ECBOT 5 Year T-Note Future March 2013
| 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 |
124-180 |
124-140 |
-0-040 |
-0.1% |
124-070 |
| High |
124-180 |
124-140 |
-0-040 |
-0.1% |
124-150 |
| Low |
124-180 |
124-140 |
-0-040 |
-0.1% |
124-070 |
| Close |
124-180 |
124-140 |
-0-040 |
-0.1% |
124-150 |
| Range |
|
|
|
|
|
| ATR |
0-034 |
0-035 |
0-000 |
1.2% |
0-000 |
| Volume |
21 |
21 |
0 |
0.0% |
105 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-140 |
124-140 |
124-140 |
|
| R3 |
124-140 |
124-140 |
124-140 |
|
| R2 |
124-140 |
124-140 |
124-140 |
|
| R1 |
124-140 |
124-140 |
124-140 |
124-140 |
| PP |
124-140 |
124-140 |
124-140 |
124-140 |
| S1 |
124-140 |
124-140 |
124-140 |
124-140 |
| S2 |
124-140 |
124-140 |
124-140 |
|
| S3 |
124-140 |
124-140 |
124-140 |
|
| S4 |
124-140 |
124-140 |
124-140 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-043 |
125-017 |
124-194 |
|
| R3 |
124-283 |
124-257 |
124-172 |
|
| R2 |
124-203 |
124-203 |
124-165 |
|
| R1 |
124-177 |
124-177 |
124-157 |
124-190 |
| PP |
124-123 |
124-123 |
124-123 |
124-130 |
| S1 |
124-097 |
124-097 |
124-143 |
124-110 |
| S2 |
124-043 |
124-043 |
124-135 |
|
| S3 |
123-283 |
124-017 |
124-128 |
|
| S4 |
123-203 |
123-257 |
124-106 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-140 |
|
2.618 |
124-140 |
|
1.618 |
124-140 |
|
1.000 |
124-140 |
|
0.618 |
124-140 |
|
HIGH |
124-140 |
|
0.618 |
124-140 |
|
0.500 |
124-140 |
|
0.382 |
124-140 |
|
LOW |
124-140 |
|
0.618 |
124-140 |
|
1.000 |
124-140 |
|
1.618 |
124-140 |
|
2.618 |
124-140 |
|
4.250 |
124-140 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-140 |
124-160 |
| PP |
124-140 |
124-153 |
| S1 |
124-140 |
124-147 |
|