ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
117-150 |
117-210 |
0-060 |
0.2% |
117-090 |
| High |
117-200 |
117-260 |
0-060 |
0.2% |
117-110 |
| Low |
117-080 |
117-100 |
0-020 |
0.1% |
116-050 |
| Close |
117-130 |
117-210 |
0-080 |
0.2% |
116-120 |
| Range |
0-120 |
0-160 |
0-040 |
33.3% |
1-060 |
| ATR |
|
|
|
|
|
| Volume |
2,538 |
4,754 |
2,216 |
87.3% |
12,882 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-030 |
118-280 |
117-298 |
|
| R3 |
118-190 |
118-120 |
117-254 |
|
| R2 |
118-030 |
118-030 |
117-239 |
|
| R1 |
117-280 |
117-280 |
117-225 |
117-290 |
| PP |
117-190 |
117-190 |
117-190 |
117-195 |
| S1 |
117-120 |
117-120 |
117-195 |
117-130 |
| S2 |
117-030 |
117-030 |
117-181 |
|
| S3 |
116-190 |
116-280 |
117-166 |
|
| S4 |
116-030 |
116-120 |
117-122 |
|
|
| 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 |
119-300 |
|
2.618 |
119-039 |
|
1.618 |
118-199 |
|
1.000 |
118-100 |
|
0.618 |
118-039 |
|
HIGH |
117-260 |
|
0.618 |
117-199 |
|
0.500 |
117-180 |
|
0.382 |
117-161 |
|
LOW |
117-100 |
|
0.618 |
117-001 |
|
1.000 |
116-260 |
|
1.618 |
116-161 |
|
2.618 |
116-001 |
|
4.250 |
115-060 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-200 |
117-160 |
| PP |
117-190 |
117-110 |
| S1 |
117-180 |
117-060 |
|