ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
124-190 |
124-200 |
0-010 |
0.0% |
124-102 |
| High |
124-240 |
124-230 |
-0-010 |
0.0% |
124-240 |
| Low |
124-180 |
124-182 |
0-002 |
0.0% |
124-095 |
| Close |
124-202 |
124-212 |
0-010 |
0.0% |
124-202 |
| Range |
0-060 |
0-048 |
-0-012 |
-20.0% |
0-145 |
| ATR |
0-073 |
0-071 |
-0-002 |
-2.4% |
0-000 |
| Volume |
591,370 |
429,726 |
-161,644 |
-27.3% |
2,529,930 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-032 |
125-010 |
124-238 |
|
| R3 |
124-304 |
124-282 |
124-225 |
|
| R2 |
124-256 |
124-256 |
124-221 |
|
| R1 |
124-234 |
124-234 |
124-216 |
124-245 |
| PP |
124-208 |
124-208 |
124-208 |
124-214 |
| S1 |
124-186 |
124-186 |
124-208 |
124-197 |
| S2 |
124-160 |
124-160 |
124-203 |
|
| S3 |
124-112 |
124-138 |
124-199 |
|
| S4 |
124-064 |
124-090 |
124-186 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-294 |
125-233 |
124-282 |
|
| R3 |
125-149 |
125-088 |
124-242 |
|
| R2 |
125-004 |
125-004 |
124-229 |
|
| R1 |
124-263 |
124-263 |
124-215 |
124-294 |
| PP |
124-179 |
124-179 |
124-179 |
124-194 |
| S1 |
124-118 |
124-118 |
124-189 |
124-148 |
| S2 |
124-034 |
124-034 |
124-175 |
|
| S3 |
123-209 |
123-293 |
124-162 |
|
| S4 |
123-064 |
123-148 |
124-122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-240 |
124-095 |
0-145 |
0.4% |
0-054 |
0.1% |
81% |
False |
False |
510,751 |
| 10 |
124-240 |
124-015 |
0-225 |
0.6% |
0-060 |
0.2% |
88% |
False |
False |
485,211 |
| 20 |
124-240 |
123-302 |
0-258 |
0.6% |
0-079 |
0.2% |
89% |
False |
False |
530,172 |
| 40 |
124-240 |
123-100 |
1-140 |
1.2% |
0-071 |
0.2% |
94% |
False |
False |
328,313 |
| 60 |
124-240 |
123-100 |
1-140 |
1.2% |
0-057 |
0.1% |
94% |
False |
False |
219,119 |
| 80 |
124-240 |
123-040 |
1-200 |
1.3% |
0-043 |
0.1% |
95% |
False |
False |
164,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-114 |
|
2.618 |
125-036 |
|
1.618 |
124-308 |
|
1.000 |
124-278 |
|
0.618 |
124-260 |
|
HIGH |
124-230 |
|
0.618 |
124-212 |
|
0.500 |
124-206 |
|
0.382 |
124-200 |
|
LOW |
124-182 |
|
0.618 |
124-152 |
|
1.000 |
124-134 |
|
1.618 |
124-104 |
|
2.618 |
124-056 |
|
4.250 |
123-298 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-210 |
124-210 |
| PP |
124-208 |
124-207 |
| S1 |
124-206 |
124-205 |
|