ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 18-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2023 |
18-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
114-255 |
114-180 |
-0-075 |
-0.2% |
114-075 |
| High |
114-295 |
115-305 |
1-010 |
0.9% |
115-155 |
| Low |
114-095 |
114-160 |
0-065 |
0.2% |
113-265 |
| Close |
114-215 |
115-290 |
1-075 |
1.1% |
114-245 |
| Range |
0-200 |
1-145 |
0-265 |
132.5% |
1-210 |
| ATR |
0-270 |
0-284 |
0-014 |
5.2% |
0-000 |
| Volume |
1,568,077 |
2,306,893 |
738,816 |
47.1% |
8,090,108 |
|
| Daily Pivots for day following 18-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-260 |
119-100 |
116-226 |
|
| R3 |
118-115 |
117-275 |
116-098 |
|
| R2 |
116-290 |
116-290 |
116-055 |
|
| R1 |
116-130 |
116-130 |
116-013 |
116-210 |
| PP |
115-145 |
115-145 |
115-145 |
115-185 |
| S1 |
114-305 |
114-305 |
115-247 |
115-065 |
| S2 |
114-000 |
114-000 |
115-205 |
|
| S3 |
112-175 |
113-160 |
115-162 |
|
| S4 |
111-030 |
112-015 |
115-034 |
|
|
| 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 |
115-305 |
113-315 |
1-310 |
1.7% |
0-310 |
0.8% |
98% |
True |
False |
1,822,184 |
| 10 |
115-305 |
112-185 |
3-120 |
2.9% |
0-304 |
0.8% |
99% |
True |
False |
1,703,250 |
| 20 |
115-305 |
111-280 |
4-025 |
3.5% |
0-257 |
0.7% |
99% |
True |
False |
1,341,244 |
| 40 |
115-305 |
111-280 |
4-025 |
3.5% |
0-266 |
0.7% |
99% |
True |
False |
1,400,728 |
| 60 |
115-305 |
109-055 |
6-250 |
5.9% |
0-281 |
0.8% |
99% |
True |
False |
940,946 |
| 80 |
115-305 |
109-055 |
6-250 |
5.9% |
0-299 |
0.8% |
99% |
True |
False |
705,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-041 |
|
2.618 |
119-242 |
|
1.618 |
118-097 |
|
1.000 |
117-130 |
|
0.618 |
116-272 |
|
HIGH |
115-305 |
|
0.618 |
115-127 |
|
0.500 |
115-072 |
|
0.382 |
115-018 |
|
LOW |
114-160 |
|
0.618 |
113-193 |
|
1.000 |
113-015 |
|
1.618 |
112-048 |
|
2.618 |
110-223 |
|
4.250 |
108-104 |
|
|
| Fisher Pivots for day following 18-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-218 |
115-207 |
| PP |
115-145 |
115-123 |
| S1 |
115-072 |
115-040 |
|