ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 13-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
119-202 |
119-285 |
0-083 |
0.2% |
118-092 |
| High |
120-000 |
120-030 |
0-030 |
0.1% |
119-305 |
| Low |
119-137 |
119-192 |
0-055 |
0.1% |
118-010 |
| Close |
119-315 |
120-015 |
0-020 |
0.1% |
119-205 |
| Range |
0-183 |
0-158 |
-0-025 |
-13.7% |
1-295 |
| ATR |
0-257 |
0-250 |
-0-007 |
-2.7% |
0-000 |
| Volume |
258,079 |
158,815 |
-99,264 |
-38.5% |
1,053,772 |
|
| Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-126 |
121-069 |
120-102 |
|
| R3 |
120-288 |
120-231 |
120-058 |
|
| R2 |
120-130 |
120-130 |
120-044 |
|
| R1 |
120-073 |
120-073 |
120-029 |
120-102 |
| PP |
119-292 |
119-292 |
119-292 |
119-307 |
| S1 |
119-235 |
119-235 |
120-001 |
119-264 |
| S2 |
119-134 |
119-134 |
119-306 |
|
| S3 |
118-296 |
119-077 |
119-292 |
|
| S4 |
118-138 |
118-239 |
119-248 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-030 |
118-170 |
1-180 |
1.3% |
0-195 |
0.5% |
97% |
True |
False |
229,255 |
| 10 |
120-030 |
118-010 |
2-020 |
1.7% |
0-249 |
0.6% |
98% |
True |
False |
172,016 |
| 20 |
120-190 |
118-010 |
2-180 |
2.1% |
0-253 |
0.7% |
79% |
False |
False |
159,699 |
| 40 |
120-190 |
114-120 |
6-070 |
5.2% |
0-266 |
0.7% |
91% |
False |
False |
190,388 |
| 60 |
120-190 |
110-240 |
9-270 |
8.2% |
0-244 |
0.6% |
94% |
False |
False |
128,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-062 |
|
2.618 |
121-124 |
|
1.618 |
120-286 |
|
1.000 |
120-188 |
|
0.618 |
120-128 |
|
HIGH |
120-030 |
|
0.618 |
119-290 |
|
0.500 |
119-271 |
|
0.382 |
119-252 |
|
LOW |
119-192 |
|
0.618 |
119-094 |
|
1.000 |
119-034 |
|
1.618 |
118-256 |
|
2.618 |
118-098 |
|
4.250 |
117-160 |
|
|
| Fisher Pivots for day following 13-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-314 |
119-288 |
| PP |
119-292 |
119-240 |
| S1 |
119-271 |
119-192 |
|