ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 24-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2023 |
24-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
115-010 |
114-240 |
-0-090 |
-0.2% |
114-255 |
| High |
115-070 |
115-040 |
-0-030 |
-0.1% |
116-080 |
| Low |
114-190 |
114-140 |
-0-050 |
-0.1% |
114-095 |
| Close |
114-220 |
115-010 |
0-110 |
0.3% |
115-020 |
| Range |
0-200 |
0-220 |
0-020 |
10.0% |
1-305 |
| ATR |
0-274 |
0-270 |
-0-004 |
-1.4% |
0-000 |
| Volume |
1,053,149 |
1,278,470 |
225,321 |
21.4% |
6,951,528 |
|
| Daily Pivots for day following 24-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-297 |
116-213 |
115-131 |
|
| R3 |
116-077 |
115-313 |
115-070 |
|
| R2 |
115-177 |
115-177 |
115-050 |
|
| R1 |
115-093 |
115-093 |
115-030 |
115-135 |
| PP |
114-277 |
114-277 |
114-277 |
114-298 |
| S1 |
114-193 |
114-193 |
114-310 |
114-235 |
| S2 |
114-057 |
114-057 |
114-290 |
|
| S3 |
113-157 |
113-293 |
114-270 |
|
| S4 |
112-257 |
113-073 |
114-209 |
|
|
| 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 |
114-140 |
1-260 |
1.6% |
0-279 |
0.8% |
33% |
False |
True |
1,543,014 |
| 10 |
116-080 |
113-265 |
2-135 |
2.1% |
0-273 |
0.7% |
50% |
False |
False |
1,588,222 |
| 20 |
116-080 |
111-280 |
4-120 |
3.8% |
0-258 |
0.7% |
72% |
False |
False |
1,412,069 |
| 40 |
116-080 |
111-280 |
4-120 |
3.8% |
0-268 |
0.7% |
72% |
False |
False |
1,400,534 |
| 60 |
116-080 |
109-220 |
6-180 |
5.7% |
0-274 |
0.7% |
81% |
False |
False |
1,030,862 |
| 80 |
116-080 |
109-055 |
7-025 |
6.2% |
0-285 |
0.8% |
83% |
False |
False |
773,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-015 |
|
2.618 |
116-296 |
|
1.618 |
116-076 |
|
1.000 |
115-260 |
|
0.618 |
115-176 |
|
HIGH |
115-040 |
|
0.618 |
114-276 |
|
0.500 |
114-250 |
|
0.382 |
114-224 |
|
LOW |
114-140 |
|
0.618 |
114-004 |
|
1.000 |
113-240 |
|
1.618 |
113-104 |
|
2.618 |
112-204 |
|
4.250 |
111-165 |
|
|
| Fisher Pivots for day following 24-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-303 |
115-015 |
| PP |
114-277 |
115-013 |
| S1 |
114-250 |
115-012 |
|