ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
117-035 |
116-235 |
-0-120 |
-0.3% |
117-045 |
| High |
117-075 |
119-152 |
2-077 |
1.9% |
117-145 |
| Low |
116-215 |
116-220 |
0-005 |
0.0% |
116-110 |
| Close |
116-250 |
119-027 |
2-097 |
2.0% |
117-095 |
| Range |
0-180 |
2-252 |
2-072 |
395.6% |
1-035 |
| ATR |
0-218 |
0-266 |
0-048 |
22.1% |
0-000 |
| Volume |
212,185 |
350,448 |
138,263 |
65.2% |
1,605,834 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-249 |
125-230 |
120-198 |
|
| R3 |
123-317 |
122-298 |
119-272 |
|
| R2 |
121-065 |
121-065 |
119-191 |
|
| R1 |
120-046 |
120-046 |
119-109 |
120-216 |
| PP |
118-133 |
118-133 |
118-133 |
118-218 |
| S1 |
117-114 |
117-114 |
118-265 |
117-284 |
| S2 |
115-201 |
115-201 |
118-183 |
|
| S3 |
112-269 |
114-182 |
118-102 |
|
| S4 |
110-017 |
111-250 |
117-176 |
|
|
| 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 |
131-103 |
|
2.618 |
126-247 |
|
1.618 |
123-315 |
|
1.000 |
122-084 |
|
0.618 |
121-063 |
|
HIGH |
119-152 |
|
0.618 |
118-131 |
|
0.500 |
118-026 |
|
0.382 |
117-241 |
|
LOW |
116-220 |
|
0.618 |
114-309 |
|
1.000 |
113-288 |
|
1.618 |
112-057 |
|
2.618 |
109-125 |
|
4.250 |
104-269 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-240 |
118-239 |
| PP |
118-133 |
118-131 |
| S1 |
118-026 |
118-024 |
|