ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 10-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2023 |
10-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
109-012 |
109-062 |
0-050 |
0.1% |
108-020 |
High |
109-118 |
109-088 |
-0-030 |
-0.1% |
109-032 |
Low |
108-285 |
108-262 |
-0-022 |
-0.1% |
107-262 |
Close |
109-095 |
108-305 |
-0-110 |
-0.3% |
109-008 |
Range |
0-152 |
0-145 |
-0-008 |
-4.9% |
1-090 |
ATR |
0-181 |
0-179 |
-0-002 |
-1.1% |
0-000 |
Volume |
1,008,117 |
910,165 |
-97,952 |
-9.7% |
4,516,912 |
|
Daily Pivots for day following 10-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-120 |
110-038 |
109-065 |
|
R3 |
109-295 |
109-212 |
109-025 |
|
R2 |
109-150 |
109-150 |
109-012 |
|
R1 |
109-068 |
109-068 |
108-318 |
109-036 |
PP |
109-005 |
109-005 |
109-005 |
108-309 |
S1 |
108-242 |
108-242 |
108-292 |
108-211 |
S2 |
108-180 |
108-180 |
108-278 |
|
S3 |
108-035 |
108-098 |
108-265 |
|
S4 |
107-210 |
107-272 |
108-225 |
|
|
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% |
0-206 |
0.6% |
73% |
False |
False |
1,104,171 |
10 |
109-118 |
107-210 |
1-228 |
1.6% |
0-164 |
0.5% |
76% |
False |
False |
880,522 |
20 |
109-262 |
107-210 |
2-052 |
2.0% |
0-165 |
0.5% |
60% |
False |
False |
825,307 |
40 |
109-262 |
107-210 |
2-052 |
2.0% |
0-171 |
0.5% |
60% |
False |
False |
839,926 |
60 |
109-262 |
105-215 |
4-048 |
3.8% |
0-182 |
0.5% |
79% |
False |
False |
561,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-064 |
2.618 |
110-147 |
1.618 |
110-002 |
1.000 |
109-232 |
0.618 |
109-177 |
HIGH |
109-088 |
0.618 |
109-032 |
0.500 |
109-015 |
0.382 |
108-318 |
LOW |
108-262 |
0.618 |
108-173 |
1.000 |
108-118 |
1.618 |
108-028 |
2.618 |
107-203 |
4.250 |
106-286 |
|
|
Fisher Pivots for day following 10-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
109-015 |
108-269 |
PP |
109-005 |
108-233 |
S1 |
108-315 |
108-198 |
|