ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
119-285 |
120-012 |
0-047 |
0.1% |
118-092 |
| High |
120-030 |
120-217 |
0-187 |
0.5% |
119-305 |
| Low |
119-192 |
119-250 |
0-058 |
0.2% |
118-010 |
| Close |
120-015 |
120-155 |
0-140 |
0.4% |
119-205 |
| Range |
0-158 |
0-287 |
0-129 |
81.6% |
1-295 |
| ATR |
0-250 |
0-252 |
0-003 |
1.1% |
0-000 |
| Volume |
158,815 |
218,202 |
59,387 |
37.4% |
1,053,772 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-002 |
122-205 |
120-313 |
|
| R3 |
122-035 |
121-238 |
120-234 |
|
| R2 |
121-068 |
121-068 |
120-208 |
|
| R1 |
120-271 |
120-271 |
120-181 |
121-010 |
| PP |
120-101 |
120-101 |
120-101 |
120-130 |
| S1 |
119-304 |
119-304 |
120-129 |
120-042 |
| S2 |
119-134 |
119-134 |
120-102 |
|
| S3 |
118-167 |
119-017 |
120-076 |
|
| S4 |
117-200 |
118-050 |
119-317 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-312 |
124-073 |
120-223 |
|
| R3 |
123-017 |
122-098 |
120-054 |
|
| R2 |
121-042 |
121-042 |
119-318 |
|
| R1 |
120-123 |
120-123 |
119-261 |
120-242 |
| PP |
119-067 |
119-067 |
119-067 |
119-126 |
| S1 |
118-148 |
118-148 |
119-149 |
118-268 |
| S2 |
117-092 |
117-092 |
119-092 |
|
| S3 |
115-117 |
116-173 |
119-036 |
|
| S4 |
113-142 |
114-198 |
118-187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-217 |
118-250 |
1-287 |
1.6% |
0-224 |
0.6% |
90% |
True |
False |
214,353 |
| 10 |
120-217 |
118-010 |
2-207 |
2.2% |
0-257 |
0.7% |
93% |
True |
False |
185,698 |
| 20 |
120-217 |
118-010 |
2-207 |
2.2% |
0-252 |
0.7% |
93% |
True |
False |
157,004 |
| 40 |
120-217 |
114-210 |
6-007 |
5.0% |
0-270 |
0.7% |
97% |
True |
False |
195,753 |
| 60 |
120-217 |
110-290 |
9-247 |
8.1% |
0-246 |
0.6% |
98% |
True |
False |
131,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-157 |
|
2.618 |
123-008 |
|
1.618 |
122-041 |
|
1.000 |
121-184 |
|
0.618 |
121-074 |
|
HIGH |
120-217 |
|
0.618 |
120-107 |
|
0.500 |
120-074 |
|
0.382 |
120-040 |
|
LOW |
119-250 |
|
0.618 |
119-073 |
|
1.000 |
118-283 |
|
1.618 |
118-106 |
|
2.618 |
117-139 |
|
4.250 |
115-310 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-128 |
120-109 |
| PP |
120-101 |
120-063 |
| S1 |
120-074 |
120-017 |
|