ECBOT 5 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 09-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
117-287 |
117-220 |
-0-067 |
-0.2% |
118-090 |
High |
118-067 |
117-285 |
-0-102 |
-0.3% |
118-287 |
Low |
117-200 |
117-135 |
-0-065 |
-0.2% |
117-192 |
Close |
117-240 |
117-177 |
-0-063 |
-0.2% |
117-240 |
Range |
0-187 |
0-150 |
-0-037 |
-19.8% |
1-095 |
ATR |
0-230 |
0-225 |
-0-006 |
-2.5% |
0-000 |
Volume |
208,505 |
244,411 |
35,906 |
17.2% |
1,290,125 |
|
Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-009 |
118-243 |
117-260 |
|
R3 |
118-179 |
118-093 |
117-218 |
|
R2 |
118-029 |
118-029 |
117-204 |
|
R1 |
117-263 |
117-263 |
117-191 |
117-231 |
PP |
117-199 |
117-199 |
117-199 |
117-183 |
S1 |
117-113 |
117-113 |
117-163 |
117-081 |
S2 |
117-049 |
117-049 |
117-150 |
|
S3 |
116-219 |
116-283 |
117-136 |
|
S4 |
116-069 |
116-133 |
117-094 |
|
|
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 |
118-285 |
117-135 |
1-150 |
1.2% |
0-199 |
0.5% |
9% |
False |
True |
249,567 |
10 |
119-135 |
117-135 |
2-000 |
1.7% |
0-212 |
0.6% |
7% |
False |
True |
253,786 |
20 |
120-237 |
117-135 |
3-102 |
2.8% |
0-215 |
0.6% |
4% |
False |
True |
250,149 |
40 |
120-237 |
117-135 |
3-102 |
2.8% |
0-243 |
0.6% |
4% |
False |
True |
206,861 |
60 |
120-237 |
113-260 |
6-297 |
5.9% |
0-251 |
0.7% |
54% |
False |
False |
203,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-282 |
2.618 |
119-038 |
1.618 |
118-208 |
1.000 |
118-115 |
0.618 |
118-058 |
HIGH |
117-285 |
0.618 |
117-228 |
0.500 |
117-210 |
0.382 |
117-192 |
LOW |
117-135 |
0.618 |
117-042 |
1.000 |
116-305 |
1.618 |
116-212 |
2.618 |
116-062 |
4.250 |
115-138 |
|
|
Fisher Pivots for day following 09-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
117-210 |
117-261 |
PP |
117-199 |
117-233 |
S1 |
117-188 |
117-205 |
|