ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
116-205 |
117-010 |
0-125 |
0.3% |
117-045 |
| High |
117-102 |
117-145 |
0-043 |
0.1% |
117-145 |
| Low |
116-167 |
116-200 |
0-033 |
0.1% |
116-110 |
| Close |
116-297 |
117-095 |
0-118 |
0.3% |
117-095 |
| Range |
0-255 |
0-265 |
0-010 |
3.9% |
1-035 |
| ATR |
0-221 |
0-224 |
0-003 |
1.4% |
0-000 |
| Volume |
336,117 |
498,136 |
162,019 |
48.2% |
1,605,834 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-195 |
119-090 |
117-241 |
|
| R3 |
118-250 |
118-145 |
117-168 |
|
| R2 |
117-305 |
117-305 |
117-144 |
|
| R1 |
117-200 |
117-200 |
117-119 |
117-252 |
| PP |
117-040 |
117-040 |
117-040 |
117-066 |
| S1 |
116-255 |
116-255 |
117-071 |
116-308 |
| S2 |
116-095 |
116-095 |
117-046 |
|
| S3 |
115-150 |
115-310 |
117-022 |
|
| S4 |
114-205 |
115-045 |
116-269 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-115 |
119-300 |
117-290 |
|
| R3 |
119-080 |
118-265 |
117-193 |
|
| R2 |
118-045 |
118-045 |
117-160 |
|
| R1 |
117-230 |
117-230 |
117-128 |
117-298 |
| PP |
117-010 |
117-010 |
117-010 |
117-044 |
| S1 |
116-195 |
116-195 |
117-062 |
116-262 |
| S2 |
115-295 |
115-295 |
117-030 |
|
| S3 |
114-260 |
115-160 |
116-317 |
|
| S4 |
113-225 |
114-125 |
116-220 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-311 |
|
2.618 |
119-199 |
|
1.618 |
118-254 |
|
1.000 |
118-090 |
|
0.618 |
117-309 |
|
HIGH |
117-145 |
|
0.618 |
117-044 |
|
0.500 |
117-012 |
|
0.382 |
116-301 |
|
LOW |
116-200 |
|
0.618 |
116-036 |
|
1.000 |
115-255 |
|
1.618 |
115-091 |
|
2.618 |
114-146 |
|
4.250 |
113-034 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-068 |
117-052 |
| PP |
117-040 |
117-010 |
| S1 |
117-012 |
116-288 |
|