ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 05-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2023 |
05-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
112-285 |
113-105 |
0-140 |
0.4% |
113-060 |
| High |
113-155 |
113-115 |
-0-040 |
-0.1% |
113-065 |
| Low |
112-265 |
112-185 |
-0-080 |
-0.2% |
111-280 |
| Close |
113-060 |
113-005 |
-0-055 |
-0.2% |
112-095 |
| Range |
0-210 |
0-250 |
0-040 |
19.0% |
1-105 |
| ATR |
0-252 |
0-252 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,520,223 |
1,375,647 |
-144,576 |
-9.5% |
3,577,046 |
|
| Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-105 |
114-305 |
113-142 |
|
| R3 |
114-175 |
114-055 |
113-074 |
|
| R2 |
113-245 |
113-245 |
113-051 |
|
| R1 |
113-125 |
113-125 |
113-028 |
113-060 |
| PP |
112-315 |
112-315 |
112-315 |
112-282 |
| S1 |
112-195 |
112-195 |
112-302 |
112-130 |
| S2 |
112-065 |
112-065 |
112-279 |
|
| S3 |
111-135 |
111-265 |
112-256 |
|
| S4 |
110-205 |
111-015 |
112-188 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-142 |
115-223 |
113-009 |
|
| R3 |
115-037 |
114-118 |
112-212 |
|
| R2 |
113-252 |
113-252 |
112-173 |
|
| R1 |
113-013 |
113-013 |
112-134 |
112-240 |
| PP |
112-147 |
112-147 |
112-147 |
112-100 |
| S1 |
111-228 |
111-228 |
112-056 |
111-135 |
| S2 |
111-042 |
111-042 |
112-017 |
|
| S3 |
109-257 |
110-123 |
111-298 |
|
| S4 |
108-152 |
109-018 |
111-181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-155 |
111-280 |
1-195 |
1.4% |
0-205 |
0.6% |
71% |
False |
False |
1,298,507 |
| 10 |
114-015 |
111-280 |
2-055 |
1.9% |
0-205 |
0.6% |
53% |
False |
False |
1,047,368 |
| 20 |
115-115 |
111-280 |
3-155 |
3.1% |
0-240 |
0.7% |
33% |
False |
False |
1,161,707 |
| 40 |
115-115 |
109-225 |
5-210 |
5.0% |
0-262 |
0.7% |
59% |
False |
False |
1,055,681 |
| 60 |
115-115 |
109-055 |
6-060 |
5.5% |
0-281 |
0.8% |
62% |
False |
False |
705,447 |
| 80 |
115-250 |
109-055 |
6-195 |
5.8% |
0-289 |
0.8% |
58% |
False |
False |
529,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-218 |
|
2.618 |
115-130 |
|
1.618 |
114-200 |
|
1.000 |
114-045 |
|
0.618 |
113-270 |
|
HIGH |
113-115 |
|
0.618 |
113-020 |
|
0.500 |
112-310 |
|
0.382 |
112-280 |
|
LOW |
112-185 |
|
0.618 |
112-030 |
|
1.000 |
111-255 |
|
1.618 |
111-100 |
|
2.618 |
110-170 |
|
4.250 |
109-082 |
|
|
| Fisher Pivots for day following 05-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-000 |
112-317 |
| PP |
112-315 |
112-308 |
| S1 |
112-310 |
112-300 |
|