ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
118-062 |
119-012 |
0-270 |
0.7% |
117-220 |
| High |
119-040 |
119-050 |
0-010 |
0.0% |
119-002 |
| Low |
118-032 |
118-062 |
0-030 |
0.1% |
117-135 |
| Close |
118-315 |
118-157 |
-0-158 |
-0.4% |
118-022 |
| Range |
1-008 |
0-308 |
-0-020 |
-6.1% |
1-187 |
| ATR |
0-235 |
0-240 |
0-005 |
2.2% |
0-000 |
| Volume |
214,370 |
330,935 |
116,565 |
54.4% |
1,247,491 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-160 |
120-307 |
119-006 |
|
| R3 |
120-172 |
119-319 |
118-242 |
|
| R2 |
119-184 |
119-184 |
118-213 |
|
| R1 |
119-011 |
119-011 |
118-185 |
118-264 |
| PP |
118-196 |
118-196 |
118-196 |
118-163 |
| S1 |
118-023 |
118-023 |
118-129 |
117-276 |
| S2 |
117-208 |
117-208 |
118-101 |
|
| S3 |
116-220 |
117-035 |
118-072 |
|
| S4 |
115-232 |
116-047 |
117-308 |
|
|
| 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 |
119-050 |
117-312 |
1-058 |
1.0% |
0-234 |
0.6% |
44% |
True |
False |
275,146 |
| 10 |
119-050 |
117-135 |
1-235 |
1.5% |
0-219 |
0.6% |
62% |
True |
False |
257,919 |
| 20 |
119-270 |
117-135 |
2-135 |
2.0% |
0-223 |
0.6% |
44% |
False |
False |
255,237 |
| 40 |
120-237 |
117-135 |
3-102 |
2.8% |
0-229 |
0.6% |
32% |
False |
False |
210,304 |
| 60 |
120-237 |
114-240 |
5-317 |
5.1% |
0-255 |
0.7% |
62% |
False |
False |
226,050 |
| 80 |
120-237 |
110-290 |
9-267 |
8.3% |
0-245 |
0.6% |
77% |
False |
False |
172,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-079 |
|
2.618 |
121-216 |
|
1.618 |
120-228 |
|
1.000 |
120-038 |
|
0.618 |
119-240 |
|
HIGH |
119-050 |
|
0.618 |
118-252 |
|
0.500 |
118-216 |
|
0.382 |
118-180 |
|
LOW |
118-062 |
|
0.618 |
117-192 |
|
1.000 |
117-074 |
|
1.618 |
116-204 |
|
2.618 |
115-216 |
|
4.250 |
114-033 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-216 |
118-181 |
| PP |
118-196 |
118-173 |
| S1 |
118-177 |
118-165 |
|