ECBOT 10 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
132-310 |
132-110 |
-0-200 |
-0.5% |
132-240 |
| High |
133-000 |
132-110 |
-0-210 |
-0.5% |
133-070 |
| Low |
132-280 |
132-110 |
-0-170 |
-0.4% |
132-110 |
| Close |
132-280 |
132-110 |
-0-170 |
-0.4% |
132-110 |
| Range |
0-040 |
0-000 |
-0-040 |
-100.0% |
0-280 |
| ATR |
0-089 |
0-094 |
0-006 |
6.6% |
0-000 |
| Volume |
11 |
25 |
14 |
127.3% |
125 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-110 |
132-110 |
132-110 |
|
| R3 |
132-110 |
132-110 |
132-110 |
|
| R2 |
132-110 |
132-110 |
132-110 |
|
| R1 |
132-110 |
132-110 |
132-110 |
132-110 |
| PP |
132-110 |
132-110 |
132-110 |
132-110 |
| S1 |
132-110 |
132-110 |
132-110 |
132-110 |
| S2 |
132-110 |
132-110 |
132-110 |
|
| S3 |
132-110 |
132-110 |
132-110 |
|
| S4 |
132-110 |
132-110 |
132-110 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-083 |
134-217 |
132-264 |
|
| R3 |
134-123 |
133-257 |
132-187 |
|
| R2 |
133-163 |
133-163 |
132-161 |
|
| R1 |
132-297 |
132-297 |
132-136 |
132-250 |
| PP |
132-203 |
132-203 |
132-203 |
132-180 |
| S1 |
132-017 |
132-017 |
132-084 |
131-290 |
| S2 |
131-243 |
131-243 |
132-059 |
|
| S3 |
130-283 |
131-057 |
132-033 |
|
| S4 |
130-003 |
130-097 |
131-276 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-110 |
|
2.618 |
132-110 |
|
1.618 |
132-110 |
|
1.000 |
132-110 |
|
0.618 |
132-110 |
|
HIGH |
132-110 |
|
0.618 |
132-110 |
|
0.500 |
132-110 |
|
0.382 |
132-110 |
|
LOW |
132-110 |
|
0.618 |
132-110 |
|
1.000 |
132-110 |
|
1.618 |
132-110 |
|
2.618 |
132-110 |
|
4.250 |
132-110 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
132-110 |
132-250 |
| PP |
132-110 |
132-203 |
| S1 |
132-110 |
132-157 |
|