ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
117-150 |
118-132 |
0-302 |
0.8% |
118-107 |
| High |
118-152 |
118-132 |
-0-020 |
-0.1% |
118-190 |
| Low |
117-150 |
117-290 |
0-140 |
0.4% |
117-067 |
| Close |
118-085 |
117-317 |
-0-088 |
-0.2% |
117-177 |
| Range |
1-002 |
0-162 |
-0-160 |
-49.7% |
1-123 |
| ATR |
0-236 |
0-231 |
-0-005 |
-2.2% |
0-000 |
| Volume |
161,896 |
54,828 |
-107,068 |
-66.1% |
2,683,270 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-199 |
119-100 |
118-086 |
|
| R3 |
119-037 |
118-258 |
118-042 |
|
| R2 |
118-195 |
118-195 |
118-027 |
|
| R1 |
118-096 |
118-096 |
118-012 |
118-064 |
| PP |
118-033 |
118-033 |
118-033 |
118-017 |
| S1 |
117-254 |
117-254 |
117-302 |
117-222 |
| S2 |
117-191 |
117-191 |
117-287 |
|
| S3 |
117-029 |
117-092 |
117-272 |
|
| S4 |
116-187 |
116-250 |
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 |
118-152 |
117-067 |
1-085 |
1.1% |
0-224 |
0.6% |
62% |
False |
False |
404,326 |
| 10 |
119-050 |
117-067 |
1-303 |
1.7% |
0-228 |
0.6% |
40% |
False |
False |
412,868 |
| 20 |
119-050 |
117-067 |
1-303 |
1.7% |
0-224 |
0.6% |
40% |
False |
False |
329,698 |
| 40 |
120-237 |
117-067 |
3-170 |
3.0% |
0-223 |
0.6% |
22% |
False |
False |
285,072 |
| 60 |
120-237 |
116-312 |
3-245 |
3.2% |
0-246 |
0.7% |
27% |
False |
False |
247,956 |
| 80 |
120-237 |
112-260 |
7-297 |
6.7% |
0-245 |
0.6% |
65% |
False |
False |
219,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-180 |
|
2.618 |
119-236 |
|
1.618 |
119-074 |
|
1.000 |
118-294 |
|
0.618 |
118-232 |
|
HIGH |
118-132 |
|
0.618 |
118-070 |
|
0.500 |
118-051 |
|
0.382 |
118-032 |
|
LOW |
117-290 |
|
0.618 |
117-190 |
|
1.000 |
117-128 |
|
1.618 |
117-028 |
|
2.618 |
116-186 |
|
4.250 |
115-242 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-051 |
117-302 |
| PP |
118-033 |
117-286 |
| S1 |
118-015 |
117-271 |
|