ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
119-247 |
119-077 |
-0-170 |
-0.4% |
119-202 |
| High |
119-270 |
119-157 |
-0-113 |
-0.3% |
120-237 |
| Low |
119-045 |
118-290 |
-0-075 |
-0.2% |
119-137 |
| Close |
119-065 |
119-042 |
-0-023 |
-0.1% |
120-017 |
| Range |
0-225 |
0-187 |
-0-038 |
-16.9% |
1-100 |
| ATR |
0-255 |
0-250 |
-0-005 |
-1.9% |
0-000 |
| Volume |
248,911 |
202,944 |
-45,967 |
-18.5% |
1,224,304 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-297 |
120-197 |
119-145 |
|
| R3 |
120-110 |
120-010 |
119-093 |
|
| R2 |
119-243 |
119-243 |
119-076 |
|
| R1 |
119-143 |
119-143 |
119-059 |
119-100 |
| PP |
119-056 |
119-056 |
119-056 |
119-035 |
| S1 |
118-276 |
118-276 |
119-025 |
118-232 |
| S2 |
118-189 |
118-189 |
119-008 |
|
| S3 |
118-002 |
118-089 |
118-311 |
|
| S4 |
117-135 |
117-222 |
118-259 |
|
|
| 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 |
118-290 |
1-267 |
1.5% |
0-230 |
0.6% |
12% |
False |
True |
252,677 |
| 10 |
120-237 |
118-250 |
1-307 |
1.6% |
0-227 |
0.6% |
18% |
False |
False |
233,515 |
| 20 |
120-237 |
118-010 |
2-227 |
2.3% |
0-232 |
0.6% |
41% |
False |
False |
173,475 |
| 40 |
120-237 |
114-290 |
5-267 |
4.9% |
0-267 |
0.7% |
72% |
False |
False |
216,258 |
| 60 |
120-237 |
110-290 |
9-267 |
8.3% |
0-252 |
0.7% |
84% |
False |
False |
152,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-312 |
|
2.618 |
121-007 |
|
1.618 |
120-140 |
|
1.000 |
120-024 |
|
0.618 |
119-273 |
|
HIGH |
119-157 |
|
0.618 |
119-086 |
|
0.500 |
119-064 |
|
0.382 |
119-041 |
|
LOW |
118-290 |
|
0.618 |
118-174 |
|
1.000 |
118-103 |
|
1.618 |
117-307 |
|
2.618 |
117-120 |
|
4.250 |
116-135 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-064 |
119-150 |
| PP |
119-056 |
119-114 |
| S1 |
119-049 |
119-078 |
|