ECBOT 5 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 06-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
116-285 |
117-145 |
0-180 |
0.5% |
116-217 |
High |
117-187 |
117-247 |
0-060 |
0.2% |
117-247 |
Low |
116-222 |
117-000 |
0-098 |
0.3% |
116-170 |
Close |
117-137 |
117-082 |
-0-055 |
-0.1% |
117-082 |
Range |
0-285 |
0-247 |
-0-038 |
-13.3% |
1-077 |
ATR |
0-217 |
0-220 |
0-002 |
1.0% |
0-000 |
Volume |
352,292 |
387,370 |
35,078 |
10.0% |
1,800,046 |
|
Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-211 |
119-073 |
117-218 |
|
R3 |
118-284 |
118-146 |
117-150 |
|
R2 |
118-037 |
118-037 |
117-127 |
|
R1 |
117-219 |
117-219 |
117-105 |
117-164 |
PP |
117-110 |
117-110 |
117-110 |
117-082 |
S1 |
116-292 |
116-292 |
117-059 |
116-238 |
S2 |
116-183 |
116-183 |
117-037 |
|
S3 |
115-256 |
116-045 |
117-014 |
|
S4 |
115-009 |
115-118 |
116-266 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-291 |
120-103 |
117-300 |
|
R3 |
119-214 |
119-026 |
117-191 |
|
R2 |
118-137 |
118-137 |
117-155 |
|
R1 |
117-269 |
117-269 |
117-118 |
118-043 |
PP |
117-060 |
117-060 |
117-060 |
117-106 |
S1 |
116-192 |
116-192 |
117-046 |
116-286 |
S2 |
115-303 |
115-303 |
117-009 |
|
S3 |
114-226 |
115-115 |
116-293 |
|
S4 |
113-149 |
114-038 |
116-184 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-017 |
2.618 |
119-254 |
1.618 |
119-007 |
1.000 |
118-174 |
0.618 |
118-080 |
HIGH |
117-247 |
0.618 |
117-153 |
0.500 |
117-124 |
0.382 |
117-094 |
LOW |
117-000 |
0.618 |
116-167 |
1.000 |
116-073 |
1.618 |
115-240 |
2.618 |
114-313 |
4.250 |
113-230 |
|
|
Fisher Pivots for day following 06-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
117-124 |
117-071 |
PP |
117-110 |
117-060 |
S1 |
117-096 |
117-048 |
|