ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
118-040 |
118-107 |
0-067 |
0.2% |
118-062 |
| High |
118-290 |
118-155 |
-0-135 |
-0.4% |
119-050 |
| Low |
118-037 |
117-282 |
-0-075 |
-0.2% |
117-277 |
| Close |
118-152 |
118-090 |
-0-062 |
-0.2% |
118-152 |
| Range |
0-253 |
0-193 |
-0-060 |
-23.7% |
1-093 |
| ATR |
0-241 |
0-238 |
-0-003 |
-1.4% |
0-000 |
| Volume |
443,350 |
477,593 |
34,243 |
7.7% |
1,443,065 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-008 |
119-242 |
118-196 |
|
| R3 |
119-135 |
119-049 |
118-143 |
|
| R2 |
118-262 |
118-262 |
118-125 |
|
| R1 |
118-176 |
118-176 |
118-108 |
118-122 |
| PP |
118-069 |
118-069 |
118-069 |
118-042 |
| S1 |
117-303 |
117-303 |
118-072 |
117-250 |
| S2 |
117-196 |
117-196 |
118-055 |
|
| S3 |
117-003 |
117-110 |
118-037 |
|
| S4 |
116-130 |
116-237 |
117-304 |
|
|
| 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% |
0-261 |
0.7% |
32% |
False |
False |
384,131 |
| 10 |
119-050 |
117-135 |
1-235 |
1.5% |
0-234 |
0.6% |
50% |
False |
False |
316,814 |
| 20 |
119-135 |
117-135 |
2-000 |
1.7% |
0-223 |
0.6% |
43% |
False |
False |
287,518 |
| 40 |
120-237 |
117-135 |
3-102 |
2.8% |
0-231 |
0.6% |
26% |
False |
False |
234,923 |
| 60 |
120-237 |
115-250 |
4-307 |
4.2% |
0-250 |
0.7% |
50% |
False |
False |
240,345 |
| 80 |
120-237 |
110-290 |
9-267 |
8.3% |
0-245 |
0.6% |
75% |
False |
False |
189,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-015 |
|
2.618 |
120-020 |
|
1.618 |
119-147 |
|
1.000 |
119-028 |
|
0.618 |
118-274 |
|
HIGH |
118-155 |
|
0.618 |
118-081 |
|
0.500 |
118-058 |
|
0.382 |
118-036 |
|
LOW |
117-282 |
|
0.618 |
117-163 |
|
1.000 |
117-089 |
|
1.618 |
116-290 |
|
2.618 |
116-097 |
|
4.250 |
115-102 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-080 |
118-124 |
| PP |
118-069 |
118-112 |
| S1 |
118-058 |
118-101 |
|