ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
120-175 |
120-107 |
-0-068 |
-0.2% |
119-202 |
| High |
120-237 |
120-107 |
-0-130 |
-0.3% |
120-237 |
| Low |
120-070 |
119-212 |
-0-178 |
-0.5% |
119-137 |
| Close |
120-130 |
120-017 |
-0-113 |
-0.3% |
120-017 |
| Range |
0-167 |
0-215 |
0-048 |
28.7% |
1-100 |
| ATR |
0-246 |
0-246 |
-0-001 |
-0.2% |
0-000 |
| Volume |
349,085 |
240,123 |
-108,962 |
-31.2% |
1,224,304 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-010 |
121-229 |
120-135 |
|
| R3 |
121-115 |
121-014 |
120-076 |
|
| R2 |
120-220 |
120-220 |
120-056 |
|
| R1 |
120-119 |
120-119 |
120-037 |
120-062 |
| PP |
120-005 |
120-005 |
120-005 |
119-297 |
| S1 |
119-224 |
119-224 |
119-317 |
119-167 |
| S2 |
119-110 |
119-110 |
119-298 |
|
| S3 |
118-215 |
119-009 |
119-278 |
|
| S4 |
118-000 |
118-114 |
119-219 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-004 |
123-110 |
120-248 |
|
| R3 |
122-224 |
122-010 |
120-132 |
|
| R2 |
121-124 |
121-124 |
120-094 |
|
| R1 |
120-230 |
120-230 |
120-056 |
121-017 |
| PP |
120-024 |
120-024 |
120-024 |
120-077 |
| S1 |
119-130 |
119-130 |
119-298 |
119-237 |
| S2 |
118-244 |
118-244 |
119-260 |
|
| S3 |
117-144 |
118-030 |
119-222 |
|
| S4 |
116-044 |
116-250 |
119-106 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-237 |
119-137 |
1-100 |
1.1% |
0-202 |
0.5% |
48% |
False |
False |
244,860 |
| 10 |
120-237 |
118-010 |
2-227 |
2.3% |
0-215 |
0.6% |
75% |
False |
False |
227,807 |
| 20 |
120-237 |
118-010 |
2-227 |
2.3% |
0-230 |
0.6% |
75% |
False |
False |
166,500 |
| 40 |
120-237 |
114-240 |
5-317 |
5.0% |
0-269 |
0.7% |
89% |
False |
False |
207,693 |
| 60 |
120-237 |
110-290 |
9-267 |
8.2% |
0-251 |
0.7% |
93% |
False |
False |
141,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-061 |
|
2.618 |
122-030 |
|
1.618 |
121-135 |
|
1.000 |
121-002 |
|
0.618 |
120-240 |
|
HIGH |
120-107 |
|
0.618 |
120-025 |
|
0.500 |
120-000 |
|
0.382 |
119-294 |
|
LOW |
119-212 |
|
0.618 |
119-079 |
|
1.000 |
118-317 |
|
1.618 |
118-184 |
|
2.618 |
117-289 |
|
4.250 |
116-258 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-011 |
120-064 |
| PP |
120-005 |
120-049 |
| S1 |
120-000 |
120-033 |
|