ECBOT 5 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 17-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
118-010 |
117-312 |
-0-018 |
0.0% |
118-015 |
High |
118-030 |
118-015 |
-0-015 |
0.0% |
118-077 |
Low |
117-287 |
117-205 |
-0-082 |
-0.2% |
117-020 |
Close |
117-307 |
117-205 |
-0-102 |
-0.3% |
118-045 |
Range |
0-063 |
0-130 |
0-067 |
106.3% |
1-057 |
ATR |
0-208 |
0-203 |
-0-006 |
-2.7% |
0-000 |
Volume |
2,217 |
4,183 |
1,966 |
88.7% |
55,355 |
|
Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-318 |
118-232 |
117-276 |
|
R3 |
118-188 |
118-102 |
117-241 |
|
R2 |
118-058 |
118-058 |
117-229 |
|
R1 |
117-292 |
117-292 |
117-217 |
117-270 |
PP |
117-248 |
117-248 |
117-248 |
117-238 |
S1 |
117-162 |
117-162 |
117-193 |
117-140 |
S2 |
117-118 |
117-118 |
117-181 |
|
S3 |
116-308 |
117-032 |
117-169 |
|
S4 |
116-178 |
116-222 |
117-134 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-112 |
120-295 |
118-252 |
|
R3 |
120-055 |
119-238 |
118-149 |
|
R2 |
118-318 |
118-318 |
118-114 |
|
R1 |
118-181 |
118-181 |
118-080 |
118-250 |
PP |
117-261 |
117-261 |
117-261 |
117-295 |
S1 |
117-124 |
117-124 |
118-010 |
117-192 |
S2 |
116-204 |
116-204 |
117-296 |
|
S3 |
115-147 |
116-067 |
117-261 |
|
S4 |
114-090 |
115-010 |
117-158 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-077 |
117-020 |
1-057 |
1.0% |
0-157 |
0.4% |
49% |
False |
False |
7,223 |
10 |
118-202 |
117-020 |
1-182 |
1.3% |
0-178 |
0.5% |
37% |
False |
False |
13,564 |
20 |
119-050 |
117-020 |
2-030 |
1.8% |
0-203 |
0.5% |
28% |
False |
False |
213,216 |
40 |
120-010 |
117-020 |
2-310 |
2.5% |
0-214 |
0.6% |
19% |
False |
False |
231,511 |
60 |
120-237 |
117-020 |
3-217 |
3.1% |
0-220 |
0.6% |
16% |
False |
False |
209,841 |
80 |
120-237 |
114-240 |
5-317 |
5.1% |
0-242 |
0.6% |
48% |
False |
False |
219,602 |
100 |
120-237 |
110-290 |
9-267 |
8.4% |
0-236 |
0.6% |
68% |
False |
False |
177,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-248 |
2.618 |
119-035 |
1.618 |
118-225 |
1.000 |
118-145 |
0.618 |
118-095 |
HIGH |
118-015 |
0.618 |
117-285 |
0.500 |
117-270 |
0.382 |
117-255 |
LOW |
117-205 |
0.618 |
117-125 |
1.000 |
117-075 |
1.618 |
116-315 |
2.618 |
116-185 |
4.250 |
115-292 |
|
|
Fisher Pivots for day following 17-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
117-270 |
117-284 |
PP |
117-248 |
117-258 |
S1 |
117-227 |
117-232 |
|