ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 31-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2023 |
31-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
114-210 |
114-130 |
-0-080 |
-0.2% |
115-010 |
| High |
114-250 |
114-260 |
0-010 |
0.0% |
115-130 |
| Low |
114-055 |
114-095 |
0-040 |
0.1% |
114-120 |
| Close |
114-090 |
114-165 |
0-075 |
0.2% |
114-195 |
| Range |
0-195 |
0-165 |
-0-030 |
-15.4% |
1-010 |
| ATR |
0-246 |
0-241 |
-0-005 |
-2.2% |
0-000 |
| Volume |
1,185,210 |
2,074,922 |
889,712 |
75.1% |
6,049,719 |
|
| Daily Pivots for day following 31-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-028 |
115-262 |
114-256 |
|
| R3 |
115-183 |
115-097 |
114-210 |
|
| R2 |
115-018 |
115-018 |
114-195 |
|
| R1 |
114-252 |
114-252 |
114-180 |
114-295 |
| PP |
114-173 |
114-173 |
114-173 |
114-195 |
| S1 |
114-087 |
114-087 |
114-150 |
114-130 |
| S2 |
114-008 |
114-008 |
114-135 |
|
| S3 |
113-163 |
113-242 |
114-120 |
|
| S4 |
112-318 |
113-077 |
114-074 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-285 |
117-090 |
115-056 |
|
| R3 |
116-275 |
116-080 |
114-286 |
|
| R2 |
115-265 |
115-265 |
114-256 |
|
| R1 |
115-070 |
115-070 |
114-225 |
115-002 |
| PP |
114-255 |
114-255 |
114-255 |
114-221 |
| S1 |
114-060 |
114-060 |
114-165 |
113-312 |
| S2 |
113-245 |
113-245 |
114-134 |
|
| S3 |
112-235 |
113-050 |
114-104 |
|
| S4 |
111-225 |
112-040 |
114-014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-130 |
114-055 |
1-075 |
1.1% |
0-174 |
0.5% |
28% |
False |
False |
1,395,646 |
| 10 |
116-080 |
114-055 |
2-025 |
1.8% |
0-226 |
0.6% |
17% |
False |
False |
1,469,330 |
| 20 |
116-080 |
112-125 |
3-275 |
3.4% |
0-254 |
0.7% |
55% |
False |
False |
1,544,512 |
| 40 |
116-080 |
111-280 |
4-120 |
3.8% |
0-251 |
0.7% |
60% |
False |
False |
1,356,686 |
| 60 |
116-080 |
109-220 |
6-180 |
5.7% |
0-260 |
0.7% |
74% |
False |
False |
1,146,837 |
| 80 |
116-080 |
109-055 |
7-025 |
6.2% |
0-274 |
0.7% |
75% |
False |
False |
860,627 |
| 100 |
117-000 |
109-055 |
7-265 |
6.8% |
0-282 |
0.8% |
68% |
False |
False |
688,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-001 |
|
2.618 |
116-052 |
|
1.618 |
115-207 |
|
1.000 |
115-105 |
|
0.618 |
115-042 |
|
HIGH |
114-260 |
|
0.618 |
114-197 |
|
0.500 |
114-178 |
|
0.382 |
114-158 |
|
LOW |
114-095 |
|
0.618 |
113-313 |
|
1.000 |
113-250 |
|
1.618 |
113-148 |
|
2.618 |
112-303 |
|
4.250 |
112-034 |
|
|
| Fisher Pivots for day following 31-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-178 |
114-168 |
| PP |
114-173 |
114-167 |
| S1 |
114-169 |
114-166 |
|