ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 20-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
119-200 |
119-062 |
-0-138 |
-0.4% |
118-010 |
| High |
119-250 |
119-097 |
-0-153 |
-0.4% |
119-287 |
| Low |
119-060 |
119-055 |
-0-005 |
0.0% |
117-205 |
| Close |
119-060 |
119-097 |
0-037 |
0.1% |
119-097 |
| Range |
0-190 |
0-042 |
-0-148 |
-77.9% |
2-082 |
| ATR |
0-239 |
0-225 |
-0-014 |
-5.9% |
0-000 |
| Volume |
5,883 |
3,132 |
-2,751 |
-46.8% |
21,394 |
|
| Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-209 |
119-195 |
119-120 |
|
| R3 |
119-167 |
119-153 |
119-109 |
|
| R2 |
119-125 |
119-125 |
119-105 |
|
| R1 |
119-111 |
119-111 |
119-101 |
119-118 |
| PP |
119-083 |
119-083 |
119-083 |
119-086 |
| S1 |
119-069 |
119-069 |
119-093 |
119-076 |
| S2 |
119-041 |
119-041 |
119-089 |
|
| S3 |
118-319 |
119-027 |
119-085 |
|
| S4 |
118-277 |
118-305 |
119-074 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-229 |
124-245 |
120-174 |
|
| R3 |
123-147 |
122-163 |
119-296 |
|
| R2 |
121-065 |
121-065 |
119-229 |
|
| R1 |
120-081 |
120-081 |
119-163 |
120-233 |
| PP |
118-303 |
118-303 |
118-303 |
119-059 |
| S1 |
117-319 |
117-319 |
119-031 |
118-151 |
| S2 |
116-221 |
116-221 |
118-285 |
|
| S3 |
114-139 |
115-237 |
118-218 |
|
| S4 |
112-057 |
113-155 |
118-020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-287 |
117-205 |
2-082 |
1.9% |
0-222 |
0.6% |
74% |
False |
False |
4,278 |
| 10 |
119-287 |
117-020 |
2-267 |
2.4% |
0-202 |
0.5% |
79% |
False |
False |
7,674 |
| 20 |
119-287 |
117-020 |
2-267 |
2.4% |
0-210 |
0.5% |
79% |
False |
False |
152,531 |
| 40 |
119-287 |
117-020 |
2-267 |
2.4% |
0-218 |
0.6% |
79% |
False |
False |
215,032 |
| 60 |
120-237 |
117-020 |
3-217 |
3.1% |
0-223 |
0.6% |
61% |
False |
False |
201,179 |
| 80 |
120-237 |
114-290 |
5-267 |
4.9% |
0-243 |
0.6% |
75% |
False |
False |
215,645 |
| 100 |
120-237 |
110-290 |
9-267 |
8.2% |
0-239 |
0.6% |
85% |
False |
False |
177,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-276 |
|
2.618 |
119-207 |
|
1.618 |
119-165 |
|
1.000 |
119-139 |
|
0.618 |
119-123 |
|
HIGH |
119-097 |
|
0.618 |
119-081 |
|
0.500 |
119-076 |
|
0.382 |
119-071 |
|
LOW |
119-055 |
|
0.618 |
119-029 |
|
1.000 |
119-013 |
|
1.618 |
118-307 |
|
2.618 |
118-265 |
|
4.250 |
118-196 |
|
|
| Fisher Pivots for day following 20-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-090 |
119-046 |
| PP |
119-083 |
118-315 |
| S1 |
119-076 |
118-264 |
|