ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
119-290 |
119-247 |
-0-043 |
-0.1% |
119-202 |
| High |
120-010 |
119-270 |
-0-060 |
-0.2% |
120-237 |
| Low |
118-295 |
119-045 |
0-070 |
0.2% |
119-137 |
| Close |
119-312 |
119-065 |
-0-247 |
-0.6% |
120-017 |
| Range |
1-035 |
0-225 |
-0-130 |
-36.6% |
1-100 |
| ATR |
0-254 |
0-255 |
0-001 |
0.4% |
0-000 |
| Volume |
222,326 |
248,911 |
26,585 |
12.0% |
1,224,304 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-162 |
121-018 |
119-189 |
|
| R3 |
120-257 |
120-113 |
119-127 |
|
| R2 |
120-032 |
120-032 |
119-106 |
|
| R1 |
119-208 |
119-208 |
119-086 |
119-168 |
| PP |
119-127 |
119-127 |
119-127 |
119-106 |
| S1 |
118-303 |
118-303 |
119-044 |
118-262 |
| S2 |
118-222 |
118-222 |
119-024 |
|
| S3 |
117-317 |
118-078 |
119-003 |
|
| S4 |
117-092 |
117-173 |
118-261 |
|
|
| 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 |
118-295 |
1-262 |
1.5% |
0-250 |
0.7% |
15% |
False |
False |
255,729 |
| 10 |
120-237 |
118-170 |
2-067 |
1.9% |
0-222 |
0.6% |
30% |
False |
False |
242,492 |
| 20 |
120-237 |
118-010 |
2-227 |
2.3% |
0-234 |
0.6% |
43% |
False |
False |
169,967 |
| 40 |
120-237 |
114-240 |
5-317 |
5.0% |
0-270 |
0.7% |
74% |
False |
False |
215,541 |
| 60 |
120-237 |
110-290 |
9-267 |
8.3% |
0-252 |
0.7% |
84% |
False |
False |
149,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-266 |
|
2.618 |
121-219 |
|
1.618 |
120-314 |
|
1.000 |
120-175 |
|
0.618 |
120-089 |
|
HIGH |
119-270 |
|
0.618 |
119-184 |
|
0.500 |
119-158 |
|
0.382 |
119-131 |
|
LOW |
119-045 |
|
0.618 |
118-226 |
|
1.000 |
118-140 |
|
1.618 |
118-001 |
|
2.618 |
117-096 |
|
4.250 |
116-049 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-158 |
119-201 |
| PP |
119-127 |
119-156 |
| S1 |
119-096 |
119-110 |
|