ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
118-015 |
117-230 |
-0-105 |
-0.3% |
117-150 |
| High |
118-025 |
117-230 |
-0-115 |
-0.3% |
118-202 |
| Low |
117-192 |
117-067 |
-0-125 |
-0.3% |
117-150 |
| Close |
117-260 |
117-090 |
-0-170 |
-0.5% |
118-027 |
| Range |
0-153 |
0-163 |
0-010 |
6.5% |
1-052 |
| ATR |
0-226 |
0-223 |
-0-002 |
-1.0% |
0-000 |
| Volume |
13,253 |
12,383 |
-870 |
-6.6% |
290,614 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-298 |
118-197 |
117-180 |
|
| R3 |
118-135 |
118-034 |
117-135 |
|
| R2 |
117-292 |
117-292 |
117-120 |
|
| R1 |
117-191 |
117-191 |
117-105 |
117-160 |
| PP |
117-129 |
117-129 |
117-129 |
117-114 |
| S1 |
117-028 |
117-028 |
117-075 |
116-317 |
| S2 |
116-286 |
116-286 |
117-060 |
|
| S3 |
116-123 |
116-185 |
117-045 |
|
| S4 |
115-280 |
116-022 |
117-000 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-176 |
120-313 |
118-232 |
|
| R3 |
120-124 |
119-261 |
118-129 |
|
| R2 |
119-072 |
119-072 |
118-095 |
|
| R1 |
118-209 |
118-209 |
118-061 |
118-300 |
| PP |
118-020 |
118-020 |
118-020 |
118-065 |
| S1 |
117-157 |
117-157 |
117-313 |
117-248 |
| S2 |
116-288 |
116-288 |
117-279 |
|
| S3 |
115-236 |
116-105 |
117-245 |
|
| S4 |
114-184 |
115-053 |
117-142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-202 |
117-067 |
1-135 |
1.2% |
0-200 |
0.5% |
5% |
False |
True |
19,905 |
| 10 |
118-202 |
117-067 |
1-135 |
1.2% |
0-212 |
0.6% |
5% |
False |
True |
212,116 |
| 20 |
119-050 |
117-067 |
1-303 |
1.7% |
0-225 |
0.6% |
4% |
False |
True |
272,283 |
| 40 |
120-237 |
117-067 |
3-170 |
3.0% |
0-220 |
0.6% |
2% |
False |
True |
261,216 |
| 60 |
120-237 |
117-067 |
3-170 |
3.0% |
0-237 |
0.6% |
2% |
False |
True |
228,668 |
| 80 |
120-237 |
113-260 |
6-297 |
5.9% |
0-245 |
0.7% |
50% |
False |
False |
220,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-283 |
|
2.618 |
119-017 |
|
1.618 |
118-174 |
|
1.000 |
118-073 |
|
0.618 |
118-011 |
|
HIGH |
117-230 |
|
0.618 |
117-168 |
|
0.500 |
117-148 |
|
0.382 |
117-129 |
|
LOW |
117-067 |
|
0.618 |
116-286 |
|
1.000 |
116-224 |
|
1.618 |
116-123 |
|
2.618 |
115-280 |
|
4.250 |
115-014 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-148 |
117-294 |
| PP |
117-129 |
117-226 |
| S1 |
117-110 |
117-158 |
|