ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
117-220 |
117-197 |
-0-023 |
-0.1% |
118-090 |
| High |
117-285 |
118-220 |
0-255 |
0.7% |
118-287 |
| Low |
117-135 |
117-190 |
0-055 |
0.1% |
117-192 |
| Close |
117-177 |
118-162 |
0-305 |
0.8% |
117-240 |
| Range |
0-150 |
1-030 |
0-200 |
133.3% |
1-095 |
| ATR |
0-225 |
0-235 |
0-010 |
4.4% |
0-000 |
| Volume |
244,411 |
172,653 |
-71,758 |
-29.4% |
1,290,125 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-174 |
121-038 |
119-034 |
|
| R3 |
120-144 |
120-008 |
118-258 |
|
| R2 |
119-114 |
119-114 |
118-226 |
|
| R1 |
118-298 |
118-298 |
118-194 |
119-046 |
| PP |
118-084 |
118-084 |
118-084 |
118-118 |
| S1 |
117-268 |
117-268 |
118-130 |
118-016 |
| S2 |
117-054 |
117-054 |
118-098 |
|
| S3 |
116-024 |
116-238 |
118-066 |
|
| S4 |
114-314 |
115-208 |
117-290 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-311 |
121-051 |
118-148 |
|
| R3 |
120-216 |
119-276 |
118-034 |
|
| R2 |
119-121 |
119-121 |
117-316 |
|
| R1 |
118-181 |
118-181 |
117-278 |
118-104 |
| PP |
118-026 |
118-026 |
118-026 |
117-308 |
| S1 |
117-086 |
117-086 |
117-202 |
117-008 |
| S2 |
116-251 |
116-251 |
117-164 |
|
| S3 |
115-156 |
115-311 |
117-126 |
|
| S4 |
114-061 |
114-216 |
117-012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-220 |
117-135 |
1-085 |
1.1% |
0-204 |
0.5% |
86% |
True |
False |
240,692 |
| 10 |
119-135 |
117-135 |
2-000 |
1.7% |
0-227 |
0.6% |
54% |
False |
False |
246,560 |
| 20 |
120-237 |
117-135 |
3-102 |
2.8% |
0-224 |
0.6% |
33% |
False |
False |
245,878 |
| 40 |
120-237 |
117-135 |
3-102 |
2.8% |
0-246 |
0.6% |
33% |
False |
False |
205,264 |
| 60 |
120-237 |
113-300 |
6-257 |
5.7% |
0-253 |
0.7% |
67% |
False |
False |
206,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-108 |
|
2.618 |
121-176 |
|
1.618 |
120-146 |
|
1.000 |
119-250 |
|
0.618 |
119-116 |
|
HIGH |
118-220 |
|
0.618 |
118-086 |
|
0.500 |
118-045 |
|
0.382 |
118-004 |
|
LOW |
117-190 |
|
0.618 |
116-294 |
|
1.000 |
116-160 |
|
1.618 |
115-264 |
|
2.618 |
114-234 |
|
4.250 |
112-302 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-123 |
118-114 |
| PP |
118-084 |
118-066 |
| S1 |
118-045 |
118-018 |
|