ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
124-212 |
124-225 |
0-013 |
0.0% |
124-102 |
| High |
124-227 |
124-247 |
0-020 |
0.1% |
124-240 |
| Low |
124-192 |
124-212 |
0-020 |
0.1% |
124-095 |
| Close |
124-225 |
124-242 |
0-017 |
0.0% |
124-202 |
| Range |
0-035 |
0-035 |
0-000 |
0.0% |
0-145 |
| ATR |
0-069 |
0-066 |
-0-002 |
-3.5% |
0-000 |
| Volume |
277,534 |
297,253 |
19,719 |
7.1% |
2,529,930 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-019 |
125-005 |
124-261 |
|
| R3 |
124-304 |
124-290 |
124-252 |
|
| R2 |
124-269 |
124-269 |
124-248 |
|
| R1 |
124-255 |
124-255 |
124-245 |
124-262 |
| PP |
124-234 |
124-234 |
124-234 |
124-237 |
| S1 |
124-220 |
124-220 |
124-239 |
124-227 |
| S2 |
124-199 |
124-199 |
124-236 |
|
| S3 |
124-164 |
124-185 |
124-232 |
|
| S4 |
124-129 |
124-150 |
124-223 |
|
|
| 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 |
124-247 |
124-170 |
0-077 |
0.2% |
0-042 |
0.1% |
94% |
True |
False |
422,958 |
| 10 |
124-247 |
124-052 |
0-195 |
0.5% |
0-053 |
0.1% |
97% |
True |
False |
456,107 |
| 20 |
124-247 |
123-302 |
0-265 |
0.7% |
0-076 |
0.2% |
98% |
True |
False |
500,535 |
| 40 |
124-247 |
123-100 |
1-147 |
1.2% |
0-070 |
0.2% |
99% |
True |
False |
342,498 |
| 60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-058 |
0.1% |
99% |
True |
False |
228,698 |
| 80 |
124-247 |
123-040 |
1-207 |
1.3% |
0-044 |
0.1% |
99% |
True |
False |
171,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-076 |
|
2.618 |
125-019 |
|
1.618 |
124-304 |
|
1.000 |
124-282 |
|
0.618 |
124-269 |
|
HIGH |
124-247 |
|
0.618 |
124-234 |
|
0.500 |
124-230 |
|
0.382 |
124-225 |
|
LOW |
124-212 |
|
0.618 |
124-190 |
|
1.000 |
124-177 |
|
1.618 |
124-155 |
|
2.618 |
124-120 |
|
4.250 |
124-063 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-238 |
124-233 |
| PP |
124-234 |
124-224 |
| S1 |
124-230 |
124-214 |
|