ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 19-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2023 |
19-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
109-138 |
110-078 |
0-260 |
0.7% |
109-012 |
| High |
110-095 |
110-155 |
0-060 |
0.2% |
109-308 |
| Low |
109-125 |
109-292 |
0-168 |
0.5% |
108-262 |
| Close |
110-090 |
110-008 |
-0-082 |
-0.2% |
109-138 |
| Range |
0-290 |
0-182 |
-0-108 |
-37.1% |
1-045 |
| ATR |
0-189 |
0-189 |
0-000 |
-0.3% |
0-000 |
| Volume |
1,338,826 |
1,113,472 |
-225,354 |
-16.8% |
5,300,575 |
|
| Daily Pivots for day following 19-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-272 |
111-162 |
110-108 |
|
| R3 |
111-090 |
110-300 |
110-058 |
|
| R2 |
110-228 |
110-228 |
110-041 |
|
| R1 |
110-118 |
110-118 |
110-024 |
110-081 |
| PP |
110-045 |
110-045 |
110-045 |
110-027 |
| S1 |
109-255 |
109-255 |
109-311 |
109-219 |
| S2 |
109-182 |
109-182 |
109-294 |
|
| S3 |
109-000 |
109-072 |
109-277 |
|
| S4 |
108-138 |
108-210 |
109-227 |
|
|
| 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 |
110-155 |
108-270 |
1-205 |
1.5% |
0-225 |
0.6% |
72% |
True |
False |
1,185,227 |
| 10 |
110-155 |
107-262 |
2-212 |
2.4% |
0-213 |
0.6% |
83% |
True |
False |
1,130,152 |
| 20 |
110-155 |
107-210 |
2-265 |
2.6% |
0-170 |
0.5% |
84% |
True |
False |
898,600 |
| 40 |
110-155 |
107-210 |
2-265 |
2.6% |
0-179 |
0.5% |
84% |
True |
False |
1,000,970 |
| 60 |
110-155 |
105-272 |
4-202 |
4.2% |
0-186 |
0.5% |
90% |
True |
False |
674,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-291 |
|
2.618 |
111-313 |
|
1.618 |
111-130 |
|
1.000 |
111-018 |
|
0.618 |
110-268 |
|
HIGH |
110-155 |
|
0.618 |
110-085 |
|
0.500 |
110-064 |
|
0.382 |
110-042 |
|
LOW |
109-292 |
|
0.618 |
109-180 |
|
1.000 |
109-110 |
|
1.618 |
108-317 |
|
2.618 |
108-135 |
|
4.250 |
107-157 |
|
|
| Fisher Pivots for day following 19-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-064 |
109-308 |
| PP |
110-045 |
109-288 |
| S1 |
110-026 |
109-269 |
|