ECBOT 10 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 20-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2023 |
20-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
115-275 |
115-205 |
-0-070 |
-0.2% |
114-255 |
High |
116-080 |
115-210 |
-0-190 |
-0.5% |
116-080 |
Low |
115-145 |
114-275 |
-0-190 |
-0.5% |
114-095 |
Close |
115-205 |
115-020 |
-0-185 |
-0.5% |
115-020 |
Range |
0-255 |
0-255 |
0-000 |
0.0% |
1-305 |
ATR |
0-281 |
0-280 |
-0-002 |
-0.7% |
0-000 |
Volume |
1,712,227 |
1,364,331 |
-347,896 |
-20.3% |
6,951,528 |
|
Daily Pivots for day following 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-187 |
117-038 |
115-160 |
|
R3 |
116-252 |
116-103 |
115-090 |
|
R2 |
115-317 |
115-317 |
115-067 |
|
R1 |
115-168 |
115-168 |
115-043 |
115-115 |
PP |
115-062 |
115-062 |
115-062 |
115-035 |
S1 |
114-233 |
114-233 |
114-317 |
114-180 |
S2 |
114-127 |
114-127 |
114-293 |
|
S3 |
113-192 |
113-298 |
114-270 |
|
S4 |
112-257 |
113-043 |
114-200 |
|
|
Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-020 |
120-005 |
116-044 |
|
R3 |
119-035 |
118-020 |
115-192 |
|
R2 |
117-050 |
117-050 |
115-135 |
|
R1 |
116-035 |
116-035 |
115-077 |
116-202 |
PP |
115-065 |
115-065 |
115-065 |
115-149 |
S1 |
114-050 |
114-050 |
114-283 |
114-218 |
S2 |
113-080 |
113-080 |
114-225 |
|
S3 |
111-095 |
112-065 |
114-168 |
|
S4 |
109-110 |
110-080 |
113-316 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
116-080 |
114-095 |
1-305 |
1.7% |
0-282 |
0.8% |
39% |
False |
False |
1,684,011 |
10 |
116-080 |
112-205 |
3-195 |
3.1% |
0-310 |
0.8% |
67% |
False |
False |
1,721,319 |
20 |
116-080 |
111-280 |
4-120 |
3.8% |
0-257 |
0.7% |
73% |
False |
False |
1,384,343 |
40 |
116-080 |
111-280 |
4-120 |
3.8% |
0-269 |
0.7% |
73% |
False |
False |
1,455,283 |
60 |
116-080 |
109-220 |
6-180 |
5.7% |
0-278 |
0.8% |
82% |
False |
False |
992,127 |
80 |
116-080 |
109-055 |
7-025 |
6.2% |
0-294 |
0.8% |
83% |
False |
False |
744,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-014 |
2.618 |
117-238 |
1.618 |
116-303 |
1.000 |
116-145 |
0.618 |
116-048 |
HIGH |
115-210 |
0.618 |
115-113 |
0.500 |
115-082 |
0.382 |
115-052 |
LOW |
114-275 |
0.618 |
114-117 |
1.000 |
114-020 |
1.618 |
113-182 |
2.618 |
112-247 |
4.250 |
111-151 |
|
|
Fisher Pivots for day following 20-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
115-082 |
115-120 |
PP |
115-062 |
115-087 |
S1 |
115-041 |
115-053 |
|