ok, are you saying you only made rust? Because thermite isn't just rust, it's rust mixed with aluminum. 3 parts rust to 1 part aluminum. This is thermite, but it's not useful because it will separate as soon as it starts burning. You need to mix it with sulphur, but the thermite must be heated for the sulphur to bind. Set your oven to 325, and heat the rust/aluminum mix for awhile. When it's hot, sprinkle the sulphur over it and mix very well, then put it back in the oven for a few minutes to melt the sulphur. Mix again, then put it into your containers.
This stuff won't light by itself - it requires 2,000 degrees F to get it going, so you need to make a first fire mix. 5 parts potassium nitrate, 3 parts fine ground aluminum, and 2 parts sulfur. Mix thoroughly and combine with 1 part finely powdered ferro thermite. You put this stuff on top of the thermite and light it. It heats up and lights the thermite.
It doesn't really matter what you cook the thermite in. Teflon pots are fine even - in fact one variation of thermite uses teflon as an ingredient.
(this is what i was doing in jr. high when everyone else was playing nintendo
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btw, this stuff is pretty much useless as a weapon so if that's why you're making it, don't bother
it's very good at heating things up to obscene temperatures, so if you just feel like wrecking stuff, this is your compound.