ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
117-197 |
118-185 |
0-308 |
0.8% |
118-090 |
| High |
118-220 |
118-265 |
0-045 |
0.1% |
118-287 |
| Low |
117-190 |
118-137 |
0-267 |
0.7% |
117-192 |
| Close |
118-162 |
118-187 |
0-025 |
0.1% |
117-240 |
| Range |
1-030 |
0-128 |
-0-222 |
-63.4% |
1-095 |
| ATR |
0-235 |
0-227 |
-0-008 |
-3.2% |
0-000 |
| Volume |
172,653 |
348,178 |
175,525 |
101.7% |
1,290,125 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-260 |
119-192 |
118-257 |
|
| R3 |
119-132 |
119-064 |
118-222 |
|
| R2 |
119-004 |
119-004 |
118-210 |
|
| R1 |
118-256 |
118-256 |
118-199 |
118-290 |
| PP |
118-196 |
118-196 |
118-196 |
118-214 |
| S1 |
118-128 |
118-128 |
118-175 |
118-162 |
| S2 |
118-068 |
118-068 |
118-164 |
|
| S3 |
117-260 |
118-000 |
118-152 |
|
| S4 |
117-132 |
117-192 |
118-117 |
|
|
| 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 |
118-265 |
117-135 |
1-130 |
1.2% |
0-191 |
0.5% |
83% |
True |
False |
248,760 |
| 10 |
118-287 |
117-135 |
1-152 |
1.2% |
0-217 |
0.6% |
79% |
False |
False |
258,692 |
| 20 |
120-237 |
117-135 |
3-102 |
2.8% |
0-222 |
0.6% |
35% |
False |
False |
255,346 |
| 40 |
120-237 |
117-135 |
3-102 |
2.8% |
0-238 |
0.6% |
35% |
False |
False |
207,523 |
| 60 |
120-237 |
114-120 |
6-117 |
5.4% |
0-251 |
0.7% |
66% |
False |
False |
212,040 |
| 80 |
120-237 |
110-240 |
9-317 |
8.4% |
0-238 |
0.6% |
78% |
False |
False |
159,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-169 |
|
2.618 |
119-280 |
|
1.618 |
119-152 |
|
1.000 |
119-073 |
|
0.618 |
119-024 |
|
HIGH |
118-265 |
|
0.618 |
118-216 |
|
0.500 |
118-201 |
|
0.382 |
118-186 |
|
LOW |
118-137 |
|
0.618 |
118-058 |
|
1.000 |
118-009 |
|
1.618 |
117-250 |
|
2.618 |
117-122 |
|
4.250 |
116-233 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-201 |
118-138 |
| PP |
118-196 |
118-089 |
| S1 |
118-192 |
118-040 |
|