ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
117-230 |
117-085 |
-0-145 |
-0.4% |
117-150 |
| High |
117-230 |
117-205 |
-0-025 |
-0.1% |
118-202 |
| Low |
117-067 |
117-020 |
-0-047 |
-0.1% |
117-150 |
| Close |
117-090 |
117-160 |
0-070 |
0.2% |
118-027 |
| Range |
0-163 |
0-185 |
0-022 |
13.5% |
1-052 |
| ATR |
0-223 |
0-221 |
-0-003 |
-1.2% |
0-000 |
| Volume |
12,383 |
8,196 |
-4,187 |
-33.8% |
290,614 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-043 |
118-287 |
117-262 |
|
| R3 |
118-178 |
118-102 |
117-211 |
|
| R2 |
117-313 |
117-313 |
117-194 |
|
| R1 |
117-237 |
117-237 |
117-177 |
117-275 |
| PP |
117-128 |
117-128 |
117-128 |
117-148 |
| S1 |
117-052 |
117-052 |
117-143 |
117-090 |
| S2 |
116-263 |
116-263 |
117-126 |
|
| S3 |
116-078 |
116-187 |
117-109 |
|
| S4 |
115-213 |
116-002 |
117-058 |
|
|
| 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 |
117-020 |
1-182 |
1.3% |
0-198 |
0.5% |
28% |
False |
True |
15,971 |
| 10 |
118-202 |
117-020 |
1-182 |
1.3% |
0-204 |
0.5% |
28% |
False |
True |
160,381 |
| 20 |
119-050 |
117-020 |
2-030 |
1.8% |
0-216 |
0.6% |
21% |
False |
True |
264,060 |
| 40 |
120-237 |
117-020 |
3-217 |
3.1% |
0-220 |
0.6% |
12% |
False |
True |
254,969 |
| 60 |
120-237 |
117-020 |
3-217 |
3.1% |
0-236 |
0.6% |
12% |
False |
True |
224,863 |
| 80 |
120-237 |
113-300 |
6-257 |
5.8% |
0-244 |
0.6% |
52% |
False |
False |
220,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-031 |
|
2.618 |
119-049 |
|
1.618 |
118-184 |
|
1.000 |
118-070 |
|
0.618 |
117-319 |
|
HIGH |
117-205 |
|
0.618 |
117-134 |
|
0.500 |
117-112 |
|
0.382 |
117-091 |
|
LOW |
117-020 |
|
0.618 |
116-226 |
|
1.000 |
116-155 |
|
1.618 |
116-041 |
|
2.618 |
115-176 |
|
4.250 |
114-194 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-144 |
117-182 |
| PP |
117-128 |
117-175 |
| S1 |
117-112 |
117-168 |
|