ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
119-085 |
118-217 |
-0-188 |
-0.5% |
119-290 |
| High |
119-135 |
118-262 |
-0-193 |
-0.5% |
120-010 |
| Low |
118-222 |
118-000 |
-0-222 |
-0.6% |
118-197 |
| Close |
118-262 |
118-082 |
-0-180 |
-0.5% |
119-000 |
| Range |
0-233 |
0-262 |
0-029 |
12.4% |
1-133 |
| ATR |
0-240 |
0-242 |
0-002 |
0.7% |
0-000 |
| Volume |
226,859 |
256,387 |
29,528 |
13.0% |
952,066 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-261 |
120-113 |
118-226 |
|
| R3 |
119-319 |
119-171 |
118-154 |
|
| R2 |
119-057 |
119-057 |
118-130 |
|
| R1 |
118-229 |
118-229 |
118-106 |
118-172 |
| PP |
118-115 |
118-115 |
118-115 |
118-086 |
| S1 |
117-287 |
117-287 |
118-058 |
117-230 |
| S2 |
117-173 |
117-173 |
118-034 |
|
| S3 |
116-231 |
117-025 |
118-010 |
|
| S4 |
115-289 |
116-083 |
117-258 |
|
|
| 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 |
119-137 |
118-000 |
1-137 |
1.2% |
0-221 |
0.6% |
18% |
False |
True |
258,960 |
| 10 |
120-237 |
118-000 |
2-237 |
2.3% |
0-225 |
0.6% |
9% |
False |
True |
255,818 |
| 20 |
120-237 |
118-000 |
2-237 |
2.3% |
0-241 |
0.6% |
9% |
False |
True |
220,758 |
| 40 |
120-237 |
116-312 |
3-245 |
3.2% |
0-257 |
0.7% |
34% |
False |
False |
210,578 |
| 60 |
120-237 |
112-000 |
8-237 |
7.4% |
0-254 |
0.7% |
72% |
False |
False |
174,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-096 |
|
2.618 |
120-308 |
|
1.618 |
120-046 |
|
1.000 |
119-204 |
|
0.618 |
119-104 |
|
HIGH |
118-262 |
|
0.618 |
118-162 |
|
0.500 |
118-131 |
|
0.382 |
118-100 |
|
LOW |
118-000 |
|
0.618 |
117-158 |
|
1.000 |
117-058 |
|
1.618 |
116-216 |
|
2.618 |
115-274 |
|
4.250 |
114-166 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-131 |
118-228 |
| PP |
118-115 |
118-179 |
| S1 |
118-098 |
118-130 |
|