ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 23-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2023 |
23-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
115-205 |
115-010 |
-0-195 |
-0.5% |
114-255 |
| High |
115-210 |
115-070 |
-0-140 |
-0.4% |
116-080 |
| Low |
114-275 |
114-190 |
-0-085 |
-0.2% |
114-095 |
| Close |
115-020 |
114-220 |
-0-120 |
-0.3% |
115-020 |
| Range |
0-255 |
0-200 |
-0-055 |
-21.6% |
1-305 |
| ATR |
0-280 |
0-274 |
-0-006 |
-2.0% |
0-000 |
| Volume |
1,364,331 |
1,053,149 |
-311,182 |
-22.8% |
6,951,528 |
|
| Daily Pivots for day following 23-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-227 |
116-103 |
115-010 |
|
| R3 |
116-027 |
115-223 |
114-275 |
|
| R2 |
115-147 |
115-147 |
114-257 |
|
| R1 |
115-023 |
115-023 |
114-238 |
114-305 |
| PP |
114-267 |
114-267 |
114-267 |
114-248 |
| S1 |
114-143 |
114-143 |
114-202 |
114-105 |
| S2 |
114-067 |
114-067 |
114-183 |
|
| S3 |
113-187 |
113-263 |
114-165 |
|
| S4 |
112-307 |
113-063 |
114-110 |
|
|
| 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% |
0-275 |
0.7% |
20% |
False |
False |
1,600,935 |
| 10 |
116-080 |
113-265 |
2-135 |
2.1% |
0-274 |
0.7% |
35% |
False |
False |
1,609,478 |
| 20 |
116-080 |
111-280 |
4-120 |
3.8% |
0-255 |
0.7% |
64% |
False |
False |
1,387,943 |
| 40 |
116-080 |
111-280 |
4-120 |
3.8% |
0-270 |
0.7% |
64% |
False |
False |
1,423,127 |
| 60 |
116-080 |
109-220 |
6-180 |
5.7% |
0-275 |
0.7% |
76% |
False |
False |
1,009,611 |
| 80 |
116-080 |
109-055 |
7-025 |
6.2% |
0-292 |
0.8% |
78% |
False |
False |
757,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-280 |
|
2.618 |
116-274 |
|
1.618 |
116-074 |
|
1.000 |
115-270 |
|
0.618 |
115-194 |
|
HIGH |
115-070 |
|
0.618 |
114-314 |
|
0.500 |
114-290 |
|
0.382 |
114-266 |
|
LOW |
114-190 |
|
0.618 |
114-066 |
|
1.000 |
113-310 |
|
1.618 |
113-186 |
|
2.618 |
112-306 |
|
4.250 |
111-300 |
|
|
| Fisher Pivots for day following 23-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-290 |
115-135 |
| PP |
114-267 |
115-057 |
| S1 |
114-243 |
114-298 |
|