ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
124-225 |
124-245 |
0-020 |
0.1% |
124-102 |
| High |
124-247 |
124-247 |
0-000 |
0.0% |
124-240 |
| Low |
124-212 |
124-195 |
-0-017 |
0.0% |
124-095 |
| Close |
124-242 |
124-207 |
-0-035 |
-0.1% |
124-202 |
| Range |
0-035 |
0-052 |
0-017 |
48.6% |
0-145 |
| ATR |
0-066 |
0-065 |
-0-001 |
-1.5% |
0-000 |
| Volume |
297,253 |
350,605 |
53,352 |
17.9% |
2,529,930 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-052 |
125-022 |
124-236 |
|
| R3 |
125-000 |
124-290 |
124-221 |
|
| R2 |
124-268 |
124-268 |
124-217 |
|
| R1 |
124-238 |
124-238 |
124-212 |
124-227 |
| PP |
124-216 |
124-216 |
124-216 |
124-211 |
| S1 |
124-186 |
124-186 |
124-202 |
124-175 |
| S2 |
124-164 |
124-164 |
124-197 |
|
| S3 |
124-112 |
124-134 |
124-193 |
|
| S4 |
124-060 |
124-082 |
124-178 |
|
|
| 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 |
124-180 |
0-067 |
0.2% |
0-046 |
0.1% |
40% |
True |
False |
389,297 |
| 10 |
124-247 |
124-052 |
0-195 |
0.5% |
0-052 |
0.1% |
79% |
True |
False |
432,311 |
| 20 |
124-247 |
123-302 |
0-265 |
0.7% |
0-073 |
0.2% |
85% |
True |
False |
488,520 |
| 40 |
124-247 |
123-100 |
1-147 |
1.2% |
0-070 |
0.2% |
91% |
True |
False |
351,158 |
| 60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-058 |
0.1% |
91% |
True |
False |
234,542 |
| 80 |
124-247 |
123-040 |
1-207 |
1.3% |
0-044 |
0.1% |
92% |
True |
False |
175,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-148 |
|
2.618 |
125-063 |
|
1.618 |
125-011 |
|
1.000 |
124-299 |
|
0.618 |
124-279 |
|
HIGH |
124-247 |
|
0.618 |
124-227 |
|
0.500 |
124-221 |
|
0.382 |
124-215 |
|
LOW |
124-195 |
|
0.618 |
124-163 |
|
1.000 |
124-143 |
|
1.618 |
124-111 |
|
2.618 |
124-059 |
|
4.250 |
123-294 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-221 |
124-220 |
| PP |
124-216 |
124-215 |
| S1 |
124-212 |
124-211 |
|