ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 13-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2023 |
13-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
114-160 |
115-085 |
0-245 |
0.7% |
114-075 |
| High |
115-135 |
115-155 |
0-020 |
0.1% |
115-155 |
| Low |
114-000 |
114-240 |
0-240 |
0.7% |
113-265 |
| Close |
115-075 |
114-245 |
-0-150 |
-0.4% |
114-245 |
| Range |
1-135 |
0-235 |
-0-220 |
-48.4% |
1-210 |
| ATR |
0-278 |
0-275 |
-0-003 |
-1.1% |
0-000 |
| Volume |
2,373,580 |
1,468,528 |
-905,052 |
-38.1% |
8,090,108 |
|
| Daily Pivots for day following 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-065 |
116-230 |
115-054 |
|
| R3 |
116-150 |
115-315 |
114-310 |
|
| R2 |
115-235 |
115-235 |
114-288 |
|
| R1 |
115-080 |
115-080 |
114-267 |
115-040 |
| PP |
115-000 |
115-000 |
115-000 |
114-300 |
| S1 |
114-165 |
114-165 |
114-223 |
114-125 |
| S2 |
114-085 |
114-085 |
114-202 |
|
| S3 |
113-170 |
113-250 |
114-180 |
|
| S4 |
112-255 |
113-015 |
114-116 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-212 |
118-278 |
115-216 |
|
| R3 |
118-002 |
117-068 |
115-071 |
|
| R2 |
116-112 |
116-112 |
115-022 |
|
| R1 |
115-178 |
115-178 |
114-294 |
115-305 |
| PP |
114-222 |
114-222 |
114-222 |
114-285 |
| S1 |
113-288 |
113-288 |
114-196 |
114-095 |
| S2 |
113-012 |
113-012 |
114-148 |
|
| S3 |
111-122 |
112-078 |
114-099 |
|
| S4 |
109-232 |
110-188 |
113-274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-155 |
113-265 |
1-210 |
1.4% |
0-274 |
0.7% |
57% |
True |
False |
1,618,021 |
| 10 |
115-155 |
111-280 |
3-195 |
3.1% |
0-282 |
0.8% |
80% |
True |
False |
1,594,339 |
| 20 |
115-155 |
111-280 |
3-195 |
3.1% |
0-244 |
0.7% |
80% |
True |
False |
1,269,612 |
| 40 |
115-155 |
111-280 |
3-195 |
3.1% |
0-265 |
0.7% |
80% |
True |
False |
1,307,136 |
| 60 |
115-155 |
109-055 |
6-100 |
5.5% |
0-280 |
0.8% |
89% |
True |
False |
876,432 |
| 80 |
115-155 |
109-055 |
6-100 |
5.5% |
0-300 |
0.8% |
89% |
True |
False |
657,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-194 |
|
2.618 |
117-130 |
|
1.618 |
116-215 |
|
1.000 |
116-070 |
|
0.618 |
115-300 |
|
HIGH |
115-155 |
|
0.618 |
115-065 |
|
0.500 |
115-038 |
|
0.382 |
115-010 |
|
LOW |
114-240 |
|
0.618 |
114-095 |
|
1.000 |
114-005 |
|
1.618 |
113-180 |
|
2.618 |
112-265 |
|
4.250 |
111-201 |
|
|
| Fisher Pivots for day following 13-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-038 |
114-242 |
| PP |
115-000 |
114-238 |
| S1 |
114-282 |
114-235 |
|