ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
117-110 |
116-285 |
-0-145 |
-0.4% |
117-090 |
| High |
117-115 |
117-187 |
0-072 |
0.2% |
117-120 |
| Low |
116-170 |
116-222 |
0-052 |
0.1% |
116-020 |
| Close |
116-217 |
117-137 |
0-240 |
0.6% |
116-187 |
| Range |
0-265 |
0-285 |
0-020 |
7.5% |
1-100 |
| ATR |
0-212 |
0-217 |
0-006 |
2.6% |
0-000 |
| Volume |
342,984 |
352,292 |
9,308 |
2.7% |
1,241,128 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-290 |
119-179 |
117-294 |
|
| R3 |
119-005 |
118-214 |
117-215 |
|
| R2 |
118-040 |
118-040 |
117-189 |
|
| R1 |
117-249 |
117-249 |
117-163 |
117-304 |
| PP |
117-075 |
117-075 |
117-075 |
117-103 |
| S1 |
116-284 |
116-284 |
117-111 |
117-020 |
| S2 |
116-110 |
116-110 |
117-085 |
|
| S3 |
115-145 |
115-319 |
117-059 |
|
| S4 |
114-180 |
115-034 |
116-300 |
|
|
| 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 |
121-118 |
|
2.618 |
119-293 |
|
1.618 |
119-008 |
|
1.000 |
118-152 |
|
0.618 |
118-043 |
|
HIGH |
117-187 |
|
0.618 |
117-078 |
|
0.500 |
117-044 |
|
0.382 |
117-011 |
|
LOW |
116-222 |
|
0.618 |
116-046 |
|
1.000 |
115-257 |
|
1.618 |
115-081 |
|
2.618 |
114-116 |
|
4.250 |
112-291 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-106 |
117-098 |
| PP |
117-075 |
117-058 |
| S1 |
117-044 |
117-018 |
|