ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
120-012 |
120-175 |
0-163 |
0.4% |
118-092 |
| High |
120-217 |
120-237 |
0-020 |
0.1% |
119-305 |
| Low |
119-250 |
120-070 |
0-140 |
0.4% |
118-010 |
| Close |
120-155 |
120-130 |
-0-025 |
-0.1% |
119-205 |
| Range |
0-287 |
0-167 |
-0-120 |
-41.8% |
1-295 |
| ATR |
0-252 |
0-246 |
-0-006 |
-2.4% |
0-000 |
| Volume |
218,202 |
349,085 |
130,883 |
60.0% |
1,053,772 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-007 |
121-235 |
120-222 |
|
| R3 |
121-160 |
121-068 |
120-176 |
|
| R2 |
120-313 |
120-313 |
120-161 |
|
| R1 |
120-221 |
120-221 |
120-145 |
120-184 |
| PP |
120-146 |
120-146 |
120-146 |
120-127 |
| S1 |
120-054 |
120-054 |
120-115 |
120-016 |
| S2 |
119-299 |
119-299 |
120-099 |
|
| S3 |
119-132 |
119-207 |
120-084 |
|
| S4 |
118-285 |
119-040 |
120-038 |
|
|
| 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 |
120-237 |
119-035 |
1-202 |
1.4% |
0-213 |
0.6% |
80% |
True |
False |
241,672 |
| 10 |
120-237 |
118-010 |
2-227 |
2.3% |
0-240 |
0.6% |
88% |
True |
False |
212,974 |
| 20 |
120-237 |
118-010 |
2-227 |
2.3% |
0-236 |
0.6% |
88% |
True |
False |
164,388 |
| 40 |
120-237 |
114-230 |
6-007 |
5.0% |
0-270 |
0.7% |
94% |
True |
False |
203,748 |
| 60 |
120-237 |
110-290 |
9-267 |
8.2% |
0-248 |
0.6% |
97% |
True |
False |
137,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-307 |
|
2.618 |
122-034 |
|
1.618 |
121-187 |
|
1.000 |
121-084 |
|
0.618 |
121-020 |
|
HIGH |
120-237 |
|
0.618 |
120-173 |
|
0.500 |
120-154 |
|
0.382 |
120-134 |
|
LOW |
120-070 |
|
0.618 |
119-287 |
|
1.000 |
119-223 |
|
1.618 |
119-120 |
|
2.618 |
118-273 |
|
4.250 |
118-000 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-154 |
120-105 |
| PP |
120-146 |
120-080 |
| S1 |
120-138 |
120-054 |
|