ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
118-032 |
118-090 |
0-058 |
0.2% |
119-000 |
| High |
118-222 |
118-287 |
0-065 |
0.2% |
119-135 |
| Low |
118-017 |
118-060 |
0-043 |
0.1% |
118-000 |
| Close |
118-055 |
118-265 |
0-210 |
0.6% |
118-055 |
| Range |
0-205 |
0-227 |
0-022 |
10.7% |
1-135 |
| ATR |
0-239 |
0-238 |
0-000 |
-0.2% |
0-000 |
| Volume |
275,172 |
286,698 |
11,526 |
4.2% |
1,292,087 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-245 |
120-162 |
119-070 |
|
| R3 |
120-018 |
119-255 |
119-007 |
|
| R2 |
119-111 |
119-111 |
118-307 |
|
| R1 |
119-028 |
119-028 |
118-286 |
119-070 |
| PP |
118-204 |
118-204 |
118-204 |
118-225 |
| S1 |
118-121 |
118-121 |
118-244 |
118-162 |
| S2 |
117-297 |
117-297 |
118-223 |
|
| S3 |
117-070 |
117-214 |
118-203 |
|
| S4 |
116-163 |
116-307 |
118-140 |
|
|
| 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% |
0-225 |
0.6% |
58% |
False |
False |
258,005 |
| 10 |
120-010 |
118-000 |
2-010 |
1.7% |
0-230 |
0.6% |
41% |
False |
False |
253,085 |
| 20 |
120-237 |
118-000 |
2-237 |
2.3% |
0-222 |
0.6% |
30% |
False |
False |
240,446 |
| 40 |
120-237 |
116-312 |
3-245 |
3.2% |
0-256 |
0.7% |
49% |
False |
False |
207,085 |
| 60 |
120-237 |
112-260 |
7-297 |
6.7% |
0-252 |
0.7% |
76% |
False |
False |
183,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-292 |
|
2.618 |
120-241 |
|
1.618 |
120-014 |
|
1.000 |
119-194 |
|
0.618 |
119-107 |
|
HIGH |
118-287 |
|
0.618 |
118-200 |
|
0.500 |
118-174 |
|
0.382 |
118-147 |
|
LOW |
118-060 |
|
0.618 |
117-240 |
|
1.000 |
117-153 |
|
1.618 |
117-013 |
|
2.618 |
116-106 |
|
4.250 |
115-055 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-234 |
118-224 |
| PP |
118-204 |
118-184 |
| S1 |
118-174 |
118-144 |
|