ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
118-125 |
118-040 |
-0-085 |
-0.2% |
118-062 |
| High |
118-180 |
118-290 |
0-110 |
0.3% |
119-050 |
| Low |
117-277 |
118-037 |
0-080 |
0.2% |
117-277 |
| Close |
118-017 |
118-152 |
0-135 |
0.4% |
118-152 |
| Range |
0-223 |
0-253 |
0-030 |
13.5% |
1-093 |
| ATR |
0-239 |
0-241 |
0-002 |
1.0% |
0-000 |
| Volume |
454,410 |
443,350 |
-11,060 |
-2.4% |
1,443,065 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-279 |
120-148 |
118-291 |
|
| R3 |
120-026 |
119-215 |
118-222 |
|
| R2 |
119-093 |
119-093 |
118-198 |
|
| R1 |
118-282 |
118-282 |
118-175 |
119-028 |
| PP |
118-160 |
118-160 |
118-160 |
118-192 |
| S1 |
118-029 |
118-029 |
118-129 |
118-094 |
| S2 |
117-227 |
117-227 |
118-106 |
|
| S3 |
116-294 |
117-096 |
118-082 |
|
| S4 |
116-041 |
116-163 |
118-013 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-119 |
121-228 |
119-059 |
|
| R3 |
121-026 |
120-135 |
118-266 |
|
| R2 |
119-253 |
119-253 |
118-228 |
|
| R1 |
119-042 |
119-042 |
118-190 |
119-148 |
| PP |
118-160 |
118-160 |
118-160 |
118-212 |
| S1 |
117-269 |
117-269 |
118-114 |
118-054 |
| S2 |
117-067 |
117-067 |
118-076 |
|
| S3 |
115-294 |
116-176 |
118-038 |
|
| S4 |
114-201 |
115-083 |
117-245 |
|
|
| 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% |
0-267 |
0.7% |
47% |
False |
False |
341,495 |
| 10 |
119-050 |
117-135 |
1-235 |
1.5% |
0-233 |
0.6% |
61% |
False |
False |
289,906 |
| 20 |
119-137 |
117-135 |
2-002 |
1.7% |
0-226 |
0.6% |
52% |
False |
False |
277,532 |
| 40 |
120-237 |
117-135 |
3-102 |
2.8% |
0-229 |
0.6% |
32% |
False |
False |
225,504 |
| 60 |
120-237 |
114-290 |
5-267 |
4.9% |
0-254 |
0.7% |
61% |
False |
False |
236,683 |
| 80 |
120-237 |
110-290 |
9-267 |
8.3% |
0-246 |
0.6% |
77% |
False |
False |
183,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-085 |
|
2.618 |
120-312 |
|
1.618 |
120-059 |
|
1.000 |
119-223 |
|
0.618 |
119-126 |
|
HIGH |
118-290 |
|
0.618 |
118-193 |
|
0.500 |
118-164 |
|
0.382 |
118-134 |
|
LOW |
118-037 |
|
0.618 |
117-201 |
|
1.000 |
117-104 |
|
1.618 |
116-268 |
|
2.618 |
116-015 |
|
4.250 |
114-242 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-164 |
118-164 |
| PP |
118-160 |
118-160 |
| S1 |
118-156 |
118-156 |
|