ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
119-012 |
118-125 |
-0-207 |
-0.5% |
117-220 |
| High |
119-050 |
118-180 |
-0-190 |
-0.5% |
119-002 |
| Low |
118-062 |
117-277 |
-0-105 |
-0.3% |
117-135 |
| Close |
118-157 |
118-017 |
-0-140 |
-0.4% |
118-022 |
| Range |
0-308 |
0-223 |
-0-085 |
-27.6% |
1-187 |
| ATR |
0-240 |
0-239 |
-0-001 |
-0.5% |
0-000 |
| Volume |
330,935 |
454,410 |
123,475 |
37.3% |
1,247,491 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-080 |
119-272 |
118-140 |
|
| R3 |
119-177 |
119-049 |
118-078 |
|
| R2 |
118-274 |
118-274 |
118-058 |
|
| R1 |
118-146 |
118-146 |
118-037 |
118-098 |
| PP |
118-051 |
118-051 |
118-051 |
118-028 |
| S1 |
117-243 |
117-243 |
117-317 |
117-196 |
| S2 |
117-148 |
117-148 |
117-296 |
|
| S3 |
116-245 |
117-020 |
117-276 |
|
| S4 |
116-022 |
116-117 |
117-214 |
|
|
| 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 |
117-277 |
1-093 |
1.1% |
0-253 |
0.7% |
15% |
False |
True |
296,392 |
| 10 |
119-050 |
117-135 |
1-235 |
1.5% |
0-222 |
0.6% |
36% |
False |
False |
272,576 |
| 20 |
119-157 |
117-135 |
2-022 |
1.8% |
0-223 |
0.6% |
31% |
False |
False |
265,512 |
| 40 |
120-237 |
117-135 |
3-102 |
2.8% |
0-229 |
0.6% |
19% |
False |
False |
217,739 |
| 60 |
120-237 |
114-240 |
5-317 |
5.1% |
0-254 |
0.7% |
55% |
False |
False |
232,198 |
| 80 |
120-237 |
110-290 |
9-267 |
8.3% |
0-245 |
0.6% |
73% |
False |
False |
178,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-168 |
|
2.618 |
120-124 |
|
1.618 |
119-221 |
|
1.000 |
119-083 |
|
0.618 |
118-318 |
|
HIGH |
118-180 |
|
0.618 |
118-095 |
|
0.500 |
118-068 |
|
0.382 |
118-042 |
|
LOW |
117-277 |
|
0.618 |
117-139 |
|
1.000 |
117-054 |
|
1.618 |
116-236 |
|
2.618 |
116-013 |
|
4.250 |
114-289 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-068 |
118-164 |
| PP |
118-051 |
118-115 |
| S1 |
118-034 |
118-066 |
|