ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
119-077 |
119-050 |
-0-027 |
-0.1% |
119-290 |
| High |
119-157 |
119-137 |
-0-020 |
-0.1% |
120-010 |
| Low |
118-290 |
118-197 |
-0-093 |
-0.2% |
118-197 |
| Close |
119-042 |
119-000 |
-0-042 |
-0.1% |
119-000 |
| Range |
0-187 |
0-260 |
0-073 |
39.0% |
1-133 |
| ATR |
0-250 |
0-251 |
0-001 |
0.3% |
0-000 |
| Volume |
202,944 |
277,885 |
74,941 |
36.9% |
952,066 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-145 |
121-012 |
119-143 |
|
| R3 |
120-205 |
120-072 |
119-072 |
|
| R2 |
119-265 |
119-265 |
119-048 |
|
| R1 |
119-132 |
119-132 |
119-024 |
119-068 |
| PP |
119-005 |
119-005 |
119-005 |
118-293 |
| S1 |
118-192 |
118-192 |
118-296 |
118-128 |
| S2 |
118-065 |
118-065 |
118-272 |
|
| S3 |
117-125 |
117-252 |
118-248 |
|
| S4 |
116-185 |
116-312 |
118-177 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-148 |
122-207 |
119-249 |
|
| R3 |
122-015 |
121-074 |
119-125 |
|
| R2 |
120-202 |
120-202 |
119-083 |
|
| R1 |
119-261 |
119-261 |
119-042 |
119-165 |
| PP |
119-069 |
119-069 |
119-069 |
119-021 |
| S1 |
118-128 |
118-128 |
118-278 |
118-032 |
| S2 |
117-256 |
117-256 |
118-237 |
|
| S3 |
116-123 |
116-315 |
118-195 |
|
| S4 |
114-310 |
115-182 |
118-071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-107 |
118-197 |
1-230 |
1.4% |
0-248 |
0.7% |
22% |
False |
True |
238,437 |
| 10 |
120-237 |
118-197 |
2-040 |
1.8% |
0-231 |
0.6% |
18% |
False |
True |
240,055 |
| 20 |
120-237 |
118-010 |
2-227 |
2.3% |
0-239 |
0.6% |
36% |
False |
False |
182,329 |
| 40 |
120-237 |
115-250 |
4-307 |
4.2% |
0-263 |
0.7% |
65% |
False |
False |
216,759 |
| 60 |
120-237 |
110-290 |
9-267 |
8.3% |
0-253 |
0.7% |
82% |
False |
False |
157,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-282 |
|
2.618 |
121-178 |
|
1.618 |
120-238 |
|
1.000 |
120-077 |
|
0.618 |
119-298 |
|
HIGH |
119-137 |
|
0.618 |
119-038 |
|
0.500 |
119-007 |
|
0.382 |
118-296 |
|
LOW |
118-197 |
|
0.618 |
118-036 |
|
1.000 |
117-257 |
|
1.618 |
117-096 |
|
2.618 |
116-156 |
|
4.250 |
115-052 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-007 |
119-074 |
| PP |
119-005 |
119-049 |
| S1 |
119-002 |
119-024 |
|