ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
119-000 |
118-312 |
-0-008 |
0.0% |
119-290 |
| High |
119-042 |
119-130 |
0-088 |
0.2% |
120-010 |
| Low |
118-212 |
118-250 |
0-038 |
0.1% |
118-197 |
| Close |
118-300 |
119-127 |
0-147 |
0.4% |
119-000 |
| Range |
0-150 |
0-200 |
0-050 |
33.3% |
1-133 |
| ATR |
0-244 |
0-241 |
-0-003 |
-1.3% |
0-000 |
| Volume |
288,760 |
244,909 |
-43,851 |
-15.2% |
952,066 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-022 |
120-275 |
119-237 |
|
| R3 |
120-142 |
120-075 |
119-182 |
|
| R2 |
119-262 |
119-262 |
119-164 |
|
| R1 |
119-195 |
119-195 |
119-145 |
119-228 |
| PP |
119-062 |
119-062 |
119-062 |
119-079 |
| S1 |
118-315 |
118-315 |
119-109 |
119-028 |
| S2 |
118-182 |
118-182 |
119-090 |
|
| S3 |
117-302 |
118-115 |
119-072 |
|
| S4 |
117-102 |
117-235 |
119-017 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-148 |
122-207 |
119-249 |
|
| R3 |
122-015 |
121-074 |
119-125 |
|
| R2 |
120-202 |
120-202 |
119-083 |
|
| R1 |
119-261 |
119-261 |
119-042 |
119-165 |
| PP |
119-069 |
119-069 |
119-069 |
119-021 |
| S1 |
118-128 |
118-128 |
118-278 |
118-032 |
| S2 |
117-256 |
117-256 |
118-237 |
|
| S3 |
116-123 |
116-315 |
118-195 |
|
| S4 |
114-310 |
115-182 |
118-071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-270 |
118-197 |
1-073 |
1.0% |
0-204 |
0.5% |
64% |
False |
False |
252,681 |
| 10 |
120-237 |
118-197 |
2-040 |
1.8% |
0-220 |
0.6% |
37% |
False |
False |
245,196 |
| 20 |
120-237 |
118-010 |
2-227 |
2.3% |
0-241 |
0.6% |
50% |
False |
False |
201,728 |
| 40 |
120-237 |
115-275 |
4-282 |
4.1% |
0-263 |
0.7% |
72% |
False |
False |
208,388 |
| 60 |
120-237 |
110-290 |
9-267 |
8.2% |
0-253 |
0.7% |
86% |
False |
False |
166,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-020 |
|
2.618 |
121-014 |
|
1.618 |
120-134 |
|
1.000 |
120-010 |
|
0.618 |
119-254 |
|
HIGH |
119-130 |
|
0.618 |
119-054 |
|
0.500 |
119-030 |
|
0.382 |
119-006 |
|
LOW |
118-250 |
|
0.618 |
118-126 |
|
1.000 |
118-050 |
|
1.618 |
117-246 |
|
2.618 |
117-046 |
|
4.250 |
116-040 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-095 |
119-087 |
| PP |
119-062 |
119-047 |
| S1 |
119-030 |
119-007 |
|