ECBOT 5 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 09-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
117-145 |
117-045 |
-0-100 |
-0.3% |
116-217 |
High |
117-247 |
117-087 |
-0-160 |
-0.4% |
117-247 |
Low |
117-000 |
116-232 |
-0-088 |
-0.2% |
116-170 |
Close |
117-082 |
116-307 |
-0-095 |
-0.3% |
117-082 |
Range |
0-247 |
0-175 |
-0-072 |
-29.1% |
1-077 |
ATR |
0-220 |
0-216 |
-0-003 |
-1.4% |
0-000 |
Volume |
387,370 |
457,634 |
70,264 |
18.1% |
1,800,046 |
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-200 |
118-109 |
117-083 |
|
R3 |
118-025 |
117-254 |
117-035 |
|
R2 |
117-170 |
117-170 |
117-019 |
|
R1 |
117-079 |
117-079 |
117-003 |
117-037 |
PP |
116-315 |
116-315 |
116-315 |
116-294 |
S1 |
116-224 |
116-224 |
116-291 |
116-182 |
S2 |
116-140 |
116-140 |
116-275 |
|
S3 |
115-285 |
116-049 |
116-259 |
|
S4 |
115-110 |
115-194 |
116-211 |
|
|
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 |
119-191 |
2.618 |
118-225 |
1.618 |
118-050 |
1.000 |
117-262 |
0.618 |
117-195 |
HIGH |
117-087 |
0.618 |
117-020 |
0.500 |
117-000 |
0.382 |
116-299 |
LOW |
116-232 |
0.618 |
116-124 |
1.000 |
116-057 |
1.618 |
115-269 |
2.618 |
115-094 |
4.250 |
114-128 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
117-000 |
117-074 |
PP |
116-315 |
117-045 |
S1 |
116-311 |
117-016 |
|