ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
117-020 |
117-070 |
0-050 |
0.1% |
117-210 |
| High |
117-120 |
117-250 |
0-130 |
0.3% |
117-300 |
| Low |
116-230 |
116-310 |
0-080 |
0.2% |
116-230 |
| Close |
116-270 |
117-110 |
0-160 |
0.4% |
117-110 |
| Range |
0-210 |
0-260 |
0-050 |
23.8% |
1-070 |
| ATR |
0-200 |
0-207 |
0-007 |
3.6% |
0-000 |
| Volume |
76,607 |
86,570 |
9,963 |
13.0% |
190,824 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-257 |
119-123 |
117-253 |
|
| R3 |
118-317 |
118-183 |
117-182 |
|
| R2 |
118-057 |
118-057 |
117-158 |
|
| R1 |
117-243 |
117-243 |
117-134 |
117-310 |
| PP |
117-117 |
117-117 |
117-117 |
117-150 |
| S1 |
116-303 |
116-303 |
117-086 |
117-050 |
| S2 |
116-177 |
116-177 |
117-062 |
|
| S3 |
115-237 |
116-043 |
117-038 |
|
| S4 |
114-297 |
115-103 |
116-287 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-317 |
120-123 |
118-004 |
|
| R3 |
119-247 |
119-053 |
117-217 |
|
| R2 |
118-177 |
118-177 |
117-182 |
|
| R1 |
117-303 |
117-303 |
117-146 |
117-205 |
| PP |
117-107 |
117-107 |
117-107 |
117-058 |
| S1 |
116-233 |
116-233 |
117-074 |
116-135 |
| S2 |
116-037 |
116-037 |
117-038 |
|
| S3 |
114-287 |
115-163 |
117-003 |
|
| S4 |
113-217 |
114-093 |
116-216 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-075 |
|
2.618 |
119-291 |
|
1.618 |
119-031 |
|
1.000 |
118-190 |
|
0.618 |
118-091 |
|
HIGH |
117-250 |
|
0.618 |
117-151 |
|
0.500 |
117-120 |
|
0.382 |
117-089 |
|
LOW |
116-310 |
|
0.618 |
116-149 |
|
1.000 |
116-050 |
|
1.618 |
115-209 |
|
2.618 |
114-269 |
|
4.250 |
113-165 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-120 |
117-108 |
| PP |
117-117 |
117-107 |
| S1 |
117-113 |
117-105 |
|