ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
119-050 |
119-000 |
-0-050 |
-0.1% |
119-290 |
| High |
119-137 |
119-042 |
-0-095 |
-0.2% |
120-010 |
| Low |
118-197 |
118-212 |
0-015 |
0.0% |
118-197 |
| Close |
119-000 |
118-300 |
-0-020 |
-0.1% |
119-000 |
| Range |
0-260 |
0-150 |
-0-110 |
-42.3% |
1-133 |
| ATR |
0-251 |
0-244 |
-0-007 |
-2.9% |
0-000 |
| Volume |
277,885 |
288,760 |
10,875 |
3.9% |
952,066 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-101 |
120-031 |
119-062 |
|
| R3 |
119-271 |
119-201 |
119-021 |
|
| R2 |
119-121 |
119-121 |
119-008 |
|
| R1 |
119-051 |
119-051 |
118-314 |
119-011 |
| PP |
118-291 |
118-291 |
118-291 |
118-272 |
| S1 |
118-221 |
118-221 |
118-286 |
118-181 |
| S2 |
118-141 |
118-141 |
118-272 |
|
| S3 |
117-311 |
118-071 |
118-259 |
|
| S4 |
117-161 |
117-241 |
118-218 |
|
|
| 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 |
120-010 |
118-197 |
1-133 |
1.2% |
0-235 |
0.6% |
23% |
False |
False |
248,165 |
| 10 |
120-237 |
118-197 |
2-040 |
1.8% |
0-219 |
0.6% |
15% |
False |
False |
246,513 |
| 20 |
120-237 |
118-010 |
2-227 |
2.3% |
0-240 |
0.6% |
33% |
False |
False |
190,071 |
| 40 |
120-237 |
115-275 |
4-282 |
4.1% |
0-262 |
0.7% |
63% |
False |
False |
213,122 |
| 60 |
120-237 |
110-290 |
9-267 |
8.3% |
0-252 |
0.7% |
82% |
False |
False |
162,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-040 |
|
2.618 |
120-115 |
|
1.618 |
119-285 |
|
1.000 |
119-192 |
|
0.618 |
119-135 |
|
HIGH |
119-042 |
|
0.618 |
118-305 |
|
0.500 |
118-287 |
|
0.382 |
118-269 |
|
LOW |
118-212 |
|
0.618 |
118-119 |
|
1.000 |
118-062 |
|
1.618 |
117-289 |
|
2.618 |
117-139 |
|
4.250 |
116-214 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-296 |
119-017 |
| PP |
118-291 |
119-005 |
| S1 |
118-287 |
118-312 |
|