ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
117-040 |
116-270 |
-0-090 |
-0.2% |
117-210 |
| High |
117-120 |
117-020 |
-0-100 |
-0.3% |
117-300 |
| Low |
116-260 |
116-090 |
-0-170 |
-0.5% |
116-230 |
| Close |
116-280 |
116-100 |
-0-180 |
-0.5% |
117-110 |
| Range |
0-180 |
0-250 |
0-070 |
38.9% |
1-070 |
| ATR |
0-205 |
0-208 |
0-003 |
1.6% |
0-000 |
| Volume |
130,120 |
266,102 |
135,982 |
104.5% |
190,824 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-287 |
118-123 |
116-238 |
|
| R3 |
118-037 |
117-193 |
116-169 |
|
| R2 |
117-107 |
117-107 |
116-146 |
|
| R1 |
116-263 |
116-263 |
116-123 |
116-220 |
| PP |
116-177 |
116-177 |
116-177 |
116-155 |
| S1 |
116-013 |
116-013 |
116-077 |
115-290 |
| S2 |
115-247 |
115-247 |
116-054 |
|
| S3 |
114-317 |
115-083 |
116-031 |
|
| S4 |
114-067 |
114-153 |
115-282 |
|
|
| 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 |
120-122 |
|
2.618 |
119-034 |
|
1.618 |
118-104 |
|
1.000 |
117-270 |
|
0.618 |
117-174 |
|
HIGH |
117-020 |
|
0.618 |
116-244 |
|
0.500 |
116-215 |
|
0.382 |
116-186 |
|
LOW |
116-090 |
|
0.618 |
115-256 |
|
1.000 |
115-160 |
|
1.618 |
115-006 |
|
2.618 |
114-076 |
|
4.250 |
112-308 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-215 |
116-265 |
| PP |
116-177 |
116-210 |
| S1 |
116-138 |
116-155 |
|