ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
116-180 |
116-100 |
-0-080 |
-0.2% |
117-090 |
| High |
116-180 |
116-252 |
0-072 |
0.2% |
117-120 |
| Low |
116-020 |
116-065 |
0-045 |
0.1% |
116-020 |
| Close |
116-120 |
116-187 |
0-067 |
0.2% |
116-187 |
| Range |
0-160 |
0-187 |
0-027 |
16.9% |
1-100 |
| ATR |
0-204 |
0-203 |
-0-001 |
-0.6% |
0-000 |
| Volume |
354,158 |
372,865 |
18,707 |
5.3% |
1,241,128 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-089 |
118-005 |
116-290 |
|
| R3 |
117-222 |
117-138 |
116-238 |
|
| R2 |
117-035 |
117-035 |
116-221 |
|
| R1 |
116-271 |
116-271 |
116-204 |
116-313 |
| PP |
116-168 |
116-168 |
116-168 |
116-189 |
| S1 |
116-084 |
116-084 |
116-170 |
116-126 |
| S2 |
115-301 |
115-301 |
116-153 |
|
| S3 |
115-114 |
115-217 |
116-136 |
|
| S4 |
114-247 |
115-030 |
116-084 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-196 |
119-291 |
117-098 |
|
| R3 |
119-096 |
118-191 |
116-302 |
|
| R2 |
117-316 |
117-316 |
116-264 |
|
| R1 |
117-091 |
117-091 |
116-226 |
116-314 |
| PP |
116-216 |
116-216 |
116-216 |
116-167 |
| S1 |
115-311 |
115-311 |
116-148 |
115-214 |
| S2 |
115-116 |
115-116 |
116-110 |
|
| S3 |
114-016 |
114-211 |
116-072 |
|
| S4 |
112-236 |
113-111 |
115-276 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-087 |
|
2.618 |
118-102 |
|
1.618 |
117-235 |
|
1.000 |
117-119 |
|
0.618 |
117-048 |
|
HIGH |
116-252 |
|
0.618 |
116-181 |
|
0.500 |
116-158 |
|
0.382 |
116-136 |
|
LOW |
116-065 |
|
0.618 |
115-269 |
|
1.000 |
115-198 |
|
1.618 |
115-082 |
|
2.618 |
114-215 |
|
4.250 |
113-230 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-178 |
116-185 |
| PP |
116-168 |
116-182 |
| S1 |
116-158 |
116-180 |
|