ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 02-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2023 |
02-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
114-205 |
115-100 |
0-215 |
0.6% |
115-010 |
| High |
115-190 |
116-000 |
0-130 |
0.4% |
115-130 |
| Low |
114-175 |
115-100 |
0-245 |
0.7% |
114-120 |
| Close |
115-155 |
115-175 |
0-020 |
0.1% |
114-195 |
| Range |
1-015 |
0-220 |
-0-115 |
-34.3% |
1-010 |
| ATR |
0-248 |
0-246 |
-0-002 |
-0.8% |
0-000 |
| Volume |
2,129,670 |
1,955,041 |
-174,629 |
-8.2% |
6,049,719 |
|
| Daily Pivots for day following 02-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-218 |
117-097 |
115-296 |
|
| R3 |
116-318 |
116-197 |
115-236 |
|
| R2 |
116-098 |
116-098 |
115-215 |
|
| R1 |
115-297 |
115-297 |
115-195 |
116-038 |
| PP |
115-198 |
115-198 |
115-198 |
115-229 |
| S1 |
115-077 |
115-077 |
115-155 |
115-138 |
| S2 |
114-298 |
114-298 |
115-135 |
|
| S3 |
114-078 |
114-177 |
115-114 |
|
| S4 |
113-178 |
113-277 |
115-054 |
|
|
| 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 |
116-000 |
114-055 |
1-265 |
1.6% |
0-215 |
0.6% |
75% |
True |
False |
1,697,760 |
| 10 |
116-000 |
114-055 |
1-265 |
1.6% |
0-210 |
0.6% |
75% |
True |
False |
1,475,889 |
| 20 |
116-080 |
112-185 |
3-215 |
3.2% |
0-260 |
0.7% |
81% |
False |
False |
1,599,170 |
| 40 |
116-080 |
111-280 |
4-120 |
3.8% |
0-248 |
0.7% |
84% |
False |
False |
1,375,372 |
| 60 |
116-080 |
109-225 |
6-175 |
5.7% |
0-260 |
0.7% |
89% |
False |
False |
1,214,326 |
| 80 |
116-080 |
109-055 |
7-025 |
6.1% |
0-276 |
0.7% |
90% |
False |
False |
911,683 |
| 100 |
116-080 |
109-055 |
7-025 |
6.1% |
0-281 |
0.8% |
90% |
False |
False |
729,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-295 |
|
2.618 |
117-256 |
|
1.618 |
117-036 |
|
1.000 |
116-220 |
|
0.618 |
116-136 |
|
HIGH |
116-000 |
|
0.618 |
115-236 |
|
0.500 |
115-210 |
|
0.382 |
115-184 |
|
LOW |
115-100 |
|
0.618 |
114-284 |
|
1.000 |
114-200 |
|
1.618 |
114-064 |
|
2.618 |
113-164 |
|
4.250 |
112-125 |
|
|
| Fisher Pivots for day following 02-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-210 |
115-132 |
| PP |
115-198 |
115-090 |
| S1 |
115-187 |
115-048 |
|