ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
117-210 |
117-230 |
0-020 |
0.1% |
116-040 |
| High |
117-300 |
117-300 |
0-000 |
0.0% |
117-260 |
| Low |
117-100 |
117-010 |
-0-090 |
-0.2% |
116-030 |
| Close |
117-260 |
117-100 |
-0-160 |
-0.4% |
116-290 |
| Range |
0-200 |
0-290 |
0-090 |
45.0% |
1-230 |
| ATR |
0-192 |
0-199 |
0-007 |
3.6% |
0-000 |
| Volume |
3,929 |
23,718 |
19,789 |
503.7% |
19,747 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-047 |
119-203 |
117-260 |
|
| R3 |
119-077 |
118-233 |
117-180 |
|
| R2 |
118-107 |
118-107 |
117-153 |
|
| R1 |
117-263 |
117-263 |
117-127 |
117-200 |
| PP |
117-137 |
117-137 |
117-137 |
117-105 |
| S1 |
116-293 |
116-293 |
117-073 |
116-230 |
| S2 |
116-167 |
116-167 |
117-047 |
|
| S3 |
115-197 |
116-003 |
117-020 |
|
| S4 |
114-227 |
115-033 |
116-260 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-030 |
121-070 |
117-272 |
|
| R3 |
120-120 |
119-160 |
117-121 |
|
| R2 |
118-210 |
118-210 |
117-071 |
|
| R1 |
117-250 |
117-250 |
117-020 |
118-070 |
| PP |
116-300 |
116-300 |
116-300 |
117-050 |
| S1 |
116-020 |
116-020 |
116-240 |
116-160 |
| S2 |
115-070 |
115-070 |
116-189 |
|
| S3 |
113-160 |
114-110 |
116-139 |
|
| S4 |
111-250 |
112-200 |
115-308 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-252 |
|
2.618 |
120-099 |
|
1.618 |
119-129 |
|
1.000 |
118-270 |
|
0.618 |
118-159 |
|
HIGH |
117-300 |
|
0.618 |
117-189 |
|
0.500 |
117-155 |
|
0.382 |
117-121 |
|
LOW |
117-010 |
|
0.618 |
116-151 |
|
1.000 |
116-040 |
|
1.618 |
115-181 |
|
2.618 |
114-211 |
|
4.250 |
113-058 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-155 |
117-120 |
| PP |
117-137 |
117-113 |
| S1 |
117-118 |
117-107 |
|