ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 06-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2023 |
06-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
113-105 |
113-005 |
-0-100 |
-0.3% |
112-180 |
| High |
113-115 |
114-115 |
1-000 |
0.9% |
114-115 |
| Low |
112-185 |
112-205 |
0-020 |
0.1% |
112-125 |
| Close |
113-005 |
114-070 |
1-065 |
1.1% |
114-070 |
| Range |
0-250 |
1-230 |
0-300 |
120.0% |
1-310 |
| ATR |
0-252 |
0-274 |
0-021 |
8.4% |
0-000 |
| Volume |
1,375,647 |
2,171,557 |
795,910 |
57.9% |
6,538,771 |
|
| Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-287 |
118-088 |
115-052 |
|
| R3 |
117-057 |
116-178 |
114-221 |
|
| R2 |
115-147 |
115-147 |
114-171 |
|
| R1 |
114-268 |
114-268 |
114-120 |
115-048 |
| PP |
113-237 |
113-237 |
113-237 |
113-286 |
| S1 |
113-038 |
113-038 |
114-020 |
113-138 |
| S2 |
112-007 |
112-007 |
113-289 |
|
| S3 |
110-097 |
111-128 |
113-239 |
|
| S4 |
108-187 |
109-218 |
113-088 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-180 |
118-275 |
115-096 |
|
| R3 |
117-190 |
116-285 |
114-243 |
|
| R2 |
115-200 |
115-200 |
114-186 |
|
| R1 |
114-295 |
114-295 |
114-128 |
115-088 |
| PP |
113-210 |
113-210 |
113-210 |
113-266 |
| S1 |
112-305 |
112-305 |
114-012 |
113-098 |
| S2 |
111-220 |
111-220 |
113-274 |
|
| S3 |
109-230 |
110-315 |
113-217 |
|
| S4 |
107-240 |
109-005 |
113-044 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-115 |
111-280 |
2-155 |
2.2% |
0-289 |
0.8% |
94% |
True |
False |
1,570,656 |
| 10 |
114-115 |
111-280 |
2-155 |
2.2% |
0-236 |
0.6% |
94% |
True |
False |
1,166,408 |
| 20 |
115-115 |
111-280 |
3-155 |
3.1% |
0-249 |
0.7% |
67% |
False |
False |
1,197,797 |
| 40 |
115-115 |
110-085 |
5-030 |
4.5% |
0-268 |
0.7% |
78% |
False |
False |
1,109,396 |
| 60 |
115-115 |
109-055 |
6-060 |
5.4% |
0-285 |
0.8% |
82% |
False |
False |
741,635 |
| 80 |
115-130 |
109-055 |
6-075 |
5.5% |
0-293 |
0.8% |
81% |
False |
False |
556,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-212 |
|
2.618 |
118-275 |
|
1.618 |
117-045 |
|
1.000 |
116-025 |
|
0.618 |
115-135 |
|
HIGH |
114-115 |
|
0.618 |
113-225 |
|
0.500 |
113-160 |
|
0.382 |
113-095 |
|
LOW |
112-205 |
|
0.618 |
111-185 |
|
1.000 |
110-295 |
|
1.618 |
109-275 |
|
2.618 |
108-045 |
|
4.250 |
105-108 |
|
|
| Fisher Pivots for day following 06-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-313 |
113-310 |
| PP |
113-237 |
113-230 |
| S1 |
113-160 |
113-150 |
|