ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
117-230 |
117-020 |
-0-210 |
-0.6% |
116-040 |
| High |
117-300 |
117-120 |
-0-180 |
-0.5% |
117-260 |
| Low |
117-010 |
116-230 |
-0-100 |
-0.3% |
116-030 |
| Close |
117-100 |
116-270 |
-0-150 |
-0.4% |
116-290 |
| Range |
0-290 |
0-210 |
-0-080 |
-27.6% |
1-230 |
| ATR |
0-199 |
0-200 |
0-001 |
0.4% |
0-000 |
| Volume |
23,718 |
76,607 |
52,889 |
223.0% |
19,747 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-303 |
118-177 |
117-066 |
|
| R3 |
118-093 |
117-287 |
117-008 |
|
| R2 |
117-203 |
117-203 |
116-308 |
|
| R1 |
117-077 |
117-077 |
116-289 |
117-035 |
| PP |
116-313 |
116-313 |
116-313 |
116-292 |
| S1 |
116-187 |
116-187 |
116-251 |
116-145 |
| S2 |
116-103 |
116-103 |
116-232 |
|
| S3 |
115-213 |
115-297 |
116-212 |
|
| S4 |
115-003 |
115-087 |
116-154 |
|
|
| 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 |
120-052 |
|
2.618 |
119-030 |
|
1.618 |
118-140 |
|
1.000 |
118-010 |
|
0.618 |
117-250 |
|
HIGH |
117-120 |
|
0.618 |
117-040 |
|
0.500 |
117-015 |
|
0.382 |
116-310 |
|
LOW |
116-230 |
|
0.618 |
116-100 |
|
1.000 |
116-020 |
|
1.618 |
115-210 |
|
2.618 |
115-000 |
|
4.250 |
113-298 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-015 |
117-105 |
| PP |
116-313 |
117-053 |
| S1 |
116-292 |
117-002 |
|