ECBOT 5 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 02-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
117-122 |
117-150 |
0-028 |
0.1% |
118-107 |
High |
117-280 |
118-152 |
0-192 |
0.5% |
118-190 |
Low |
117-070 |
117-150 |
0-080 |
0.2% |
117-067 |
Close |
117-177 |
118-085 |
0-228 |
0.6% |
117-177 |
Range |
0-210 |
1-002 |
0-112 |
53.3% |
1-123 |
ATR |
0-229 |
0-236 |
0-007 |
2.9% |
0-000 |
Volume |
592,689 |
161,896 |
-430,793 |
-72.7% |
2,683,270 |
|
Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-028 |
120-219 |
118-262 |
|
R3 |
120-026 |
119-217 |
118-174 |
|
R2 |
119-024 |
119-024 |
118-144 |
|
R1 |
118-215 |
118-215 |
118-115 |
118-280 |
PP |
118-022 |
118-022 |
118-022 |
118-055 |
S1 |
117-213 |
117-213 |
118-055 |
117-278 |
S2 |
117-020 |
117-020 |
118-026 |
|
S3 |
116-018 |
116-211 |
117-316 |
|
S4 |
115-016 |
115-209 |
117-228 |
|
|
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% |
0-228 |
0.6% |
76% |
False |
False |
473,514 |
10 |
119-050 |
117-067 |
1-303 |
1.6% |
0-245 |
0.6% |
54% |
False |
False |
428,823 |
20 |
119-050 |
117-067 |
1-303 |
1.6% |
0-228 |
0.6% |
54% |
False |
False |
341,292 |
40 |
120-237 |
117-067 |
3-170 |
3.0% |
0-231 |
0.6% |
30% |
False |
False |
285,996 |
60 |
120-237 |
116-312 |
3-245 |
3.2% |
0-247 |
0.7% |
34% |
False |
False |
252,538 |
80 |
120-237 |
112-260 |
7-297 |
6.7% |
0-245 |
0.6% |
69% |
False |
False |
219,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-240 |
2.618 |
121-035 |
1.618 |
120-033 |
1.000 |
119-154 |
0.618 |
119-031 |
HIGH |
118-152 |
0.618 |
118-029 |
0.500 |
117-311 |
0.382 |
117-273 |
LOW |
117-150 |
0.618 |
116-271 |
1.000 |
116-148 |
1.618 |
115-269 |
2.618 |
114-267 |
4.250 |
113-062 |
|
|
Fisher Pivots for day following 02-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
118-054 |
118-040 |
PP |
118-022 |
117-315 |
S1 |
117-311 |
117-270 |
|