ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 25-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2023 |
25-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
109-130 |
109-198 |
0-068 |
0.2% |
109-138 |
High |
109-200 |
109-270 |
0-070 |
0.2% |
110-155 |
Low |
109-072 |
109-158 |
0-085 |
0.2% |
109-062 |
Close |
109-178 |
109-212 |
0-035 |
0.1% |
109-212 |
Range |
0-128 |
0-112 |
-0-015 |
-11.8% |
1-092 |
ATR |
0-179 |
0-175 |
-0-005 |
-2.7% |
0-000 |
Volume |
767,241 |
884,202 |
116,961 |
15.2% |
4,272,800 |
|
Daily Pivots for day following 25-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-231 |
110-174 |
109-274 |
|
R3 |
110-118 |
110-062 |
109-243 |
|
R2 |
110-006 |
110-006 |
109-233 |
|
R1 |
109-269 |
109-269 |
109-223 |
109-298 |
PP |
109-213 |
109-213 |
109-213 |
109-228 |
S1 |
109-157 |
109-157 |
109-202 |
109-185 |
S2 |
109-101 |
109-101 |
109-192 |
|
S3 |
108-308 |
109-044 |
109-182 |
|
S4 |
108-196 |
108-252 |
109-151 |
|
|
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% |
0-144 |
0.4% |
35% |
False |
False |
865,527 |
10 |
110-155 |
108-270 |
1-205 |
1.5% |
0-178 |
0.5% |
50% |
False |
False |
1,001,399 |
20 |
110-155 |
107-210 |
2-265 |
2.6% |
0-171 |
0.5% |
71% |
False |
False |
940,961 |
40 |
110-155 |
107-210 |
2-265 |
2.6% |
0-177 |
0.5% |
71% |
False |
False |
936,829 |
60 |
110-155 |
105-272 |
4-202 |
4.2% |
0-180 |
0.5% |
82% |
False |
False |
728,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-108 |
2.618 |
110-245 |
1.618 |
110-132 |
1.000 |
110-062 |
0.618 |
110-020 |
HIGH |
109-270 |
0.618 |
109-227 |
0.500 |
109-214 |
0.382 |
109-200 |
LOW |
109-158 |
0.618 |
109-088 |
1.000 |
109-045 |
1.618 |
108-295 |
2.618 |
108-183 |
4.250 |
107-319 |
|
|
Fisher Pivots for day following 25-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
109-214 |
109-199 |
PP |
109-213 |
109-185 |
S1 |
109-213 |
109-171 |
|