ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 31-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
118-082 |
118-167 |
0-085 |
0.2% |
118-182 |
| High |
118-175 |
118-270 |
0-095 |
0.3% |
118-190 |
| Low |
118-040 |
118-120 |
0-080 |
0.2% |
117-222 |
| Close |
118-157 |
118-245 |
0-088 |
0.2% |
118-045 |
| Range |
0-135 |
0-150 |
0-015 |
11.1% |
0-288 |
| ATR |
0-214 |
0-210 |
-0-005 |
-2.1% |
0-000 |
| Volume |
249,098 |
230,084 |
-19,014 |
-7.6% |
1,282,601 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-022 |
119-283 |
119-008 |
|
| R3 |
119-192 |
119-133 |
118-286 |
|
| R2 |
119-042 |
119-042 |
118-272 |
|
| R1 |
118-303 |
118-303 |
118-259 |
119-012 |
| PP |
118-212 |
118-212 |
118-212 |
118-226 |
| S1 |
118-153 |
118-153 |
118-231 |
118-182 |
| S2 |
118-062 |
118-062 |
118-218 |
|
| S3 |
117-232 |
118-003 |
118-204 |
|
| S4 |
117-082 |
117-173 |
118-162 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-270 |
120-125 |
118-203 |
|
| R3 |
119-302 |
119-157 |
118-124 |
|
| R2 |
119-014 |
119-014 |
118-098 |
|
| R1 |
118-189 |
118-189 |
118-071 |
118-118 |
| PP |
118-046 |
118-046 |
118-046 |
118-010 |
| S1 |
117-221 |
117-221 |
118-019 |
117-150 |
| S2 |
117-078 |
117-078 |
117-312 |
|
| S3 |
116-110 |
116-253 |
117-286 |
|
| S4 |
115-142 |
115-285 |
117-207 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-268 |
|
2.618 |
120-023 |
|
1.618 |
119-193 |
|
1.000 |
119-100 |
|
0.618 |
119-043 |
|
HIGH |
118-270 |
|
0.618 |
118-213 |
|
0.500 |
118-195 |
|
0.382 |
118-177 |
|
LOW |
118-120 |
|
0.618 |
118-027 |
|
1.000 |
117-290 |
|
1.618 |
117-197 |
|
2.618 |
117-047 |
|
4.250 |
116-122 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-228 |
118-208 |
| PP |
118-212 |
118-171 |
| S1 |
118-195 |
118-134 |
|