ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-000 |
124-020 |
0-020 |
0.1% |
124-100 |
| High |
124-000 |
124-020 |
0-020 |
0.1% |
124-100 |
| Low |
124-000 |
124-020 |
0-020 |
0.1% |
123-300 |
| Close |
124-000 |
124-020 |
0-020 |
0.1% |
123-300 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
21 |
21 |
0 |
0.0% |
111 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-020 |
124-020 |
124-020 |
|
| R3 |
124-020 |
124-020 |
124-020 |
|
| R2 |
124-020 |
124-020 |
124-020 |
|
| R1 |
124-020 |
124-020 |
124-020 |
124-020 |
| PP |
124-020 |
124-020 |
124-020 |
124-020 |
| S1 |
124-020 |
124-020 |
124-020 |
124-020 |
| S2 |
124-020 |
124-020 |
124-020 |
|
| S3 |
124-020 |
124-020 |
124-020 |
|
| S4 |
124-020 |
124-020 |
124-020 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-060 |
124-300 |
124-046 |
|
| R3 |
124-260 |
124-180 |
124-013 |
|
| R2 |
124-140 |
124-140 |
124-002 |
|
| R1 |
124-060 |
124-060 |
123-311 |
124-040 |
| PP |
124-020 |
124-020 |
124-020 |
124-010 |
| S1 |
123-260 |
123-260 |
123-289 |
123-240 |
| S2 |
123-220 |
123-220 |
123-278 |
|
| S3 |
123-100 |
123-140 |
123-267 |
|
| S4 |
122-300 |
123-020 |
123-234 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-020 |
|
2.618 |
124-020 |
|
1.618 |
124-020 |
|
1.000 |
124-020 |
|
0.618 |
124-020 |
|
HIGH |
124-020 |
|
0.618 |
124-020 |
|
0.500 |
124-020 |
|
0.382 |
124-020 |
|
LOW |
124-020 |
|
0.618 |
124-020 |
|
1.000 |
124-020 |
|
1.618 |
124-020 |
|
2.618 |
124-020 |
|
4.250 |
124-020 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-020 |
124-013 |
| PP |
124-020 |
124-007 |
| S1 |
124-020 |
124-000 |
|