ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 23-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
119-062 |
119-000 |
-0-062 |
-0.2% |
118-010 |
| High |
119-097 |
119-037 |
-0-060 |
-0.2% |
119-287 |
| Low |
119-055 |
119-000 |
-0-055 |
-0.1% |
117-205 |
| Close |
119-097 |
119-017 |
-0-080 |
-0.2% |
119-097 |
| Range |
0-042 |
0-037 |
-0-005 |
-11.9% |
2-082 |
| ATR |
0-225 |
0-216 |
-0-009 |
-4.1% |
0-000 |
| Volume |
3,132 |
1,122 |
-2,010 |
-64.2% |
21,394 |
|
| Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-129 |
119-110 |
119-037 |
|
| R3 |
119-092 |
119-073 |
119-027 |
|
| R2 |
119-055 |
119-055 |
119-024 |
|
| R1 |
119-036 |
119-036 |
119-020 |
119-046 |
| PP |
119-018 |
119-018 |
119-018 |
119-023 |
| S1 |
118-319 |
118-319 |
119-014 |
119-008 |
| S2 |
118-301 |
118-301 |
119-010 |
|
| S3 |
118-264 |
118-282 |
119-007 |
|
| S4 |
118-227 |
118-245 |
118-317 |
|
|
| 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% |
0-217 |
0.6% |
63% |
False |
False |
4,059 |
| 10 |
119-287 |
117-020 |
2-267 |
2.4% |
0-190 |
0.5% |
70% |
False |
False |
6,461 |
| 20 |
119-287 |
117-020 |
2-267 |
2.4% |
0-202 |
0.5% |
70% |
False |
False |
128,708 |
| 40 |
119-287 |
117-020 |
2-267 |
2.4% |
0-213 |
0.6% |
70% |
False |
False |
208,113 |
| 60 |
120-237 |
117-020 |
3-217 |
3.1% |
0-221 |
0.6% |
54% |
False |
False |
199,518 |
| 80 |
120-237 |
115-250 |
4-307 |
4.2% |
0-238 |
0.6% |
66% |
False |
False |
212,436 |
| 100 |
120-237 |
110-290 |
9-267 |
8.3% |
0-237 |
0.6% |
83% |
False |
False |
177,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-194 |
|
2.618 |
119-134 |
|
1.618 |
119-097 |
|
1.000 |
119-074 |
|
0.618 |
119-060 |
|
HIGH |
119-037 |
|
0.618 |
119-023 |
|
0.500 |
119-018 |
|
0.382 |
119-014 |
|
LOW |
119-000 |
|
0.618 |
118-297 |
|
1.000 |
118-283 |
|
1.618 |
118-260 |
|
2.618 |
118-223 |
|
4.250 |
118-163 |
|
|
| Fisher Pivots for day following 23-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-018 |
119-125 |
| PP |
119-018 |
119-089 |
| S1 |
119-018 |
119-053 |
|