ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
118-280 |
118-010 |
-0-270 |
-0.7% |
119-000 |
| High |
118-285 |
118-067 |
-0-218 |
-0.6% |
119-135 |
| Low |
117-282 |
117-192 |
-0-090 |
-0.2% |
118-000 |
| Close |
118-042 |
117-265 |
-0-097 |
-0.3% |
118-055 |
| Range |
1-003 |
0-195 |
-0-128 |
-39.6% |
1-135 |
| ATR |
0-244 |
0-241 |
-0-004 |
-1.4% |
0-000 |
| Volume |
217,030 |
307,839 |
90,809 |
41.8% |
1,292,087 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-226 |
119-121 |
118-052 |
|
| R3 |
119-031 |
118-246 |
117-319 |
|
| R2 |
118-156 |
118-156 |
117-301 |
|
| R1 |
118-051 |
118-051 |
117-283 |
118-006 |
| PP |
117-281 |
117-281 |
117-281 |
117-259 |
| S1 |
117-176 |
117-176 |
117-247 |
117-131 |
| S2 |
117-086 |
117-086 |
117-229 |
|
| S3 |
116-211 |
116-301 |
117-211 |
|
| S4 |
116-016 |
116-106 |
117-158 |
|
|
| 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 |
118-287 |
117-192 |
1-095 |
1.1% |
0-242 |
0.6% |
18% |
False |
True |
268,625 |
| 10 |
119-157 |
117-192 |
1-285 |
1.6% |
0-224 |
0.6% |
12% |
False |
True |
258,448 |
| 20 |
120-237 |
117-192 |
3-045 |
2.7% |
0-223 |
0.6% |
7% |
False |
True |
250,470 |
| 40 |
120-237 |
116-312 |
3-245 |
3.2% |
0-252 |
0.7% |
23% |
False |
False |
207,764 |
| 60 |
120-237 |
112-260 |
7-297 |
6.7% |
0-255 |
0.7% |
63% |
False |
False |
192,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-256 |
|
2.618 |
119-258 |
|
1.618 |
119-063 |
|
1.000 |
118-262 |
|
0.618 |
118-188 |
|
HIGH |
118-067 |
|
0.618 |
117-313 |
|
0.500 |
117-290 |
|
0.382 |
117-266 |
|
LOW |
117-192 |
|
0.618 |
117-071 |
|
1.000 |
116-317 |
|
1.618 |
116-196 |
|
2.618 |
116-001 |
|
4.250 |
115-003 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-290 |
118-080 |
| PP |
117-281 |
118-035 |
| S1 |
117-273 |
117-310 |
|