ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 26-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2023 |
26-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
109-198 |
109-228 |
0-030 |
0.1% |
109-138 |
High |
109-270 |
109-238 |
-0-032 |
-0.1% |
110-155 |
Low |
109-158 |
109-112 |
-0-045 |
-0.1% |
109-062 |
Close |
109-212 |
109-148 |
-0-065 |
-0.2% |
109-212 |
Range |
0-112 |
0-125 |
0-012 |
11.1% |
1-092 |
ATR |
0-175 |
0-171 |
-0-004 |
-2.0% |
0-000 |
Volume |
884,202 |
898,546 |
14,344 |
1.6% |
4,272,800 |
|
Daily Pivots for day following 26-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-221 |
110-149 |
109-216 |
|
R3 |
110-096 |
110-024 |
109-182 |
|
R2 |
109-291 |
109-291 |
109-170 |
|
R1 |
109-219 |
109-219 |
109-159 |
109-192 |
PP |
109-166 |
109-166 |
109-166 |
109-152 |
S1 |
109-094 |
109-094 |
109-136 |
109-068 |
S2 |
109-041 |
109-041 |
109-125 |
|
S3 |
108-236 |
108-289 |
109-113 |
|
S4 |
108-111 |
108-164 |
109-079 |
|
|
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 |
110-010 |
109-072 |
0-258 |
0.7% |
0-132 |
0.4% |
29% |
False |
False |
822,542 |
10 |
110-155 |
108-270 |
1-205 |
1.5% |
0-179 |
0.5% |
38% |
False |
False |
1,003,884 |
20 |
110-155 |
107-210 |
2-265 |
2.6% |
0-168 |
0.5% |
64% |
False |
False |
963,036 |
40 |
110-155 |
107-210 |
2-265 |
2.6% |
0-177 |
0.5% |
64% |
False |
False |
920,820 |
60 |
110-155 |
105-272 |
4-202 |
4.2% |
0-178 |
0.5% |
78% |
False |
False |
743,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-129 |
2.618 |
110-245 |
1.618 |
110-120 |
1.000 |
110-042 |
0.618 |
109-315 |
HIGH |
109-238 |
0.618 |
109-190 |
0.500 |
109-175 |
0.382 |
109-160 |
LOW |
109-112 |
0.618 |
109-035 |
1.000 |
108-308 |
1.618 |
108-230 |
2.618 |
108-105 |
4.250 |
107-221 |
|
|
Fisher Pivots for day following 26-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
109-175 |
109-171 |
PP |
109-166 |
109-163 |
S1 |
109-157 |
109-155 |
|