ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
118-217 |
118-032 |
-0-185 |
-0.5% |
119-000 |
| High |
118-262 |
118-222 |
-0-040 |
-0.1% |
119-135 |
| Low |
118-000 |
118-017 |
0-017 |
0.0% |
118-000 |
| Close |
118-082 |
118-055 |
-0-027 |
-0.1% |
118-055 |
| Range |
0-262 |
0-205 |
-0-057 |
-21.8% |
1-135 |
| ATR |
0-242 |
0-239 |
-0-003 |
-1.1% |
0-000 |
| Volume |
256,387 |
275,172 |
18,785 |
7.3% |
1,292,087 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-073 |
119-269 |
118-168 |
|
| R3 |
119-188 |
119-064 |
118-111 |
|
| R2 |
118-303 |
118-303 |
118-093 |
|
| R1 |
118-179 |
118-179 |
118-074 |
118-241 |
| PP |
118-098 |
118-098 |
118-098 |
118-129 |
| S1 |
117-294 |
117-294 |
118-036 |
118-036 |
| S2 |
117-213 |
117-213 |
118-017 |
|
| S3 |
117-008 |
117-089 |
117-319 |
|
| S4 |
116-123 |
116-204 |
117-262 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-255 |
121-290 |
118-305 |
|
| R3 |
121-120 |
120-155 |
118-180 |
|
| R2 |
119-305 |
119-305 |
118-138 |
|
| R1 |
119-020 |
119-020 |
118-097 |
118-255 |
| PP |
118-170 |
118-170 |
118-170 |
118-128 |
| S1 |
117-205 |
117-205 |
118-013 |
117-120 |
| S2 |
117-035 |
117-035 |
117-292 |
|
| S3 |
115-220 |
116-070 |
117-250 |
|
| S4 |
114-085 |
114-255 |
117-125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-135 |
118-000 |
1-135 |
1.2% |
0-210 |
0.6% |
12% |
False |
False |
258,417 |
| 10 |
120-107 |
118-000 |
2-107 |
2.0% |
0-229 |
0.6% |
7% |
False |
False |
248,427 |
| 20 |
120-237 |
118-000 |
2-237 |
2.3% |
0-234 |
0.6% |
6% |
False |
False |
230,701 |
| 40 |
120-237 |
116-312 |
3-245 |
3.2% |
0-257 |
0.7% |
32% |
False |
False |
208,161 |
| 60 |
120-237 |
112-260 |
7-297 |
6.7% |
0-251 |
0.7% |
68% |
False |
False |
178,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-133 |
|
2.618 |
120-119 |
|
1.618 |
119-234 |
|
1.000 |
119-107 |
|
0.618 |
119-029 |
|
HIGH |
118-222 |
|
0.618 |
118-144 |
|
0.500 |
118-120 |
|
0.382 |
118-095 |
|
LOW |
118-017 |
|
0.618 |
117-210 |
|
1.000 |
117-132 |
|
1.618 |
117-005 |
|
2.618 |
116-120 |
|
4.250 |
115-106 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-120 |
118-228 |
| PP |
118-098 |
118-170 |
| S1 |
118-076 |
118-112 |
|