ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 13-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2023 |
13-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
109-088 |
109-252 |
0-165 |
0.5% |
109-012 |
High |
109-288 |
109-308 |
0-020 |
0.1% |
109-308 |
Low |
108-270 |
109-132 |
0-182 |
0.5% |
108-262 |
Close |
109-250 |
109-138 |
-0-112 |
-0.3% |
109-138 |
Range |
1-018 |
0-175 |
-0-162 |
-48.1% |
1-045 |
ATR |
0-186 |
0-185 |
-0-001 |
-0.4% |
0-000 |
Volume |
1,583,544 |
925,055 |
-658,489 |
-41.6% |
5,300,575 |
|
Daily Pivots for day following 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-078 |
110-282 |
109-234 |
|
R3 |
110-222 |
110-108 |
109-186 |
|
R2 |
110-048 |
110-048 |
109-170 |
|
R1 |
109-252 |
109-252 |
109-154 |
109-222 |
PP |
109-192 |
109-192 |
109-192 |
109-178 |
S1 |
109-078 |
109-078 |
109-121 |
109-048 |
S2 |
109-018 |
109-018 |
109-105 |
|
S3 |
108-162 |
108-222 |
109-089 |
|
S4 |
107-308 |
108-048 |
109-041 |
|
|
Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-264 |
112-086 |
110-018 |
|
R3 |
111-219 |
111-041 |
109-238 |
|
R2 |
110-174 |
110-174 |
109-204 |
|
R1 |
109-316 |
109-316 |
109-171 |
110-085 |
PP |
109-129 |
109-129 |
109-129 |
109-174 |
S1 |
108-271 |
108-271 |
109-104 |
109-040 |
S2 |
108-084 |
108-084 |
109-071 |
|
S3 |
107-039 |
107-226 |
109-037 |
|
S4 |
105-314 |
106-181 |
108-257 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
109-308 |
108-262 |
1-045 |
1.0% |
0-185 |
0.5% |
53% |
True |
False |
1,060,115 |
10 |
109-308 |
107-210 |
2-098 |
2.1% |
0-192 |
0.5% |
77% |
True |
False |
1,063,087 |
20 |
109-308 |
107-210 |
2-098 |
2.1% |
0-162 |
0.5% |
77% |
True |
False |
834,699 |
40 |
109-308 |
107-210 |
2-098 |
2.1% |
0-176 |
0.5% |
77% |
True |
False |
922,172 |
60 |
109-308 |
105-215 |
4-092 |
3.9% |
0-183 |
0.5% |
88% |
True |
False |
617,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-091 |
2.618 |
111-126 |
1.618 |
110-271 |
1.000 |
110-162 |
0.618 |
110-096 |
HIGH |
109-308 |
0.618 |
109-241 |
0.500 |
109-220 |
0.382 |
109-199 |
LOW |
109-132 |
0.618 |
109-024 |
1.000 |
108-278 |
1.618 |
108-169 |
2.618 |
107-314 |
4.250 |
107-029 |
|
|
Fisher Pivots for day following 13-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
109-220 |
109-135 |
PP |
109-192 |
109-132 |
S1 |
109-165 |
109-129 |
|