ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 23-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2023 |
23-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
110-010 |
109-218 |
-0-112 |
-0.3% |
109-138 |
| High |
110-010 |
109-250 |
-0-080 |
-0.2% |
110-155 |
| Low |
109-170 |
109-112 |
-0-058 |
-0.2% |
109-062 |
| Close |
109-212 |
109-120 |
-0-092 |
-0.3% |
109-212 |
| Range |
0-160 |
0-138 |
-0-022 |
-14.1% |
1-092 |
| ATR |
0-187 |
0-183 |
-0-004 |
-1.9% |
0-000 |
| Volume |
855,261 |
707,460 |
-147,801 |
-17.3% |
4,272,800 |
|
| Daily Pivots for day following 23-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-253 |
110-164 |
109-196 |
|
| R3 |
110-116 |
110-027 |
109-158 |
|
| R2 |
109-298 |
109-298 |
109-145 |
|
| R1 |
109-209 |
109-209 |
109-133 |
109-185 |
| PP |
109-161 |
109-161 |
109-161 |
109-149 |
| S1 |
109-072 |
109-072 |
109-107 |
109-048 |
| S2 |
109-023 |
109-023 |
109-095 |
|
| S3 |
108-206 |
108-254 |
109-082 |
|
| S4 |
108-068 |
108-117 |
109-044 |
|
|
| 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% |
0-182 |
0.5% |
14% |
False |
False |
996,052 |
| 10 |
110-155 |
108-262 |
1-212 |
1.5% |
0-184 |
0.5% |
33% |
False |
False |
1,028,083 |
| 20 |
110-155 |
107-210 |
2-265 |
2.6% |
0-170 |
0.5% |
61% |
False |
False |
908,620 |
| 40 |
110-155 |
107-210 |
2-265 |
2.6% |
0-181 |
0.5% |
61% |
False |
False |
964,883 |
| 60 |
110-155 |
105-272 |
4-202 |
4.2% |
0-183 |
0.5% |
76% |
False |
False |
700,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-194 |
|
2.618 |
110-290 |
|
1.618 |
110-152 |
|
1.000 |
110-068 |
|
0.618 |
110-015 |
|
HIGH |
109-250 |
|
0.618 |
109-197 |
|
0.500 |
109-181 |
|
0.382 |
109-165 |
|
LOW |
109-112 |
|
0.618 |
109-028 |
|
1.000 |
108-295 |
|
1.618 |
108-210 |
|
2.618 |
108-073 |
|
4.250 |
107-168 |
|
|
| Fisher Pivots for day following 23-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-181 |
109-294 |
| PP |
109-161 |
109-236 |
| S1 |
109-140 |
109-178 |
|