ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 20-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2023 |
20-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
110-078 |
110-010 |
-0-068 |
-0.2% |
109-138 |
| High |
110-155 |
110-010 |
-0-145 |
-0.4% |
110-155 |
| Low |
109-292 |
109-170 |
-0-122 |
-0.3% |
109-062 |
| Close |
110-008 |
109-212 |
-0-115 |
-0.3% |
109-212 |
| Range |
0-182 |
0-160 |
-0-022 |
-12.3% |
1-092 |
| ATR |
0-189 |
0-187 |
-0-002 |
-1.1% |
0-000 |
| Volume |
1,113,472 |
855,261 |
-258,211 |
-23.2% |
4,272,800 |
|
| Daily Pivots for day following 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-078 |
110-305 |
109-300 |
|
| R3 |
110-238 |
110-145 |
109-256 |
|
| R2 |
110-078 |
110-078 |
109-242 |
|
| R1 |
109-305 |
109-305 |
109-227 |
109-271 |
| PP |
109-238 |
109-238 |
109-238 |
109-221 |
| S1 |
109-145 |
109-145 |
109-198 |
109-111 |
| S2 |
109-078 |
109-078 |
109-183 |
|
| S3 |
108-238 |
108-305 |
109-168 |
|
| S4 |
108-078 |
108-145 |
109-124 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-208 |
112-302 |
110-119 |
|
| R3 |
112-115 |
111-210 |
110-006 |
|
| R2 |
111-022 |
111-022 |
109-288 |
|
| R1 |
110-118 |
110-118 |
109-250 |
110-230 |
| PP |
109-250 |
109-250 |
109-250 |
109-306 |
| S1 |
109-025 |
109-025 |
109-175 |
109-138 |
| S2 |
108-158 |
108-158 |
109-137 |
|
| S3 |
107-065 |
107-252 |
109-099 |
|
| S4 |
105-292 |
106-160 |
108-306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-155 |
109-062 |
1-092 |
1.2% |
0-190 |
0.5% |
36% |
False |
False |
1,039,571 |
| 10 |
110-155 |
107-278 |
2-198 |
2.4% |
0-209 |
0.6% |
69% |
False |
False |
1,116,138 |
| 20 |
110-155 |
107-210 |
2-265 |
2.6% |
0-170 |
0.5% |
71% |
False |
False |
900,625 |
| 40 |
110-155 |
107-210 |
2-265 |
2.6% |
0-179 |
0.5% |
71% |
False |
False |
1,001,091 |
| 60 |
110-155 |
105-272 |
4-202 |
4.2% |
0-185 |
0.5% |
82% |
False |
False |
688,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-050 |
|
2.618 |
111-109 |
|
1.618 |
110-269 |
|
1.000 |
110-170 |
|
0.618 |
110-109 |
|
HIGH |
110-010 |
|
0.618 |
109-269 |
|
0.500 |
109-250 |
|
0.382 |
109-231 |
|
LOW |
109-170 |
|
0.618 |
109-071 |
|
1.000 |
109-010 |
|
1.618 |
108-231 |
|
2.618 |
108-071 |
|
4.250 |
107-130 |
|
|
| Fisher Pivots for day following 20-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-250 |
109-300 |
| PP |
109-238 |
109-271 |
| S1 |
109-225 |
109-242 |
|