ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
117-020 |
116-205 |
-0-135 |
-0.4% |
116-217 |
| High |
117-020 |
117-102 |
0-082 |
0.2% |
117-247 |
| Low |
116-110 |
116-167 |
0-057 |
0.2% |
116-170 |
| Close |
116-150 |
116-297 |
0-147 |
0.4% |
117-082 |
| Range |
0-230 |
0-255 |
0-025 |
10.9% |
1-077 |
| ATR |
0-217 |
0-221 |
0-004 |
1.8% |
0-000 |
| Volume |
313,947 |
336,117 |
22,170 |
7.1% |
1,800,046 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-100 |
118-294 |
117-117 |
|
| R3 |
118-165 |
118-039 |
117-047 |
|
| R2 |
117-230 |
117-230 |
117-024 |
|
| R1 |
117-104 |
117-104 |
117-000 |
117-167 |
| PP |
116-295 |
116-295 |
116-295 |
117-007 |
| S1 |
116-169 |
116-169 |
116-274 |
116-232 |
| S2 |
116-040 |
116-040 |
116-250 |
|
| S3 |
115-105 |
115-234 |
116-227 |
|
| S4 |
114-170 |
114-299 |
116-157 |
|
|
| 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 |
120-226 |
|
2.618 |
119-130 |
|
1.618 |
118-195 |
|
1.000 |
118-037 |
|
0.618 |
117-260 |
|
HIGH |
117-102 |
|
0.618 |
117-005 |
|
0.500 |
116-294 |
|
0.382 |
116-264 |
|
LOW |
116-167 |
|
0.618 |
116-009 |
|
1.000 |
115-232 |
|
1.618 |
115-074 |
|
2.618 |
114-139 |
|
4.250 |
113-043 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-296 |
116-287 |
| PP |
116-295 |
116-276 |
| S1 |
116-294 |
116-266 |
|