ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
118-022 |
117-242 |
-0-100 |
-0.3% |
118-107 |
| High |
118-025 |
118-135 |
0-110 |
0.3% |
118-190 |
| Low |
117-152 |
117-207 |
0-055 |
0.1% |
117-067 |
| Close |
117-195 |
118-105 |
0-230 |
0.6% |
117-177 |
| Range |
0-193 |
0-248 |
0-055 |
28.5% |
1-123 |
| ATR |
0-228 |
0-230 |
0-002 |
1.0% |
0-000 |
| Volume |
27,867 |
27,812 |
-55 |
-0.2% |
2,683,270 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-146 |
120-054 |
118-241 |
|
| R3 |
119-218 |
119-126 |
118-173 |
|
| R2 |
118-290 |
118-290 |
118-150 |
|
| R1 |
118-198 |
118-198 |
118-128 |
118-244 |
| PP |
118-042 |
118-042 |
118-042 |
118-066 |
| S1 |
117-270 |
117-270 |
118-082 |
117-316 |
| S2 |
117-114 |
117-114 |
118-060 |
|
| S3 |
116-186 |
117-022 |
118-037 |
|
| S4 |
115-258 |
116-094 |
117-289 |
|
|
| 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 |
117-070 |
1-082 |
1.1% |
0-227 |
0.6% |
88% |
False |
False |
173,018 |
| 10 |
118-290 |
117-067 |
1-223 |
1.4% |
0-219 |
0.6% |
66% |
False |
False |
339,902 |
| 20 |
119-050 |
117-067 |
1-303 |
1.6% |
0-221 |
0.6% |
57% |
False |
False |
306,239 |
| 40 |
120-237 |
117-067 |
3-170 |
3.0% |
0-222 |
0.6% |
32% |
False |
False |
278,354 |
| 60 |
120-237 |
116-312 |
3-245 |
3.2% |
0-242 |
0.6% |
36% |
False |
False |
240,589 |
| 80 |
120-237 |
112-260 |
7-297 |
6.7% |
0-246 |
0.6% |
70% |
False |
False |
220,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-229 |
|
2.618 |
120-144 |
|
1.618 |
119-216 |
|
1.000 |
119-063 |
|
0.618 |
118-288 |
|
HIGH |
118-135 |
|
0.618 |
118-040 |
|
0.500 |
118-011 |
|
0.382 |
117-302 |
|
LOW |
117-207 |
|
0.618 |
117-054 |
|
1.000 |
116-279 |
|
1.618 |
116-126 |
|
2.618 |
115-198 |
|
4.250 |
114-113 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-074 |
118-064 |
| PP |
118-042 |
118-024 |
| S1 |
118-011 |
117-304 |
|