ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
116-235 |
118-275 |
2-040 |
1.8% |
117-045 |
| High |
119-152 |
119-025 |
-0-127 |
-0.3% |
117-145 |
| Low |
116-220 |
118-122 |
1-222 |
1.5% |
116-110 |
| Close |
119-027 |
118-140 |
-0-207 |
-0.5% |
117-095 |
| Range |
2-252 |
0-223 |
-2-029 |
-75.0% |
1-035 |
| ATR |
0-266 |
0-263 |
-0-003 |
-1.1% |
0-000 |
| Volume |
350,448 |
433,781 |
83,333 |
23.8% |
1,605,834 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-231 |
120-089 |
118-263 |
|
| R3 |
120-008 |
119-186 |
118-201 |
|
| R2 |
119-105 |
119-105 |
118-181 |
|
| R1 |
118-283 |
118-283 |
118-160 |
118-242 |
| PP |
118-202 |
118-202 |
118-202 |
118-182 |
| S1 |
118-060 |
118-060 |
118-120 |
118-020 |
| S2 |
117-299 |
117-299 |
118-099 |
|
| S3 |
117-076 |
117-157 |
118-079 |
|
| S4 |
116-173 |
116-254 |
118-017 |
|
|
| 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 |
122-013 |
|
2.618 |
120-289 |
|
1.618 |
120-066 |
|
1.000 |
119-248 |
|
0.618 |
119-163 |
|
HIGH |
119-025 |
|
0.618 |
118-260 |
|
0.500 |
118-234 |
|
0.382 |
118-207 |
|
LOW |
118-122 |
|
0.618 |
117-304 |
|
1.000 |
117-219 |
|
1.618 |
117-081 |
|
2.618 |
116-178 |
|
4.250 |
115-134 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-234 |
118-101 |
| PP |
118-202 |
118-062 |
| S1 |
118-171 |
118-024 |
|