Concept:
Cockroach shows tripod gait during walking. Three legs remain on the ground while the other three move forward.
Step 1: Recall the tripod gait.
The legs are moved in alternate groups.
This provides balance during locomotion.
Step 2: Identify the pivot.
The middle leg acts as the supporting pivot.
It helps maintain equilibrium.
\[
\boxed{\text{Pivot = Middle leg}}
\]
Step 3: Choose the correct option.
Hence,
\[
\boxed{\text{Option (C)}}
\]
is correct.