ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
116-190 |
117-150 |
0-280 |
0.8% |
117-090 |
| High |
117-120 |
117-200 |
0-080 |
0.2% |
117-110 |
| Low |
116-180 |
117-080 |
0-220 |
0.6% |
116-050 |
| Close |
117-080 |
117-130 |
0-050 |
0.1% |
116-120 |
| Range |
0-260 |
0-120 |
-0-140 |
-53.8% |
1-060 |
| ATR |
|
|
|
|
|
| Volume |
4,249 |
2,538 |
-1,711 |
-40.3% |
12,882 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-177 |
118-113 |
117-196 |
|
| R3 |
118-057 |
117-313 |
117-163 |
|
| R2 |
117-257 |
117-257 |
117-152 |
|
| R1 |
117-193 |
117-193 |
117-141 |
117-165 |
| PP |
117-137 |
117-137 |
117-137 |
117-122 |
| S1 |
117-073 |
117-073 |
117-119 |
117-045 |
| S2 |
117-017 |
117-017 |
117-108 |
|
| S3 |
116-217 |
116-273 |
117-097 |
|
| S4 |
116-097 |
116-153 |
117-064 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-060 |
119-150 |
117-009 |
|
| R3 |
119-000 |
118-090 |
116-224 |
|
| R2 |
117-260 |
117-260 |
116-190 |
|
| R1 |
117-030 |
117-030 |
116-155 |
116-275 |
| PP |
116-200 |
116-200 |
116-200 |
116-162 |
| S1 |
115-290 |
115-290 |
116-085 |
115-215 |
| S2 |
115-140 |
115-140 |
116-050 |
|
| S3 |
114-080 |
114-230 |
116-016 |
|
| S4 |
113-020 |
113-170 |
115-231 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-070 |
|
2.618 |
118-194 |
|
1.618 |
118-074 |
|
1.000 |
118-000 |
|
0.618 |
117-274 |
|
HIGH |
117-200 |
|
0.618 |
117-154 |
|
0.500 |
117-140 |
|
0.382 |
117-126 |
|
LOW |
117-080 |
|
0.618 |
117-006 |
|
1.000 |
116-280 |
|
1.618 |
116-206 |
|
2.618 |
116-086 |
|
4.250 |
115-210 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-140 |
117-072 |
| PP |
117-137 |
117-013 |
| S1 |
117-133 |
116-275 |
|