ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
117-210 |
117-110 |
-0-100 |
-0.3% |
116-040 |
| High |
117-260 |
117-160 |
-0-100 |
-0.3% |
117-260 |
| Low |
117-100 |
116-260 |
-0-160 |
-0.4% |
116-030 |
| Close |
117-210 |
116-290 |
-0-240 |
-0.6% |
116-290 |
| Range |
0-160 |
0-220 |
0-060 |
37.5% |
1-230 |
| ATR |
|
|
|
|
|
| Volume |
4,754 |
3,811 |
-943 |
-19.8% |
19,747 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-043 |
118-227 |
117-091 |
|
| R3 |
118-143 |
118-007 |
117-030 |
|
| R2 |
117-243 |
117-243 |
117-010 |
|
| R1 |
117-107 |
117-107 |
116-310 |
117-065 |
| PP |
117-023 |
117-023 |
117-023 |
117-002 |
| S1 |
116-207 |
116-207 |
116-270 |
116-165 |
| S2 |
116-123 |
116-123 |
116-250 |
|
| S3 |
115-223 |
115-307 |
116-230 |
|
| S4 |
115-003 |
115-087 |
116-169 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-030 |
121-070 |
117-272 |
|
| R3 |
120-120 |
119-160 |
117-121 |
|
| R2 |
118-210 |
118-210 |
117-071 |
|
| R1 |
117-250 |
117-250 |
117-020 |
118-070 |
| PP |
116-300 |
116-300 |
116-300 |
117-050 |
| S1 |
116-020 |
116-020 |
116-240 |
116-160 |
| S2 |
115-070 |
115-070 |
116-189 |
|
| S3 |
113-160 |
114-110 |
116-139 |
|
| S4 |
111-250 |
112-200 |
115-308 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-135 |
|
2.618 |
119-096 |
|
1.618 |
118-196 |
|
1.000 |
118-060 |
|
0.618 |
117-296 |
|
HIGH |
117-160 |
|
0.618 |
117-076 |
|
0.500 |
117-050 |
|
0.382 |
117-024 |
|
LOW |
116-260 |
|
0.618 |
116-124 |
|
1.000 |
116-040 |
|
1.618 |
115-224 |
|
2.618 |
115-004 |
|
4.250 |
113-285 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-050 |
117-100 |
| PP |
117-023 |
117-057 |
| S1 |
116-317 |
117-013 |
|