ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 10-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2023 |
10-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
114-075 |
114-150 |
0-075 |
0.2% |
112-180 |
| High |
114-235 |
114-195 |
-0-040 |
-0.1% |
114-115 |
| Low |
114-000 |
113-265 |
-0-055 |
-0.2% |
112-125 |
| Close |
114-200 |
114-000 |
-0-200 |
-0.5% |
114-070 |
| Range |
0-235 |
0-250 |
0-015 |
6.4% |
1-310 |
| ATR |
0-271 |
0-270 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,491,031 |
1,363,124 |
-127,907 |
-8.6% |
6,538,771 |
|
| Daily Pivots for day following 10-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-157 |
116-008 |
114-138 |
|
| R3 |
115-227 |
115-078 |
114-069 |
|
| R2 |
114-297 |
114-297 |
114-046 |
|
| R1 |
114-148 |
114-148 |
114-023 |
114-098 |
| PP |
114-047 |
114-047 |
114-047 |
114-021 |
| S1 |
113-218 |
113-218 |
113-297 |
113-168 |
| S2 |
113-117 |
113-117 |
113-274 |
|
| S3 |
112-187 |
112-288 |
113-251 |
|
| S4 |
111-257 |
112-038 |
113-182 |
|
|
| 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 |
114-235 |
112-185 |
2-050 |
1.9% |
0-299 |
0.8% |
66% |
False |
False |
1,584,316 |
| 10 |
114-235 |
111-280 |
2-275 |
2.5% |
0-252 |
0.7% |
74% |
False |
False |
1,296,997 |
| 20 |
115-115 |
111-280 |
3-155 |
3.1% |
0-249 |
0.7% |
61% |
False |
False |
1,224,788 |
| 40 |
115-115 |
111-280 |
3-155 |
3.1% |
0-257 |
0.7% |
61% |
False |
False |
1,179,092 |
| 60 |
115-115 |
109-055 |
6-060 |
5.4% |
0-279 |
0.8% |
78% |
False |
False |
789,196 |
| 80 |
115-115 |
109-055 |
6-060 |
5.4% |
0-296 |
0.8% |
78% |
False |
False |
591,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-298 |
|
2.618 |
116-210 |
|
1.618 |
115-280 |
|
1.000 |
115-125 |
|
0.618 |
115-030 |
|
HIGH |
114-195 |
|
0.618 |
114-100 |
|
0.500 |
114-070 |
|
0.382 |
114-040 |
|
LOW |
113-265 |
|
0.618 |
113-110 |
|
1.000 |
113-015 |
|
1.618 |
112-180 |
|
2.618 |
111-250 |
|
4.250 |
110-162 |
|
|
| Fisher Pivots for day following 10-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-070 |
113-287 |
| PP |
114-047 |
113-253 |
| S1 |
114-023 |
113-220 |
|