ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
118-007 |
117-172 |
-0-155 |
-0.4% |
118-062 |
| High |
118-085 |
117-230 |
-0-175 |
-0.5% |
119-050 |
| Low |
117-142 |
117-067 |
-0-075 |
-0.2% |
117-277 |
| Close |
117-157 |
117-122 |
-0-035 |
-0.1% |
118-152 |
| Range |
0-263 |
0-163 |
-0-100 |
-38.0% |
1-093 |
| ATR |
0-236 |
0-231 |
-0-005 |
-2.2% |
0-000 |
| Volume |
525,540 |
686,681 |
161,141 |
30.7% |
1,443,065 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-309 |
118-218 |
117-212 |
|
| R3 |
118-146 |
118-055 |
117-167 |
|
| R2 |
117-303 |
117-303 |
117-152 |
|
| R1 |
117-212 |
117-212 |
117-137 |
117-176 |
| PP |
117-140 |
117-140 |
117-140 |
117-122 |
| S1 |
117-049 |
117-049 |
117-107 |
117-013 |
| S2 |
116-297 |
116-297 |
117-092 |
|
| S3 |
116-134 |
116-206 |
117-077 |
|
| S4 |
115-291 |
116-043 |
117-032 |
|
|
| 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 |
118-290 |
117-067 |
1-223 |
1.4% |
0-211 |
0.6% |
10% |
False |
True |
506,786 |
| 10 |
119-050 |
117-067 |
1-303 |
1.7% |
0-232 |
0.6% |
9% |
False |
True |
401,589 |
| 20 |
119-050 |
117-067 |
1-303 |
1.7% |
0-224 |
0.6% |
9% |
False |
True |
330,141 |
| 40 |
120-237 |
117-067 |
3-170 |
3.0% |
0-231 |
0.6% |
5% |
False |
True |
271,074 |
| 60 |
120-237 |
116-180 |
4-057 |
3.6% |
0-249 |
0.7% |
20% |
False |
False |
248,618 |
| 80 |
120-237 |
111-270 |
8-287 |
7.6% |
0-243 |
0.6% |
62% |
False |
False |
210,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-283 |
|
2.618 |
119-017 |
|
1.618 |
118-174 |
|
1.000 |
118-073 |
|
0.618 |
118-011 |
|
HIGH |
117-230 |
|
0.618 |
117-168 |
|
0.500 |
117-148 |
|
0.382 |
117-129 |
|
LOW |
117-067 |
|
0.618 |
116-286 |
|
1.000 |
116-224 |
|
1.618 |
116-123 |
|
2.618 |
115-280 |
|
4.250 |
115-014 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-148 |
117-288 |
| PP |
117-140 |
117-233 |
| S1 |
117-131 |
117-178 |
|