ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 09-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2023 |
09-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
108-035 |
109-012 |
0-298 |
0.9% |
108-020 |
High |
109-032 |
109-118 |
0-085 |
0.2% |
109-032 |
Low |
107-278 |
108-285 |
1-008 |
0.9% |
107-262 |
Close |
109-008 |
109-095 |
0-088 |
0.3% |
109-008 |
Range |
1-075 |
0-152 |
-0-242 |
-61.4% |
1-090 |
ATR |
0-183 |
0-181 |
-0-002 |
-1.2% |
0-000 |
Volume |
1,588,005 |
1,008,117 |
-579,888 |
-36.5% |
4,516,912 |
|
Daily Pivots for day following 09-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-197 |
110-138 |
109-179 |
|
R3 |
110-044 |
109-306 |
109-137 |
|
R2 |
109-212 |
109-212 |
109-123 |
|
R1 |
109-153 |
109-153 |
109-109 |
109-182 |
PP |
109-059 |
109-059 |
109-059 |
109-074 |
S1 |
109-001 |
109-001 |
109-081 |
109-030 |
S2 |
108-227 |
108-227 |
109-067 |
|
S3 |
108-074 |
108-168 |
109-053 |
|
S4 |
107-242 |
108-016 |
109-011 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
109-118 |
107-262 |
1-175 |
1.4% |
0-202 |
0.6% |
95% |
True |
False |
1,105,005 |
10 |
109-118 |
107-210 |
1-228 |
1.6% |
0-161 |
0.5% |
96% |
True |
False |
839,557 |
20 |
109-262 |
107-210 |
2-052 |
2.0% |
0-167 |
0.5% |
76% |
False |
False |
813,099 |
40 |
109-262 |
106-210 |
3-052 |
2.9% |
0-180 |
0.5% |
83% |
False |
False |
817,946 |
60 |
109-262 |
105-215 |
4-048 |
3.8% |
0-186 |
0.5% |
87% |
False |
False |
546,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-126 |
2.618 |
110-197 |
1.618 |
110-044 |
1.000 |
109-270 |
0.618 |
109-212 |
HIGH |
109-118 |
0.618 |
109-059 |
0.500 |
109-041 |
0.382 |
109-023 |
LOW |
108-285 |
0.618 |
108-191 |
1.000 |
108-132 |
1.618 |
108-038 |
2.618 |
107-206 |
4.250 |
106-277 |
|
|
Fisher Pivots for day following 09-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
109-077 |
109-020 |
PP |
109-059 |
108-265 |
S1 |
109-041 |
108-190 |
|