ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
118-312 |
119-085 |
0-093 |
0.2% |
119-290 |
| High |
119-130 |
119-135 |
0-005 |
0.0% |
120-010 |
| Low |
118-250 |
118-222 |
-0-028 |
-0.1% |
118-197 |
| Close |
119-127 |
118-262 |
-0-185 |
-0.5% |
119-000 |
| Range |
0-200 |
0-233 |
0-033 |
16.5% |
1-133 |
| ATR |
0-241 |
0-240 |
-0-001 |
-0.2% |
0-000 |
| Volume |
244,909 |
226,859 |
-18,050 |
-7.4% |
952,066 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-052 |
120-230 |
119-070 |
|
| R3 |
120-139 |
119-317 |
119-006 |
|
| R2 |
119-226 |
119-226 |
118-305 |
|
| R1 |
119-084 |
119-084 |
118-283 |
119-038 |
| PP |
118-313 |
118-313 |
118-313 |
118-290 |
| S1 |
118-171 |
118-171 |
118-241 |
118-126 |
| S2 |
118-080 |
118-080 |
118-219 |
|
| S3 |
117-167 |
117-258 |
118-198 |
|
| S4 |
116-254 |
117-025 |
118-134 |
|
|
| 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 |
119-157 |
118-197 |
0-280 |
0.7% |
0-206 |
0.5% |
23% |
False |
False |
248,271 |
| 10 |
120-237 |
118-197 |
2-040 |
1.8% |
0-228 |
0.6% |
10% |
False |
False |
252,000 |
| 20 |
120-237 |
118-010 |
2-227 |
2.3% |
0-238 |
0.6% |
29% |
False |
False |
212,008 |
| 40 |
120-237 |
116-180 |
4-057 |
3.5% |
0-261 |
0.7% |
54% |
False |
False |
207,857 |
| 60 |
120-237 |
111-270 |
8-287 |
7.5% |
0-250 |
0.7% |
78% |
False |
False |
170,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-165 |
|
2.618 |
121-105 |
|
1.618 |
120-192 |
|
1.000 |
120-048 |
|
0.618 |
119-279 |
|
HIGH |
119-135 |
|
0.618 |
119-046 |
|
0.500 |
119-018 |
|
0.382 |
118-311 |
|
LOW |
118-222 |
|
0.618 |
118-078 |
|
1.000 |
117-309 |
|
1.618 |
117-165 |
|
2.618 |
116-252 |
|
4.250 |
115-192 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-018 |
119-014 |
| PP |
118-313 |
118-310 |
| S1 |
118-288 |
118-286 |
|