ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
124-080 |
124-090 |
0-010 |
0.0% |
124-140 |
| High |
124-080 |
124-090 |
0-010 |
0.0% |
124-140 |
| Low |
124-080 |
124-090 |
0-010 |
0.0% |
124-060 |
| Close |
124-080 |
124-090 |
0-010 |
0.0% |
124-090 |
| Range |
|
|
|
|
|
| ATR |
0-036 |
0-034 |
-0-002 |
-5.1% |
0-000 |
| Volume |
9 |
9 |
0 |
0.0% |
25 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-090 |
124-090 |
124-090 |
|
| R3 |
124-090 |
124-090 |
124-090 |
|
| R2 |
124-090 |
124-090 |
124-090 |
|
| R1 |
124-090 |
124-090 |
124-090 |
124-090 |
| PP |
124-090 |
124-090 |
124-090 |
124-090 |
| S1 |
124-090 |
124-090 |
124-090 |
124-090 |
| S2 |
124-090 |
124-090 |
124-090 |
|
| S3 |
124-090 |
124-090 |
124-090 |
|
| S4 |
124-090 |
124-090 |
124-090 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-017 |
124-293 |
124-134 |
|
| R3 |
124-257 |
124-213 |
124-112 |
|
| R2 |
124-177 |
124-177 |
124-105 |
|
| R1 |
124-133 |
124-133 |
124-097 |
124-115 |
| PP |
124-097 |
124-097 |
124-097 |
124-088 |
| S1 |
124-053 |
124-053 |
124-083 |
124-035 |
| S2 |
124-017 |
124-017 |
124-075 |
|
| S3 |
123-257 |
123-293 |
124-068 |
|
| S4 |
123-177 |
123-213 |
124-046 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-090 |
|
2.618 |
124-090 |
|
1.618 |
124-090 |
|
1.000 |
124-090 |
|
0.618 |
124-090 |
|
HIGH |
124-090 |
|
0.618 |
124-090 |
|
0.500 |
124-090 |
|
0.382 |
124-090 |
|
LOW |
124-090 |
|
0.618 |
124-090 |
|
1.000 |
124-090 |
|
1.618 |
124-090 |
|
2.618 |
124-090 |
|
4.250 |
124-090 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-090 |
124-085 |
| PP |
124-090 |
124-080 |
| S1 |
124-090 |
124-075 |
|