ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
118-185 |
118-192 |
0-007 |
0.0% |
118-090 |
| High |
118-265 |
119-002 |
0-057 |
0.1% |
118-287 |
| Low |
118-137 |
118-140 |
0-003 |
0.0% |
117-192 |
| Close |
118-187 |
118-260 |
0-073 |
0.2% |
117-240 |
| Range |
0-128 |
0-182 |
0-054 |
42.2% |
1-095 |
| ATR |
0-227 |
0-224 |
-0-003 |
-1.4% |
0-000 |
| Volume |
348,178 |
217,835 |
-130,343 |
-37.4% |
1,290,125 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-147 |
120-065 |
119-040 |
|
| R3 |
119-285 |
119-203 |
118-310 |
|
| R2 |
119-103 |
119-103 |
118-293 |
|
| R1 |
119-021 |
119-021 |
118-277 |
119-062 |
| PP |
118-241 |
118-241 |
118-241 |
118-261 |
| S1 |
118-159 |
118-159 |
118-243 |
118-200 |
| S2 |
118-059 |
118-059 |
118-227 |
|
| S3 |
117-197 |
117-297 |
118-210 |
|
| S4 |
117-015 |
117-115 |
118-160 |
|
|
| 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 |
119-002 |
117-135 |
1-187 |
1.3% |
0-199 |
0.5% |
88% |
True |
False |
238,316 |
| 10 |
119-002 |
117-135 |
1-187 |
1.3% |
0-209 |
0.5% |
88% |
True |
False |
254,837 |
| 20 |
120-237 |
117-135 |
3-102 |
2.8% |
0-217 |
0.6% |
42% |
False |
False |
255,328 |
| 40 |
120-237 |
117-135 |
3-102 |
2.8% |
0-234 |
0.6% |
42% |
False |
False |
206,166 |
| 60 |
120-237 |
114-210 |
6-027 |
5.1% |
0-252 |
0.7% |
68% |
False |
False |
215,611 |
| 80 |
120-237 |
110-290 |
9-267 |
8.3% |
0-239 |
0.6% |
80% |
False |
False |
162,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-136 |
|
2.618 |
120-158 |
|
1.618 |
119-296 |
|
1.000 |
119-184 |
|
0.618 |
119-114 |
|
HIGH |
119-002 |
|
0.618 |
118-252 |
|
0.500 |
118-231 |
|
0.382 |
118-210 |
|
LOW |
118-140 |
|
0.618 |
118-028 |
|
1.000 |
117-278 |
|
1.618 |
117-166 |
|
2.618 |
116-304 |
|
4.250 |
116-006 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-250 |
118-205 |
| PP |
118-241 |
118-151 |
| S1 |
118-231 |
118-096 |
|