ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
117-090 |
117-040 |
-0-050 |
-0.1% |
117-210 |
| High |
117-110 |
117-120 |
0-010 |
0.0% |
117-300 |
| Low |
116-230 |
116-260 |
0-030 |
0.1% |
116-230 |
| Close |
117-030 |
116-280 |
-0-070 |
-0.2% |
117-110 |
| Range |
0-200 |
0-180 |
-0-020 |
-10.0% |
1-070 |
| ATR |
0-207 |
0-205 |
-0-002 |
-0.9% |
0-000 |
| Volume |
117,883 |
130,120 |
12,237 |
10.4% |
190,824 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-227 |
118-113 |
117-059 |
|
| R3 |
118-047 |
117-253 |
117-010 |
|
| R2 |
117-187 |
117-187 |
116-313 |
|
| R1 |
117-073 |
117-073 |
116-296 |
117-040 |
| PP |
117-007 |
117-007 |
117-007 |
116-310 |
| S1 |
116-213 |
116-213 |
116-264 |
116-180 |
| S2 |
116-147 |
116-147 |
116-247 |
|
| S3 |
115-287 |
116-033 |
116-230 |
|
| S4 |
115-107 |
115-173 |
116-181 |
|
|
| 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 |
119-245 |
|
2.618 |
118-271 |
|
1.618 |
118-091 |
|
1.000 |
117-300 |
|
0.618 |
117-231 |
|
HIGH |
117-120 |
|
0.618 |
117-051 |
|
0.500 |
117-030 |
|
0.382 |
117-009 |
|
LOW |
116-260 |
|
0.618 |
116-149 |
|
1.000 |
116-080 |
|
1.618 |
115-289 |
|
2.618 |
115-109 |
|
4.250 |
114-135 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-030 |
117-080 |
| PP |
117-007 |
117-040 |
| S1 |
116-303 |
117-000 |
|