ECBOT 5 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 09-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
118-267 |
119-100 |
0-153 |
0.4% |
118-092 |
High |
119-152 |
119-305 |
0-153 |
0.4% |
119-305 |
Low |
118-250 |
119-035 |
0-105 |
0.3% |
118-010 |
Close |
119-102 |
119-205 |
0-103 |
0.3% |
119-205 |
Range |
0-222 |
0-270 |
0-048 |
21.6% |
1-295 |
ATR |
0-262 |
0-263 |
0-001 |
0.2% |
0-000 |
Volume |
212,490 |
224,182 |
11,692 |
5.5% |
1,053,772 |
|
Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-032 |
121-228 |
120-034 |
|
R3 |
121-082 |
120-278 |
119-279 |
|
R2 |
120-132 |
120-132 |
119-254 |
|
R1 |
120-008 |
120-008 |
119-230 |
120-070 |
PP |
119-182 |
119-182 |
119-182 |
119-212 |
S1 |
119-058 |
119-058 |
119-180 |
119-120 |
S2 |
118-232 |
118-232 |
119-156 |
|
S3 |
117-282 |
118-108 |
119-131 |
|
S4 |
117-012 |
117-158 |
119-056 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-312 |
124-073 |
120-223 |
|
R3 |
123-017 |
122-098 |
120-054 |
|
R2 |
121-042 |
121-042 |
119-318 |
|
R1 |
120-123 |
120-123 |
119-261 |
120-242 |
PP |
119-067 |
119-067 |
119-067 |
119-126 |
S1 |
118-148 |
118-148 |
119-149 |
118-268 |
S2 |
117-092 |
117-092 |
119-092 |
|
S3 |
115-117 |
116-173 |
119-036 |
|
S4 |
113-142 |
114-198 |
118-187 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-172 |
2.618 |
122-052 |
1.618 |
121-102 |
1.000 |
120-255 |
0.618 |
120-152 |
HIGH |
119-305 |
0.618 |
119-202 |
0.500 |
119-170 |
0.382 |
119-138 |
LOW |
119-035 |
0.618 |
118-188 |
1.000 |
118-085 |
1.618 |
117-238 |
2.618 |
116-288 |
4.250 |
115-168 |
|
|
Fisher Pivots for day following 09-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
119-193 |
119-162 |
PP |
119-182 |
119-120 |
S1 |
119-170 |
119-078 |
|