ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
118-115 |
118-015 |
-0-100 |
-0.3% |
117-150 |
| High |
118-202 |
118-025 |
-0-177 |
-0.5% |
118-202 |
| Low |
117-280 |
117-192 |
-0-088 |
-0.2% |
117-150 |
| Close |
118-027 |
117-260 |
-0-087 |
-0.2% |
118-027 |
| Range |
0-242 |
0-153 |
-0-089 |
-36.8% |
1-052 |
| ATR |
0-231 |
0-226 |
-0-005 |
-2.4% |
0-000 |
| Volume |
18,211 |
13,253 |
-4,958 |
-27.2% |
290,614 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-085 |
119-005 |
118-024 |
|
| R3 |
118-252 |
118-172 |
117-302 |
|
| R2 |
118-099 |
118-099 |
117-288 |
|
| R1 |
118-019 |
118-019 |
117-274 |
117-302 |
| PP |
117-266 |
117-266 |
117-266 |
117-247 |
| S1 |
117-186 |
117-186 |
117-246 |
117-150 |
| S2 |
117-113 |
117-113 |
117-232 |
|
| S3 |
116-280 |
117-033 |
117-218 |
|
| S4 |
116-127 |
116-200 |
117-176 |
|
|
| 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 |
117-152 |
1-050 |
1.0% |
0-200 |
0.5% |
29% |
False |
False |
28,394 |
| 10 |
118-202 |
117-067 |
1-135 |
1.2% |
0-214 |
0.6% |
42% |
False |
False |
250,954 |
| 20 |
119-050 |
117-067 |
1-303 |
1.7% |
0-224 |
0.6% |
31% |
False |
False |
283,884 |
| 40 |
120-237 |
117-067 |
3-170 |
3.0% |
0-223 |
0.6% |
17% |
False |
False |
266,511 |
| 60 |
120-237 |
117-067 |
3-170 |
3.0% |
0-238 |
0.6% |
17% |
False |
False |
232,443 |
| 80 |
120-237 |
113-150 |
7-087 |
6.2% |
0-246 |
0.7% |
60% |
False |
False |
220,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-035 |
|
2.618 |
119-106 |
|
1.618 |
118-273 |
|
1.000 |
118-178 |
|
0.618 |
118-120 |
|
HIGH |
118-025 |
|
0.618 |
117-287 |
|
0.500 |
117-268 |
|
0.382 |
117-250 |
|
LOW |
117-192 |
|
0.618 |
117-097 |
|
1.000 |
117-039 |
|
1.618 |
116-264 |
|
2.618 |
116-111 |
|
4.250 |
115-182 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-268 |
118-037 |
| PP |
117-266 |
118-005 |
| S1 |
117-263 |
117-292 |
|