ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
117-070 |
117-090 |
0-020 |
0.1% |
117-210 |
| High |
117-250 |
117-110 |
-0-140 |
-0.4% |
117-300 |
| Low |
116-310 |
116-230 |
-0-080 |
-0.2% |
116-230 |
| Close |
117-110 |
117-030 |
-0-080 |
-0.2% |
117-110 |
| Range |
0-260 |
0-200 |
-0-060 |
-23.1% |
1-070 |
| ATR |
0-207 |
0-207 |
-0-001 |
-0.2% |
0-000 |
| Volume |
86,570 |
117,883 |
31,313 |
36.2% |
190,824 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-297 |
118-203 |
117-140 |
|
| R3 |
118-097 |
118-003 |
117-085 |
|
| R2 |
117-217 |
117-217 |
117-067 |
|
| R1 |
117-123 |
117-123 |
117-048 |
117-070 |
| PP |
117-017 |
117-017 |
117-017 |
116-310 |
| S1 |
116-243 |
116-243 |
117-012 |
116-190 |
| S2 |
116-137 |
116-137 |
116-313 |
|
| S3 |
115-257 |
116-043 |
116-295 |
|
| S4 |
115-057 |
115-163 |
116-240 |
|
|
| 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 |
120-000 |
|
2.618 |
118-314 |
|
1.618 |
118-114 |
|
1.000 |
117-310 |
|
0.618 |
117-234 |
|
HIGH |
117-110 |
|
0.618 |
117-034 |
|
0.500 |
117-010 |
|
0.382 |
116-306 |
|
LOW |
116-230 |
|
0.618 |
116-106 |
|
1.000 |
116-030 |
|
1.618 |
115-226 |
|
2.618 |
115-026 |
|
4.250 |
114-020 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-023 |
117-080 |
| PP |
117-017 |
117-063 |
| S1 |
117-010 |
117-047 |
|