ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
117-240 |
119-200 |
1-280 |
1.6% |
118-015 |
| High |
119-287 |
119-250 |
-0-037 |
-0.1% |
118-077 |
| Low |
117-240 |
119-060 |
1-140 |
1.2% |
117-020 |
| Close |
119-287 |
119-060 |
-0-227 |
-0.6% |
118-045 |
| Range |
2-047 |
0-190 |
-1-177 |
-72.3% |
1-057 |
| ATR |
0-240 |
0-239 |
-0-001 |
-0.4% |
0-000 |
| Volume |
5,979 |
5,883 |
-96 |
-1.6% |
55,355 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-053 |
120-247 |
119-164 |
|
| R3 |
120-183 |
120-057 |
119-112 |
|
| R2 |
119-313 |
119-313 |
119-095 |
|
| R1 |
119-187 |
119-187 |
119-077 |
119-155 |
| PP |
119-123 |
119-123 |
119-123 |
119-108 |
| S1 |
118-317 |
118-317 |
119-043 |
118-285 |
| S2 |
118-253 |
118-253 |
119-025 |
|
| S3 |
118-063 |
118-127 |
119-008 |
|
| S4 |
117-193 |
117-257 |
118-276 |
|
|
| 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 |
119-287 |
117-172 |
2-115 |
2.0% |
0-259 |
0.7% |
70% |
False |
False |
6,191 |
| 10 |
119-287 |
117-020 |
2-267 |
2.4% |
0-222 |
0.6% |
75% |
False |
False |
9,182 |
| 20 |
119-287 |
117-020 |
2-267 |
2.4% |
0-220 |
0.6% |
75% |
False |
False |
174,542 |
| 40 |
119-287 |
117-020 |
2-267 |
2.4% |
0-222 |
0.6% |
75% |
False |
False |
220,027 |
| 60 |
120-237 |
117-020 |
3-217 |
3.1% |
0-226 |
0.6% |
58% |
False |
False |
203,340 |
| 80 |
120-237 |
114-240 |
5-317 |
5.0% |
0-246 |
0.6% |
74% |
False |
False |
217,784 |
| 100 |
120-237 |
110-290 |
9-267 |
8.3% |
0-240 |
0.6% |
84% |
False |
False |
177,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-098 |
|
2.618 |
121-107 |
|
1.618 |
120-237 |
|
1.000 |
120-120 |
|
0.618 |
120-047 |
|
HIGH |
119-250 |
|
0.618 |
119-177 |
|
0.500 |
119-155 |
|
0.382 |
119-133 |
|
LOW |
119-060 |
|
0.618 |
118-263 |
|
1.000 |
118-190 |
|
1.618 |
118-073 |
|
2.618 |
117-203 |
|
4.250 |
116-212 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-155 |
119-015 |
| PP |
119-123 |
118-291 |
| S1 |
119-092 |
118-246 |
|