ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
118-192 |
118-175 |
-0-017 |
0.0% |
117-220 |
| High |
119-002 |
118-217 |
-0-105 |
-0.3% |
119-002 |
| Low |
118-140 |
117-312 |
-0-148 |
-0.4% |
117-135 |
| Close |
118-260 |
118-022 |
-0-238 |
-0.6% |
118-022 |
| Range |
0-182 |
0-225 |
0-043 |
23.6% |
1-187 |
| ATR |
0-224 |
0-227 |
0-003 |
1.4% |
0-000 |
| Volume |
217,835 |
264,414 |
46,579 |
21.4% |
1,247,491 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-112 |
119-292 |
118-146 |
|
| R3 |
119-207 |
119-067 |
118-084 |
|
| R2 |
118-302 |
118-302 |
118-063 |
|
| R1 |
118-162 |
118-162 |
118-043 |
118-120 |
| PP |
118-077 |
118-077 |
118-077 |
118-056 |
| S1 |
117-257 |
117-257 |
118-001 |
117-214 |
| S2 |
117-172 |
117-172 |
117-301 |
|
| S3 |
116-267 |
117-032 |
117-280 |
|
| S4 |
116-042 |
116-127 |
117-218 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-294 |
122-025 |
118-301 |
|
| R3 |
121-107 |
120-158 |
118-161 |
|
| R2 |
119-240 |
119-240 |
118-115 |
|
| R1 |
118-291 |
118-291 |
118-068 |
119-106 |
| PP |
118-053 |
118-053 |
118-053 |
118-120 |
| S1 |
117-104 |
117-104 |
117-296 |
117-238 |
| S2 |
116-186 |
116-186 |
117-249 |
|
| S3 |
114-319 |
115-237 |
117-203 |
|
| S4 |
113-132 |
114-050 |
117-063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-002 |
117-135 |
1-187 |
1.3% |
0-207 |
0.5% |
41% |
False |
False |
249,498 |
| 10 |
119-002 |
117-135 |
1-187 |
1.3% |
0-211 |
0.6% |
41% |
False |
False |
253,761 |
| 20 |
120-107 |
117-135 |
2-292 |
2.5% |
0-220 |
0.6% |
22% |
False |
False |
251,094 |
| 40 |
120-237 |
117-135 |
3-102 |
2.8% |
0-228 |
0.6% |
19% |
False |
False |
207,741 |
| 60 |
120-237 |
114-230 |
6-007 |
5.1% |
0-253 |
0.7% |
56% |
False |
False |
219,530 |
| 80 |
120-237 |
110-290 |
9-267 |
8.3% |
0-241 |
0.6% |
73% |
False |
False |
165,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-213 |
|
2.618 |
120-166 |
|
1.618 |
119-261 |
|
1.000 |
119-122 |
|
0.618 |
119-036 |
|
HIGH |
118-217 |
|
0.618 |
118-131 |
|
0.500 |
118-104 |
|
0.382 |
118-078 |
|
LOW |
117-312 |
|
0.618 |
117-173 |
|
1.000 |
117-087 |
|
1.618 |
116-268 |
|
2.618 |
116-043 |
|
4.250 |
114-316 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-104 |
118-157 |
| PP |
118-077 |
118-112 |
| S1 |
118-050 |
118-067 |
|