ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
117-172 |
117-122 |
-0-050 |
-0.1% |
118-107 |
| High |
117-230 |
117-280 |
0-050 |
0.1% |
118-190 |
| Low |
117-067 |
117-070 |
0-003 |
0.0% |
117-067 |
| Close |
117-122 |
117-177 |
0-055 |
0.1% |
117-177 |
| Range |
0-163 |
0-210 |
0-047 |
28.8% |
1-123 |
| ATR |
0-231 |
0-229 |
-0-001 |
-0.6% |
0-000 |
| Volume |
686,681 |
592,689 |
-93,992 |
-13.7% |
2,683,270 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-166 |
119-061 |
117-292 |
|
| R3 |
118-276 |
118-171 |
117-235 |
|
| R2 |
118-066 |
118-066 |
117-216 |
|
| R1 |
117-281 |
117-281 |
117-196 |
118-014 |
| PP |
117-176 |
117-176 |
117-176 |
117-202 |
| S1 |
117-071 |
117-071 |
117-158 |
117-124 |
| S2 |
116-286 |
116-286 |
117-138 |
|
| S3 |
116-076 |
116-181 |
117-119 |
|
| S4 |
115-186 |
115-291 |
117-062 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-300 |
121-042 |
118-101 |
|
| R3 |
120-177 |
119-239 |
117-299 |
|
| R2 |
119-054 |
119-054 |
117-258 |
|
| R1 |
118-116 |
118-116 |
117-218 |
118-024 |
| PP |
117-251 |
117-251 |
117-251 |
117-205 |
| S1 |
116-313 |
116-313 |
117-136 |
116-220 |
| S2 |
116-128 |
116-128 |
117-096 |
|
| S3 |
115-005 |
115-190 |
117-055 |
|
| S4 |
113-202 |
114-067 |
116-253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-190 |
117-067 |
1-123 |
1.2% |
0-202 |
0.5% |
25% |
False |
False |
536,654 |
| 10 |
119-050 |
117-067 |
1-303 |
1.7% |
0-235 |
0.6% |
18% |
False |
False |
439,074 |
| 20 |
119-050 |
117-067 |
1-303 |
1.7% |
0-222 |
0.6% |
18% |
False |
False |
346,956 |
| 40 |
120-237 |
117-067 |
3-170 |
3.0% |
0-232 |
0.6% |
10% |
False |
False |
283,857 |
| 60 |
120-237 |
116-312 |
3-245 |
3.2% |
0-245 |
0.7% |
15% |
False |
False |
256,037 |
| 80 |
120-237 |
112-000 |
8-237 |
7.4% |
0-246 |
0.7% |
64% |
False |
False |
217,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-212 |
|
2.618 |
119-190 |
|
1.618 |
118-300 |
|
1.000 |
118-170 |
|
0.618 |
118-090 |
|
HIGH |
117-280 |
|
0.618 |
117-200 |
|
0.500 |
117-175 |
|
0.382 |
117-150 |
|
LOW |
117-070 |
|
0.618 |
116-260 |
|
1.000 |
116-180 |
|
1.618 |
116-050 |
|
2.618 |
115-160 |
|
4.250 |
114-138 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-176 |
117-236 |
| PP |
117-176 |
117-216 |
| S1 |
117-175 |
117-197 |
|