ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
118-132 |
118-022 |
-0-110 |
-0.3% |
118-107 |
| High |
118-132 |
118-025 |
-0-107 |
-0.3% |
118-190 |
| Low |
117-290 |
117-152 |
-0-138 |
-0.4% |
117-067 |
| Close |
117-317 |
117-195 |
-0-122 |
-0.3% |
117-177 |
| Range |
0-162 |
0-193 |
0-031 |
19.1% |
1-123 |
| ATR |
0-231 |
0-228 |
-0-003 |
-1.2% |
0-000 |
| Volume |
54,828 |
27,867 |
-26,961 |
-49.2% |
2,683,270 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-170 |
119-055 |
117-301 |
|
| R3 |
118-297 |
118-182 |
117-248 |
|
| R2 |
118-104 |
118-104 |
117-230 |
|
| R1 |
117-309 |
117-309 |
117-213 |
117-270 |
| PP |
117-231 |
117-231 |
117-231 |
117-211 |
| S1 |
117-116 |
117-116 |
117-177 |
117-077 |
| S2 |
117-038 |
117-038 |
117-160 |
|
| S3 |
116-165 |
116-243 |
117-142 |
|
| S4 |
115-292 |
116-050 |
117-089 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-300 |
121-042 |
118-101 |
|
| R3 |
120-177 |
119-239 |
117-299 |
|
| R2 |
119-054 |
119-054 |
117-258 |
|
| R1 |
118-116 |
118-116 |
117-218 |
118-024 |
| PP |
117-251 |
117-251 |
117-251 |
117-205 |
| S1 |
116-313 |
116-313 |
117-136 |
116-220 |
| S2 |
116-128 |
116-128 |
117-096 |
|
| S3 |
115-005 |
115-190 |
117-055 |
|
| S4 |
113-202 |
114-067 |
116-253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-152 |
117-067 |
1-085 |
1.1% |
0-210 |
0.6% |
32% |
False |
False |
304,792 |
| 10 |
118-290 |
117-067 |
1-223 |
1.4% |
0-216 |
0.6% |
24% |
False |
False |
382,562 |
| 20 |
119-050 |
117-067 |
1-303 |
1.7% |
0-218 |
0.6% |
21% |
False |
False |
320,240 |
| 40 |
120-237 |
117-067 |
3-170 |
3.0% |
0-222 |
0.6% |
11% |
False |
False |
282,578 |
| 60 |
120-237 |
116-312 |
3-245 |
3.2% |
0-244 |
0.6% |
17% |
False |
False |
243,831 |
| 80 |
120-237 |
112-260 |
7-297 |
6.7% |
0-245 |
0.7% |
61% |
False |
False |
220,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-205 |
|
2.618 |
119-210 |
|
1.618 |
119-017 |
|
1.000 |
118-218 |
|
0.618 |
118-144 |
|
HIGH |
118-025 |
|
0.618 |
117-271 |
|
0.500 |
117-248 |
|
0.382 |
117-226 |
|
LOW |
117-152 |
|
0.618 |
117-033 |
|
1.000 |
116-279 |
|
1.618 |
116-160 |
|
2.618 |
115-287 |
|
4.250 |
114-292 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-248 |
117-311 |
| PP |
117-231 |
117-272 |
| S1 |
117-213 |
117-234 |
|