ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
118-010 |
117-252 |
-0-078 |
-0.2% |
119-000 |
| High |
118-067 |
118-052 |
-0-015 |
0.0% |
119-135 |
| Low |
117-192 |
117-232 |
0-040 |
0.1% |
118-000 |
| Close |
117-265 |
117-312 |
0-047 |
0.1% |
118-055 |
| Range |
0-195 |
0-140 |
-0-055 |
-28.2% |
1-135 |
| ATR |
0-241 |
0-234 |
-0-007 |
-3.0% |
0-000 |
| Volume |
307,839 |
270,053 |
-37,786 |
-12.3% |
1,292,087 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-085 |
119-019 |
118-069 |
|
| R3 |
118-265 |
118-199 |
118-030 |
|
| R2 |
118-125 |
118-125 |
118-018 |
|
| R1 |
118-059 |
118-059 |
118-005 |
118-092 |
| PP |
117-305 |
117-305 |
117-305 |
118-002 |
| S1 |
117-239 |
117-239 |
117-299 |
117-272 |
| S2 |
117-165 |
117-165 |
117-286 |
|
| S3 |
117-025 |
117-099 |
117-274 |
|
| S4 |
116-205 |
116-279 |
117-235 |
|
|
| 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% |
0-218 |
0.6% |
29% |
False |
False |
271,358 |
| 10 |
119-137 |
117-192 |
1-265 |
1.5% |
0-220 |
0.6% |
21% |
False |
False |
265,159 |
| 20 |
120-237 |
117-192 |
3-045 |
2.7% |
0-223 |
0.6% |
12% |
False |
False |
249,337 |
| 40 |
120-237 |
117-085 |
3-152 |
2.9% |
0-249 |
0.7% |
20% |
False |
False |
206,782 |
| 60 |
120-237 |
113-150 |
7-087 |
6.2% |
0-252 |
0.7% |
62% |
False |
False |
196,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-007 |
|
2.618 |
119-099 |
|
1.618 |
118-279 |
|
1.000 |
118-192 |
|
0.618 |
118-139 |
|
HIGH |
118-052 |
|
0.618 |
117-319 |
|
0.500 |
117-302 |
|
0.382 |
117-285 |
|
LOW |
117-232 |
|
0.618 |
117-145 |
|
1.000 |
117-092 |
|
1.618 |
117-005 |
|
2.618 |
116-185 |
|
4.250 |
115-277 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-309 |
118-078 |
| PP |
117-305 |
118-050 |
| S1 |
117-302 |
118-021 |
|