ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 06-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2023 |
06-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
108-135 |
108-035 |
-0-100 |
-0.3% |
108-020 |
High |
108-140 |
109-032 |
0-212 |
0.6% |
109-032 |
Low |
107-262 |
107-278 |
0-015 |
0.0% |
107-262 |
Close |
108-045 |
109-008 |
0-282 |
0.8% |
109-008 |
Range |
0-198 |
1-075 |
0-198 |
100.0% |
1-090 |
ATR |
0-166 |
0-183 |
0-016 |
9.8% |
0-000 |
Volume |
995,409 |
1,588,005 |
592,596 |
59.5% |
4,516,912 |
|
Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-118 |
111-298 |
109-225 |
|
R3 |
111-042 |
110-222 |
109-116 |
|
R2 |
109-288 |
109-288 |
109-080 |
|
R1 |
109-148 |
109-148 |
109-044 |
109-218 |
PP |
108-212 |
108-212 |
108-212 |
108-248 |
S1 |
108-072 |
108-072 |
108-291 |
108-142 |
S2 |
107-138 |
107-138 |
108-255 |
|
S3 |
106-062 |
106-318 |
108-219 |
|
S4 |
104-308 |
105-242 |
108-110 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-158 |
112-012 |
109-233 |
|
R3 |
111-068 |
110-242 |
109-120 |
|
R2 |
109-298 |
109-298 |
109-083 |
|
R1 |
109-152 |
109-152 |
109-045 |
109-225 |
PP |
108-208 |
108-208 |
108-208 |
108-244 |
S1 |
108-062 |
108-062 |
108-290 |
108-135 |
S2 |
107-118 |
107-118 |
108-252 |
|
S3 |
106-028 |
106-292 |
108-215 |
|
S4 |
104-258 |
105-202 |
108-102 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-111 |
2.618 |
112-107 |
1.618 |
111-032 |
1.000 |
110-108 |
0.618 |
109-277 |
HIGH |
109-032 |
0.618 |
108-202 |
0.500 |
108-155 |
0.382 |
108-108 |
LOW |
107-278 |
0.618 |
107-033 |
1.000 |
106-202 |
1.618 |
105-278 |
2.618 |
104-203 |
4.250 |
102-199 |
|
|
Fisher Pivots for day following 06-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
108-270 |
108-268 |
PP |
108-212 |
108-208 |
S1 |
108-155 |
108-148 |
|