |
| ATR |
0-034 |
0-033 |
0-000 |
-0.8% |
0-000 |
| Volume |
9 |
2 |
-7 |
-77.8% |
25 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-170 |
124-160 |
124-106 |
|
| R3 |
124-140 |
124-130 |
124-098 |
|
| R2 |
124-110 |
124-110 |
124-096 |
|
| R1 |
124-100 |
124-100 |
124-093 |
124-105 |
| PP |
124-080 |
124-080 |
124-080 |
124-082 |
| S1 |
124-070 |
124-070 |
124-087 |
124-075 |
| S2 |
124-050 |
124-050 |
124-084 |
|
| S3 |
124-020 |
124-040 |
124-082 |
|
| S4 |
123-310 |
124-010 |
124-074 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-017 |
124-293 |
124-134 |
|
| R3 |
124-257 |
124-213 |
124-112 |
|
| R2 |
124-177 |
124-177 |
124-105 |
|
| R1 |
124-133 |
124-133 |
124-097 |
124-115 |
| PP |
124-097 |
124-097 |
124-097 |
124-088 |
| S1 |
124-053 |
124-053 |
124-083 |
124-035 |
| S2 |
124-017 |
124-017 |
124-075 |
|
| S3 |
123-257 |
123-293 |
124-068 |
|
| S4 |
123-177 |
123-213 |
124-046 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-218 |
|
2.618 |
124-169 |
|
1.618 |
124-139 |
|
1.000 |
124-120 |
|
0.618 |
124-109 |
|
HIGH |
124-090 |
|
0.618 |
124-079 |
|
0.500 |
124-075 |
|
0.382 |
124-071 |
|
LOW |
124-060 |
|
0.618 |
124-041 |
|
1.000 |
124-030 |
|
1.618 |
124-011 |
|
2.618 |
123-301 |
|
4.250 |
123-252 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-085 |
124-085 |
| PP |
124-080 |
124-080 |
| S1 |
124-075 |
124-075 |
|