ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 17-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2023 |
17-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
109-252 |
109-138 |
-0-115 |
-0.3% |
109-012 |
High |
109-308 |
109-202 |
-0-105 |
-0.3% |
109-308 |
Low |
109-132 |
109-062 |
-0-070 |
-0.2% |
108-262 |
Close |
109-138 |
109-158 |
0-020 |
0.1% |
109-138 |
Range |
0-175 |
0-140 |
-0-035 |
-20.0% |
1-045 |
ATR |
0-185 |
0-182 |
-0-003 |
-1.7% |
0-000 |
Volume |
925,055 |
965,241 |
40,186 |
4.3% |
5,300,575 |
|
Daily Pivots for day following 17-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-241 |
110-179 |
109-234 |
|
R3 |
110-101 |
110-039 |
109-196 |
|
R2 |
109-281 |
109-281 |
109-183 |
|
R1 |
109-219 |
109-219 |
109-170 |
109-250 |
PP |
109-141 |
109-141 |
109-141 |
109-156 |
S1 |
109-079 |
109-079 |
109-145 |
109-110 |
S2 |
109-001 |
109-001 |
109-132 |
|
S3 |
108-181 |
108-259 |
109-119 |
|
S4 |
108-041 |
108-119 |
109-080 |
|
|
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% |
0-182 |
0.5% |
59% |
False |
False |
1,051,539 |
10 |
109-308 |
107-262 |
2-045 |
2.0% |
0-192 |
0.5% |
78% |
False |
False |
1,078,272 |
20 |
109-308 |
107-210 |
2-098 |
2.1% |
0-164 |
0.5% |
80% |
False |
False |
837,766 |
40 |
109-308 |
107-210 |
2-098 |
2.1% |
0-175 |
0.5% |
80% |
False |
False |
945,341 |
60 |
109-308 |
105-215 |
4-092 |
3.9% |
0-186 |
0.5% |
89% |
False |
False |
633,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-158 |
2.618 |
110-249 |
1.618 |
110-109 |
1.000 |
110-022 |
0.618 |
109-289 |
HIGH |
109-202 |
0.618 |
109-149 |
0.500 |
109-132 |
0.382 |
109-116 |
LOW |
109-062 |
0.618 |
108-296 |
1.000 |
108-242 |
1.618 |
108-156 |
2.618 |
108-016 |
4.250 |
107-108 |
|
|
Fisher Pivots for day following 17-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
109-149 |
109-148 |
PP |
109-141 |
109-138 |
S1 |
109-132 |
109-129 |
|