ECBOT 5 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 06-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
117-252 |
117-287 |
0-035 |
0.1% |
118-090 |
High |
118-052 |
118-067 |
0-015 |
0.0% |
118-287 |
Low |
117-232 |
117-200 |
-0-032 |
-0.1% |
117-192 |
Close |
117-312 |
117-240 |
-0-072 |
-0.2% |
117-240 |
Range |
0-140 |
0-187 |
0-047 |
33.6% |
1-095 |
ATR |
0-234 |
0-230 |
-0-003 |
-1.4% |
0-000 |
Volume |
270,053 |
208,505 |
-61,548 |
-22.8% |
1,290,125 |
|
Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-197 |
119-085 |
118-023 |
|
R3 |
119-010 |
118-218 |
117-291 |
|
R2 |
118-143 |
118-143 |
117-274 |
|
R1 |
118-031 |
118-031 |
117-257 |
117-314 |
PP |
117-276 |
117-276 |
117-276 |
117-257 |
S1 |
117-164 |
117-164 |
117-223 |
117-126 |
S2 |
117-089 |
117-089 |
117-206 |
|
S3 |
116-222 |
116-297 |
117-189 |
|
S4 |
116-035 |
116-110 |
117-137 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-311 |
121-051 |
118-148 |
|
R3 |
120-216 |
119-276 |
118-034 |
|
R2 |
119-121 |
119-121 |
117-316 |
|
R1 |
118-181 |
118-181 |
117-278 |
118-104 |
PP |
118-026 |
118-026 |
118-026 |
117-308 |
S1 |
117-086 |
117-086 |
117-202 |
117-008 |
S2 |
116-251 |
116-251 |
117-164 |
|
S3 |
115-156 |
115-311 |
117-126 |
|
S4 |
114-061 |
114-216 |
117-012 |
|
|
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% |
0-214 |
0.6% |
12% |
False |
False |
258,025 |
10 |
119-135 |
117-192 |
1-263 |
1.5% |
0-212 |
0.6% |
8% |
False |
False |
258,221 |
20 |
120-237 |
117-192 |
3-045 |
2.7% |
0-221 |
0.6% |
5% |
False |
False |
249,138 |
40 |
120-237 |
117-115 |
3-122 |
2.9% |
0-246 |
0.7% |
12% |
False |
False |
206,723 |
60 |
120-237 |
113-150 |
7-087 |
6.2% |
0-254 |
0.7% |
59% |
False |
False |
199,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-222 |
2.618 |
119-237 |
1.618 |
119-050 |
1.000 |
118-254 |
0.618 |
118-183 |
HIGH |
118-067 |
0.618 |
117-316 |
0.500 |
117-294 |
0.382 |
117-271 |
LOW |
117-200 |
0.618 |
117-084 |
1.000 |
117-013 |
1.618 |
116-217 |
2.618 |
116-030 |
4.250 |
115-045 |
|
|
Fisher Pivots for day following 06-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
117-294 |
117-290 |
PP |
117-276 |
117-273 |
S1 |
117-258 |
117-256 |
|