ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
117-242 |
118-115 |
0-193 |
0.5% |
117-150 |
| High |
118-135 |
118-202 |
0-067 |
0.2% |
118-202 |
| Low |
117-207 |
117-280 |
0-073 |
0.2% |
117-150 |
| Close |
118-105 |
118-027 |
-0-078 |
-0.2% |
118-027 |
| Range |
0-248 |
0-242 |
-0-006 |
-2.4% |
1-052 |
| ATR |
0-230 |
0-231 |
0-001 |
0.4% |
0-000 |
| Volume |
27,812 |
18,211 |
-9,601 |
-34.5% |
290,614 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-149 |
120-010 |
118-160 |
|
| R3 |
119-227 |
119-088 |
118-094 |
|
| R2 |
118-305 |
118-305 |
118-071 |
|
| R1 |
118-166 |
118-166 |
118-049 |
118-114 |
| PP |
118-063 |
118-063 |
118-063 |
118-037 |
| S1 |
117-244 |
117-244 |
118-005 |
117-192 |
| S2 |
117-141 |
117-141 |
117-303 |
|
| S3 |
116-219 |
117-002 |
117-280 |
|
| S4 |
115-297 |
116-080 |
117-214 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-176 |
120-313 |
118-232 |
|
| R3 |
120-124 |
119-261 |
118-129 |
|
| R2 |
119-072 |
119-072 |
118-095 |
|
| R1 |
118-209 |
118-209 |
118-061 |
118-300 |
| PP |
118-020 |
118-020 |
118-020 |
118-065 |
| S1 |
117-157 |
117-157 |
117-313 |
117-248 |
| S2 |
116-288 |
116-288 |
117-279 |
|
| S3 |
115-236 |
116-105 |
117-245 |
|
| S4 |
114-184 |
115-053 |
117-142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-202 |
117-150 |
1-052 |
1.0% |
0-233 |
0.6% |
53% |
True |
False |
58,122 |
| 10 |
118-202 |
117-067 |
1-135 |
1.2% |
0-218 |
0.6% |
62% |
True |
False |
297,388 |
| 20 |
119-050 |
117-067 |
1-303 |
1.6% |
0-226 |
0.6% |
45% |
False |
False |
293,647 |
| 40 |
120-237 |
117-067 |
3-170 |
3.0% |
0-224 |
0.6% |
25% |
False |
False |
271,492 |
| 60 |
120-237 |
117-067 |
3-170 |
3.0% |
0-241 |
0.6% |
25% |
False |
False |
235,737 |
| 80 |
120-237 |
113-150 |
7-087 |
6.2% |
0-246 |
0.7% |
63% |
False |
False |
220,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-270 |
|
2.618 |
120-196 |
|
1.618 |
119-274 |
|
1.000 |
119-124 |
|
0.618 |
119-032 |
|
HIGH |
118-202 |
|
0.618 |
118-110 |
|
0.500 |
118-081 |
|
0.382 |
118-052 |
|
LOW |
117-280 |
|
0.618 |
117-130 |
|
1.000 |
117-038 |
|
1.618 |
116-208 |
|
2.618 |
115-286 |
|
4.250 |
114-212 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-081 |
118-024 |
| PP |
118-063 |
118-020 |
| S1 |
118-045 |
118-017 |
|