ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
117-157 |
117-110 |
-0-047 |
-0.1% |
117-090 |
| High |
117-162 |
117-115 |
-0-047 |
-0.1% |
117-120 |
| Low |
117-002 |
116-170 |
-0-152 |
-0.4% |
116-020 |
| Close |
117-030 |
116-217 |
-0-133 |
-0.4% |
116-187 |
| Range |
0-160 |
0-265 |
0-105 |
65.6% |
1-100 |
| ATR |
0-208 |
0-212 |
0-004 |
2.0% |
0-000 |
| Volume |
371,185 |
342,984 |
-28,201 |
-7.6% |
1,241,128 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-109 |
118-268 |
117-043 |
|
| R3 |
118-164 |
118-003 |
116-290 |
|
| R2 |
117-219 |
117-219 |
116-266 |
|
| R1 |
117-058 |
117-058 |
116-241 |
117-006 |
| PP |
116-274 |
116-274 |
116-274 |
116-248 |
| S1 |
116-113 |
116-113 |
116-193 |
116-061 |
| S2 |
116-009 |
116-009 |
116-168 |
|
| S3 |
115-064 |
115-168 |
116-144 |
|
| S4 |
114-119 |
114-223 |
116-071 |
|
|
| 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 |
120-281 |
|
2.618 |
119-169 |
|
1.618 |
118-224 |
|
1.000 |
118-060 |
|
0.618 |
117-279 |
|
HIGH |
117-115 |
|
0.618 |
117-014 |
|
0.500 |
116-302 |
|
0.382 |
116-271 |
|
LOW |
116-170 |
|
0.618 |
116-006 |
|
1.000 |
115-225 |
|
1.618 |
115-061 |
|
2.618 |
114-116 |
|
4.250 |
113-004 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-302 |
117-018 |
| PP |
116-274 |
116-297 |
| S1 |
116-246 |
116-257 |
|