ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 07-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2023 |
07-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
114-110 |
113-145 |
-0-285 |
-0.8% |
114-210 |
| High |
114-115 |
113-280 |
-0-155 |
-0.4% |
116-000 |
| Low |
113-105 |
113-055 |
-0-050 |
-0.1% |
114-055 |
| Close |
113-160 |
113-075 |
-0-085 |
-0.2% |
114-135 |
| Range |
1-010 |
0-225 |
-0-105 |
-31.8% |
1-265 |
| ATR |
0-268 |
0-265 |
-0-003 |
-1.1% |
0-000 |
| Volume |
1,911,414 |
2,036,895 |
125,481 |
6.6% |
9,903,161 |
|
| Daily Pivots for day following 07-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-172 |
115-028 |
113-199 |
|
| R3 |
114-267 |
114-123 |
113-137 |
|
| R2 |
114-042 |
114-042 |
113-116 |
|
| R1 |
113-218 |
113-218 |
113-096 |
113-178 |
| PP |
113-137 |
113-137 |
113-137 |
113-116 |
| S1 |
112-313 |
112-313 |
113-054 |
112-272 |
| S2 |
112-232 |
112-232 |
113-034 |
|
| S3 |
112-007 |
112-088 |
113-013 |
|
| S4 |
111-102 |
111-183 |
112-271 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-112 |
119-068 |
115-137 |
|
| R3 |
118-167 |
117-123 |
114-296 |
|
| R2 |
116-222 |
116-222 |
114-242 |
|
| R1 |
115-178 |
115-178 |
114-189 |
115-068 |
| PP |
114-277 |
114-277 |
114-277 |
114-221 |
| S1 |
113-233 |
113-233 |
114-081 |
113-122 |
| S2 |
113-012 |
113-012 |
114-028 |
|
| S3 |
111-067 |
111-288 |
113-294 |
|
| S4 |
109-122 |
110-023 |
113-133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-000 |
113-055 |
2-265 |
2.5% |
0-315 |
0.9% |
2% |
False |
True |
2,118,267 |
| 10 |
116-000 |
113-055 |
2-265 |
2.5% |
0-244 |
0.7% |
2% |
False |
True |
1,756,957 |
| 20 |
116-080 |
113-055 |
3-025 |
2.7% |
0-259 |
0.7% |
2% |
False |
True |
1,672,589 |
| 40 |
116-080 |
111-280 |
4-120 |
3.9% |
0-254 |
0.7% |
31% |
False |
False |
1,443,895 |
| 60 |
116-080 |
110-215 |
5-185 |
4.9% |
0-265 |
0.7% |
46% |
False |
False |
1,321,638 |
| 80 |
116-080 |
109-055 |
7-025 |
6.3% |
0-279 |
0.8% |
57% |
False |
False |
993,009 |
| 100 |
116-080 |
109-055 |
7-025 |
6.3% |
0-287 |
0.8% |
57% |
False |
False |
794,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-276 |
|
2.618 |
115-229 |
|
1.618 |
115-004 |
|
1.000 |
114-185 |
|
0.618 |
114-099 |
|
HIGH |
113-280 |
|
0.618 |
113-194 |
|
0.500 |
113-168 |
|
0.382 |
113-141 |
|
LOW |
113-055 |
|
0.618 |
112-236 |
|
1.000 |
112-150 |
|
1.618 |
112-011 |
|
2.618 |
111-106 |
|
4.250 |
110-059 |
|
|
| Fisher Pivots for day following 07-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-168 |
114-140 |
| PP |
113-137 |
114-012 |
| S1 |
113-106 |
113-203 |
|