ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 01-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2023 |
01-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
114-130 |
114-205 |
0-075 |
0.2% |
115-010 |
| High |
114-260 |
115-190 |
0-250 |
0.7% |
115-130 |
| Low |
114-095 |
114-175 |
0-080 |
0.2% |
114-120 |
| Close |
114-165 |
115-155 |
0-310 |
0.8% |
114-195 |
| Range |
0-165 |
1-015 |
0-170 |
103.0% |
1-010 |
| ATR |
0-241 |
0-248 |
0-007 |
3.1% |
0-000 |
| Volume |
2,074,922 |
2,129,670 |
54,748 |
2.6% |
6,049,719 |
|
| Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-112 |
117-308 |
116-019 |
|
| R3 |
117-097 |
116-293 |
115-247 |
|
| R2 |
116-082 |
116-082 |
115-216 |
|
| R1 |
115-278 |
115-278 |
115-186 |
116-020 |
| PP |
115-067 |
115-067 |
115-067 |
115-098 |
| S1 |
114-263 |
114-263 |
115-124 |
115-005 |
| S2 |
114-052 |
114-052 |
115-094 |
|
| S3 |
113-037 |
113-248 |
115-063 |
|
| S4 |
112-022 |
112-233 |
114-291 |
|
|
| 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 |
115-190 |
114-055 |
1-135 |
1.2% |
0-210 |
0.6% |
92% |
True |
False |
1,561,571 |
| 10 |
116-080 |
114-055 |
2-025 |
1.8% |
0-214 |
0.6% |
63% |
False |
False |
1,451,607 |
| 20 |
116-080 |
112-185 |
3-215 |
3.2% |
0-259 |
0.7% |
79% |
False |
False |
1,577,429 |
| 40 |
116-080 |
111-280 |
4-120 |
3.8% |
0-250 |
0.7% |
83% |
False |
False |
1,357,545 |
| 60 |
116-080 |
109-225 |
6-175 |
5.7% |
0-261 |
0.7% |
88% |
False |
False |
1,182,071 |
| 80 |
116-080 |
109-055 |
7-025 |
6.1% |
0-275 |
0.7% |
89% |
False |
False |
887,245 |
| 100 |
116-280 |
109-055 |
7-225 |
6.7% |
0-282 |
0.8% |
82% |
False |
False |
709,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-014 |
|
2.618 |
118-107 |
|
1.618 |
117-092 |
|
1.000 |
116-205 |
|
0.618 |
116-077 |
|
HIGH |
115-190 |
|
0.618 |
115-062 |
|
0.500 |
115-022 |
|
0.382 |
114-303 |
|
LOW |
114-175 |
|
0.618 |
113-288 |
|
1.000 |
113-160 |
|
1.618 |
112-273 |
|
2.618 |
111-258 |
|
4.250 |
110-031 |
|
|
| Fisher Pivots for day following 01-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-111 |
115-091 |
| PP |
115-067 |
115-027 |
| S1 |
115-022 |
114-282 |
|