ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 19-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2023 |
19-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
114-180 |
115-275 |
1-095 |
1.1% |
114-075 |
| High |
115-305 |
116-080 |
0-095 |
0.3% |
115-155 |
| Low |
114-160 |
115-145 |
0-305 |
0.8% |
113-265 |
| Close |
115-290 |
115-205 |
-0-085 |
-0.2% |
114-245 |
| Range |
1-145 |
0-255 |
-0-210 |
-45.2% |
1-210 |
| ATR |
0-284 |
0-281 |
-0-002 |
-0.7% |
0-000 |
| Volume |
2,306,893 |
1,712,227 |
-594,666 |
-25.8% |
8,090,108 |
|
| Daily Pivots for day following 19-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-055 |
117-225 |
116-025 |
|
| R3 |
117-120 |
116-290 |
115-275 |
|
| R2 |
116-185 |
116-185 |
115-252 |
|
| R1 |
116-035 |
116-035 |
115-228 |
115-302 |
| PP |
115-250 |
115-250 |
115-250 |
115-224 |
| S1 |
115-100 |
115-100 |
115-182 |
115-048 |
| S2 |
114-315 |
114-315 |
115-158 |
|
| S3 |
114-060 |
114-165 |
115-135 |
|
| S4 |
113-125 |
113-230 |
115-065 |
|
|
| 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 |
116-080 |
114-000 |
2-080 |
1.9% |
1-002 |
0.9% |
73% |
True |
False |
1,885,861 |
| 10 |
116-080 |
112-185 |
3-215 |
3.2% |
0-309 |
0.8% |
83% |
True |
False |
1,722,450 |
| 20 |
116-080 |
111-280 |
4-120 |
3.8% |
0-258 |
0.7% |
86% |
True |
False |
1,386,185 |
| 40 |
116-080 |
111-280 |
4-120 |
3.8% |
0-268 |
0.7% |
86% |
True |
False |
1,439,153 |
| 60 |
116-080 |
109-220 |
6-180 |
5.7% |
0-280 |
0.8% |
91% |
True |
False |
969,405 |
| 80 |
116-080 |
109-055 |
7-025 |
6.1% |
0-297 |
0.8% |
91% |
True |
False |
727,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-204 |
|
2.618 |
118-108 |
|
1.618 |
117-173 |
|
1.000 |
117-015 |
|
0.618 |
116-238 |
|
HIGH |
116-080 |
|
0.618 |
115-303 |
|
0.500 |
115-272 |
|
0.382 |
115-242 |
|
LOW |
115-145 |
|
0.618 |
114-307 |
|
1.000 |
114-210 |
|
1.618 |
114-052 |
|
2.618 |
113-117 |
|
4.250 |
112-021 |
|
|
| Fisher Pivots for day following 19-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-272 |
115-166 |
| PP |
115-250 |
115-127 |
| S1 |
115-228 |
115-088 |
|