ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
118-090 |
118-280 |
0-190 |
0.5% |
119-000 |
| High |
118-287 |
118-285 |
-0-002 |
0.0% |
119-135 |
| Low |
118-060 |
117-282 |
-0-098 |
-0.3% |
118-000 |
| Close |
118-265 |
118-042 |
-0-223 |
-0.6% |
118-055 |
| Range |
0-227 |
1-003 |
0-096 |
42.3% |
1-135 |
| ATR |
0-238 |
0-244 |
0-006 |
2.5% |
0-000 |
| Volume |
286,698 |
217,030 |
-69,668 |
-24.3% |
1,292,087 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-105 |
120-237 |
118-220 |
|
| R3 |
120-102 |
119-234 |
118-131 |
|
| R2 |
119-099 |
119-099 |
118-101 |
|
| R1 |
118-231 |
118-231 |
118-072 |
118-164 |
| PP |
118-096 |
118-096 |
118-096 |
118-063 |
| S1 |
117-228 |
117-228 |
118-012 |
117-160 |
| S2 |
117-093 |
117-093 |
117-303 |
|
| S3 |
116-090 |
116-225 |
117-273 |
|
| S4 |
115-087 |
115-222 |
117-184 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-255 |
121-290 |
118-305 |
|
| R3 |
121-120 |
120-155 |
118-180 |
|
| R2 |
119-305 |
119-305 |
118-138 |
|
| R1 |
119-020 |
119-020 |
118-097 |
118-255 |
| PP |
118-170 |
118-170 |
118-170 |
118-128 |
| S1 |
117-205 |
117-205 |
118-013 |
117-120 |
| S2 |
117-035 |
117-035 |
117-292 |
|
| S3 |
115-220 |
116-070 |
117-250 |
|
| S4 |
114-085 |
114-255 |
117-125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-135 |
117-282 |
1-173 |
1.3% |
0-250 |
0.7% |
16% |
False |
True |
252,429 |
| 10 |
119-270 |
117-282 |
1-308 |
1.7% |
0-227 |
0.6% |
13% |
False |
True |
252,555 |
| 20 |
120-237 |
117-282 |
2-275 |
2.4% |
0-227 |
0.6% |
9% |
False |
True |
244,915 |
| 40 |
120-237 |
116-312 |
3-245 |
3.2% |
0-257 |
0.7% |
31% |
False |
False |
205,626 |
| 60 |
120-237 |
112-260 |
7-297 |
6.7% |
0-255 |
0.7% |
67% |
False |
False |
186,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-058 |
|
2.618 |
121-171 |
|
1.618 |
120-168 |
|
1.000 |
119-288 |
|
0.618 |
119-165 |
|
HIGH |
118-285 |
|
0.618 |
118-162 |
|
0.500 |
118-124 |
|
0.382 |
118-085 |
|
LOW |
117-282 |
|
0.618 |
117-082 |
|
1.000 |
116-279 |
|
1.618 |
116-079 |
|
2.618 |
115-076 |
|
4.250 |
113-189 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-124 |
118-124 |
| PP |
118-096 |
118-097 |
| S1 |
118-069 |
118-070 |
|