ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 24-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2023 |
24-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
109-218 |
109-130 |
-0-088 |
-0.2% |
109-138 |
High |
109-250 |
109-200 |
-0-050 |
-0.1% |
110-155 |
Low |
109-112 |
109-072 |
-0-040 |
-0.1% |
109-062 |
Close |
109-120 |
109-178 |
0-058 |
0.2% |
109-212 |
Range |
0-138 |
0-128 |
-0-010 |
-7.3% |
1-092 |
ATR |
0-183 |
0-179 |
-0-004 |
-2.2% |
0-000 |
Volume |
707,460 |
767,241 |
59,781 |
8.5% |
4,272,800 |
|
Daily Pivots for day following 24-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-212 |
110-162 |
109-248 |
|
R3 |
110-085 |
110-035 |
109-213 |
|
R2 |
109-278 |
109-278 |
109-201 |
|
R1 |
109-228 |
109-228 |
109-189 |
109-252 |
PP |
109-150 |
109-150 |
109-150 |
109-162 |
S1 |
109-100 |
109-100 |
109-166 |
109-125 |
S2 |
109-022 |
109-022 |
109-154 |
|
S3 |
108-215 |
108-292 |
109-142 |
|
S4 |
108-088 |
108-165 |
109-107 |
|
|
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 |
109-072 |
1-082 |
1.1% |
0-180 |
0.5% |
26% |
False |
True |
956,452 |
10 |
110-155 |
108-262 |
1-212 |
1.5% |
0-181 |
0.5% |
44% |
False |
False |
1,003,995 |
20 |
110-155 |
107-210 |
2-265 |
2.6% |
0-171 |
0.5% |
67% |
False |
False |
921,776 |
40 |
110-155 |
107-210 |
2-265 |
2.6% |
0-179 |
0.5% |
67% |
False |
False |
936,489 |
60 |
110-155 |
105-272 |
4-202 |
4.2% |
0-183 |
0.5% |
80% |
False |
False |
713,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-102 |
2.618 |
110-214 |
1.618 |
110-086 |
1.000 |
110-008 |
0.618 |
109-279 |
HIGH |
109-200 |
0.618 |
109-151 |
0.500 |
109-136 |
0.382 |
109-121 |
LOW |
109-072 |
0.618 |
108-314 |
1.000 |
108-265 |
1.618 |
108-186 |
2.618 |
108-059 |
4.250 |
107-171 |
|
|
Fisher Pivots for day following 24-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
109-164 |
109-201 |
PP |
109-150 |
109-193 |
S1 |
109-136 |
109-185 |
|