ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
118-105 |
118-007 |
-0-098 |
-0.3% |
118-062 |
| High |
118-190 |
118-085 |
-0-105 |
-0.3% |
119-050 |
| Low |
118-007 |
117-142 |
-0-185 |
-0.5% |
117-277 |
| Close |
118-027 |
117-157 |
-0-190 |
-0.5% |
118-152 |
| Range |
0-183 |
0-263 |
0-080 |
43.7% |
1-093 |
| ATR |
0-234 |
0-236 |
0-002 |
0.9% |
0-000 |
| Volume |
400,767 |
525,540 |
124,773 |
31.1% |
1,443,065 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-064 |
119-213 |
117-302 |
|
| R3 |
119-121 |
118-270 |
117-229 |
|
| R2 |
118-178 |
118-178 |
117-205 |
|
| R1 |
118-007 |
118-007 |
117-181 |
117-281 |
| PP |
117-235 |
117-235 |
117-235 |
117-212 |
| S1 |
117-064 |
117-064 |
117-133 |
117-018 |
| S2 |
116-292 |
116-292 |
117-109 |
|
| S3 |
116-029 |
116-121 |
117-085 |
|
| S4 |
115-086 |
115-178 |
117-012 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-119 |
121-228 |
119-059 |
|
| R3 |
121-026 |
120-135 |
118-266 |
|
| R2 |
119-253 |
119-253 |
118-228 |
|
| R1 |
119-042 |
119-042 |
118-190 |
119-148 |
| PP |
118-160 |
118-160 |
118-160 |
118-212 |
| S1 |
117-269 |
117-269 |
118-114 |
118-054 |
| S2 |
117-067 |
117-067 |
118-076 |
|
| S3 |
115-294 |
116-176 |
118-038 |
|
| S4 |
114-201 |
115-083 |
117-245 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-290 |
117-142 |
1-148 |
1.2% |
0-223 |
0.6% |
3% |
False |
True |
460,332 |
| 10 |
119-050 |
117-142 |
1-228 |
1.5% |
0-229 |
0.6% |
3% |
False |
True |
367,739 |
| 20 |
119-135 |
117-135 |
2-000 |
1.7% |
0-228 |
0.6% |
3% |
False |
False |
307,149 |
| 40 |
120-237 |
117-135 |
3-102 |
2.8% |
0-234 |
0.6% |
2% |
False |
False |
254,439 |
| 60 |
120-237 |
115-275 |
4-282 |
4.2% |
0-251 |
0.7% |
33% |
False |
False |
241,308 |
| 80 |
120-237 |
110-290 |
9-267 |
8.4% |
0-246 |
0.7% |
67% |
False |
False |
201,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-243 |
|
2.618 |
120-134 |
|
1.618 |
119-191 |
|
1.000 |
119-028 |
|
0.618 |
118-248 |
|
HIGH |
118-085 |
|
0.618 |
117-305 |
|
0.500 |
117-274 |
|
0.382 |
117-242 |
|
LOW |
117-142 |
|
0.618 |
116-299 |
|
1.000 |
116-199 |
|
1.618 |
116-036 |
|
2.618 |
115-093 |
|
4.250 |
113-304 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-274 |
118-006 |
| PP |
117-235 |
117-270 |
| S1 |
117-196 |
117-213 |
|