ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
118-175 |
118-062 |
-0-113 |
-0.3% |
117-220 |
| High |
118-217 |
119-040 |
0-143 |
0.4% |
119-002 |
| Low |
117-312 |
118-032 |
0-040 |
0.1% |
117-135 |
| Close |
118-022 |
118-315 |
0-293 |
0.8% |
118-022 |
| Range |
0-225 |
1-008 |
0-103 |
45.8% |
1-187 |
| ATR |
0-227 |
0-235 |
0-008 |
3.5% |
0-000 |
| Volume |
264,414 |
214,370 |
-50,044 |
-18.9% |
1,247,491 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-260 |
121-135 |
119-175 |
|
| R3 |
120-252 |
120-127 |
119-085 |
|
| R2 |
119-244 |
119-244 |
119-055 |
|
| R1 |
119-119 |
119-119 |
119-025 |
119-182 |
| PP |
118-236 |
118-236 |
118-236 |
118-267 |
| S1 |
118-111 |
118-111 |
118-285 |
118-174 |
| S2 |
117-228 |
117-228 |
118-255 |
|
| S3 |
116-220 |
117-103 |
118-225 |
|
| S4 |
115-212 |
116-095 |
118-135 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-294 |
122-025 |
118-301 |
|
| R3 |
121-107 |
120-158 |
118-161 |
|
| R2 |
119-240 |
119-240 |
118-115 |
|
| R1 |
118-291 |
118-291 |
118-068 |
119-106 |
| PP |
118-053 |
118-053 |
118-053 |
118-120 |
| S1 |
117-104 |
117-104 |
117-296 |
117-238 |
| S2 |
116-186 |
116-186 |
117-249 |
|
| S3 |
114-319 |
115-237 |
117-203 |
|
| S4 |
113-132 |
114-050 |
117-063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-040 |
117-190 |
1-170 |
1.3% |
0-243 |
0.6% |
91% |
True |
False |
243,490 |
| 10 |
119-040 |
117-135 |
1-225 |
1.4% |
0-221 |
0.6% |
92% |
True |
False |
246,528 |
| 20 |
120-010 |
117-135 |
2-195 |
2.2% |
0-226 |
0.6% |
60% |
False |
False |
249,806 |
| 40 |
120-237 |
117-135 |
3-102 |
2.8% |
0-228 |
0.6% |
47% |
False |
False |
208,153 |
| 60 |
120-237 |
114-240 |
5-317 |
5.0% |
0-255 |
0.7% |
71% |
False |
False |
221,731 |
| 80 |
120-237 |
110-290 |
9-267 |
8.3% |
0-244 |
0.6% |
82% |
False |
False |
168,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-154 |
|
2.618 |
121-259 |
|
1.618 |
120-251 |
|
1.000 |
120-048 |
|
0.618 |
119-243 |
|
HIGH |
119-040 |
|
0.618 |
118-235 |
|
0.500 |
118-196 |
|
0.382 |
118-157 |
|
LOW |
118-032 |
|
0.618 |
117-149 |
|
1.000 |
117-024 |
|
1.618 |
116-141 |
|
2.618 |
115-133 |
|
4.250 |
113-238 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-275 |
118-269 |
| PP |
118-236 |
118-222 |
| S1 |
118-196 |
118-176 |
|