ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
117-110 |
117-210 |
0-100 |
0.3% |
116-040 |
| High |
117-160 |
117-300 |
0-140 |
0.4% |
117-260 |
| Low |
116-260 |
117-100 |
0-160 |
0.4% |
116-030 |
| Close |
116-290 |
117-260 |
0-290 |
0.8% |
116-290 |
| Range |
0-220 |
0-200 |
-0-020 |
-9.1% |
1-230 |
| ATR |
0-000 |
0-192 |
0-192 |
|
0-000 |
| Volume |
3,811 |
3,929 |
118 |
3.1% |
19,747 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-180 |
119-100 |
118-050 |
|
| R3 |
118-300 |
118-220 |
117-315 |
|
| R2 |
118-100 |
118-100 |
117-297 |
|
| R1 |
118-020 |
118-020 |
117-278 |
118-060 |
| PP |
117-220 |
117-220 |
117-220 |
117-240 |
| S1 |
117-140 |
117-140 |
117-242 |
117-180 |
| S2 |
117-020 |
117-020 |
117-223 |
|
| S3 |
116-140 |
116-260 |
117-205 |
|
| S4 |
115-260 |
116-060 |
117-150 |
|
|
| 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 |
120-190 |
|
2.618 |
119-184 |
|
1.618 |
118-304 |
|
1.000 |
118-180 |
|
0.618 |
118-104 |
|
HIGH |
117-300 |
|
0.618 |
117-224 |
|
0.500 |
117-200 |
|
0.382 |
117-176 |
|
LOW |
117-100 |
|
0.618 |
116-296 |
|
1.000 |
116-220 |
|
1.618 |
116-096 |
|
2.618 |
115-216 |
|
4.250 |
114-210 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-240 |
117-213 |
| PP |
117-220 |
117-167 |
| S1 |
117-200 |
117-120 |
|