ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
117-085 |
117-245 |
0-160 |
0.4% |
117-150 |
| High |
117-205 |
118-005 |
0-120 |
0.3% |
118-202 |
| Low |
117-020 |
117-145 |
0-125 |
0.3% |
117-150 |
| Close |
117-160 |
117-252 |
0-092 |
0.2% |
118-027 |
| Range |
0-185 |
0-180 |
-0-005 |
-2.7% |
1-052 |
| ATR |
0-221 |
0-218 |
-0-003 |
-1.3% |
0-000 |
| Volume |
8,196 |
8,829 |
633 |
7.7% |
290,614 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-141 |
119-056 |
118-031 |
|
| R3 |
118-281 |
118-196 |
117-302 |
|
| R2 |
118-101 |
118-101 |
117-285 |
|
| R1 |
118-016 |
118-016 |
117-268 |
118-058 |
| PP |
117-241 |
117-241 |
117-241 |
117-262 |
| S1 |
117-156 |
117-156 |
117-236 |
117-198 |
| S2 |
117-061 |
117-061 |
117-219 |
|
| S3 |
116-201 |
116-296 |
117-202 |
|
| S4 |
116-021 |
116-116 |
117-153 |
|
|
| 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 |
117-020 |
1-182 |
1.3% |
0-185 |
0.5% |
46% |
False |
False |
12,174 |
| 10 |
118-202 |
117-020 |
1-182 |
1.3% |
0-206 |
0.5% |
46% |
False |
False |
92,596 |
| 20 |
119-050 |
117-020 |
2-030 |
1.8% |
0-219 |
0.6% |
35% |
False |
False |
247,092 |
| 40 |
120-237 |
117-020 |
3-217 |
3.1% |
0-221 |
0.6% |
20% |
False |
False |
251,219 |
| 60 |
120-237 |
117-020 |
3-217 |
3.1% |
0-231 |
0.6% |
20% |
False |
False |
220,713 |
| 80 |
120-237 |
114-120 |
6-117 |
5.4% |
0-243 |
0.6% |
54% |
False |
False |
220,803 |
| 100 |
120-237 |
110-240 |
9-317 |
8.5% |
0-234 |
0.6% |
70% |
False |
False |
177,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-130 |
|
2.618 |
119-156 |
|
1.618 |
118-296 |
|
1.000 |
118-185 |
|
0.618 |
118-116 |
|
HIGH |
118-005 |
|
0.618 |
117-256 |
|
0.500 |
117-235 |
|
0.382 |
117-214 |
|
LOW |
117-145 |
|
0.618 |
117-034 |
|
1.000 |
116-285 |
|
1.618 |
116-174 |
|
2.618 |
115-314 |
|
4.250 |
115-020 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-246 |
117-226 |
| PP |
117-241 |
117-199 |
| S1 |
117-235 |
117-172 |
|