ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 11-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2023 |
11-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
109-062 |
108-310 |
-0-072 |
-0.2% |
108-020 |
High |
109-088 |
109-100 |
0-012 |
0.0% |
109-032 |
Low |
108-262 |
108-305 |
0-042 |
0.1% |
107-262 |
Close |
108-305 |
109-072 |
0-088 |
0.3% |
109-008 |
Range |
0-145 |
0-115 |
-0-030 |
-20.7% |
1-090 |
ATR |
0-179 |
0-174 |
-0-005 |
-2.5% |
0-000 |
Volume |
910,165 |
873,694 |
-36,471 |
-4.0% |
4,516,912 |
|
Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-078 |
110-030 |
109-136 |
|
R3 |
109-282 |
109-235 |
109-104 |
|
R2 |
109-168 |
109-168 |
109-094 |
|
R1 |
109-120 |
109-120 |
109-083 |
109-144 |
PP |
109-052 |
109-052 |
109-052 |
109-064 |
S1 |
109-005 |
109-005 |
109-062 |
109-029 |
S2 |
108-258 |
108-258 |
109-051 |
|
S3 |
108-142 |
108-210 |
109-041 |
|
S4 |
108-028 |
108-095 |
109-009 |
|
|
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% |
0-201 |
0.6% |
91% |
False |
False |
1,075,078 |
10 |
109-118 |
107-210 |
1-228 |
1.6% |
0-158 |
0.5% |
92% |
False |
False |
922,188 |
20 |
109-262 |
107-210 |
2-052 |
2.0% |
0-164 |
0.5% |
73% |
False |
False |
834,671 |
40 |
109-262 |
107-210 |
2-052 |
2.0% |
0-171 |
0.5% |
73% |
False |
False |
861,692 |
60 |
109-262 |
105-215 |
4-048 |
3.8% |
0-179 |
0.5% |
86% |
False |
False |
575,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-269 |
2.618 |
110-081 |
1.618 |
109-286 |
1.000 |
109-215 |
0.618 |
109-171 |
HIGH |
109-100 |
0.618 |
109-056 |
0.500 |
109-042 |
0.382 |
109-029 |
LOW |
108-305 |
0.618 |
108-234 |
1.000 |
108-190 |
1.618 |
108-119 |
2.618 |
108-004 |
4.250 |
107-136 |
|
|
Fisher Pivots for day following 11-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
109-062 |
109-058 |
PP |
109-052 |
109-044 |
S1 |
109-042 |
109-030 |
|