ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
118-107 |
118-105 |
-0-002 |
0.0% |
118-062 |
| High |
118-155 |
118-190 |
0-035 |
0.1% |
119-050 |
| Low |
117-282 |
118-007 |
0-045 |
0.1% |
117-277 |
| Close |
118-090 |
118-027 |
-0-063 |
-0.2% |
118-152 |
| Range |
0-193 |
0-183 |
-0-010 |
-5.2% |
1-093 |
| ATR |
0-238 |
0-234 |
-0-004 |
-1.6% |
0-000 |
| Volume |
477,593 |
400,767 |
-76,826 |
-16.1% |
1,443,065 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-304 |
119-188 |
118-128 |
|
| R3 |
119-121 |
119-005 |
118-077 |
|
| R2 |
118-258 |
118-258 |
118-061 |
|
| R1 |
118-142 |
118-142 |
118-044 |
118-108 |
| PP |
118-075 |
118-075 |
118-075 |
118-058 |
| S1 |
117-279 |
117-279 |
118-010 |
117-246 |
| S2 |
117-212 |
117-212 |
117-313 |
|
| S3 |
117-029 |
117-096 |
117-297 |
|
| S4 |
116-166 |
116-233 |
117-246 |
|
|
| 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% |
0-232 |
0.6% |
17% |
False |
False |
421,411 |
| 10 |
119-050 |
117-190 |
1-180 |
1.3% |
0-237 |
0.6% |
31% |
False |
False |
332,450 |
| 20 |
119-135 |
117-135 |
2-000 |
1.7% |
0-225 |
0.6% |
33% |
False |
False |
293,118 |
| 40 |
120-237 |
117-135 |
3-102 |
2.8% |
0-232 |
0.6% |
20% |
False |
False |
241,594 |
| 60 |
120-237 |
115-275 |
4-282 |
4.1% |
0-249 |
0.7% |
46% |
False |
False |
239,787 |
| 80 |
120-237 |
110-290 |
9-267 |
8.3% |
0-245 |
0.6% |
73% |
False |
False |
194,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-008 |
|
2.618 |
120-029 |
|
1.618 |
119-166 |
|
1.000 |
119-053 |
|
0.618 |
118-303 |
|
HIGH |
118-190 |
|
0.618 |
118-120 |
|
0.500 |
118-098 |
|
0.382 |
118-077 |
|
LOW |
118-007 |
|
0.618 |
117-214 |
|
1.000 |
117-144 |
|
1.618 |
117-031 |
|
2.618 |
116-168 |
|
4.250 |
115-189 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-098 |
118-126 |
| PP |
118-075 |
118-093 |
| S1 |
118-051 |
118-060 |
|