ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 27-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2023 |
27-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
109-228 |
109-135 |
-0-092 |
-0.3% |
109-218 |
High |
109-238 |
109-150 |
-0-088 |
-0.2% |
109-270 |
Low |
109-112 |
109-058 |
-0-055 |
-0.2% |
109-058 |
Close |
109-148 |
109-100 |
-0-048 |
-0.1% |
109-100 |
Range |
0-125 |
0-092 |
-0-032 |
-26.0% |
0-212 |
ATR |
0-171 |
0-165 |
-0-006 |
-3.3% |
0-000 |
Volume |
898,546 |
724,036 |
-174,510 |
-19.4% |
3,981,485 |
|
Daily Pivots for day following 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-060 |
110-012 |
109-151 |
|
R3 |
109-288 |
109-240 |
109-125 |
|
R2 |
109-195 |
109-195 |
109-117 |
|
R1 |
109-148 |
109-148 |
109-108 |
109-125 |
PP |
109-102 |
109-102 |
109-102 |
109-091 |
S1 |
109-055 |
109-055 |
109-092 |
109-032 |
S2 |
109-010 |
109-010 |
109-083 |
|
S3 |
108-238 |
108-282 |
109-075 |
|
S4 |
108-145 |
108-190 |
109-049 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-140 |
111-012 |
109-217 |
|
R3 |
110-248 |
110-120 |
109-158 |
|
R2 |
110-035 |
110-035 |
109-139 |
|
R1 |
109-228 |
109-228 |
109-119 |
109-185 |
PP |
109-142 |
109-142 |
109-142 |
109-121 |
S1 |
109-015 |
109-015 |
109-081 |
108-292 |
S2 |
108-250 |
108-250 |
109-061 |
|
S3 |
108-038 |
108-122 |
109-042 |
|
S4 |
107-145 |
107-230 |
108-303 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
109-270 |
109-058 |
0-212 |
0.6% |
0-119 |
0.3% |
20% |
False |
True |
796,297 |
10 |
110-155 |
109-058 |
1-098 |
1.2% |
0-154 |
0.4% |
10% |
False |
True |
917,934 |
20 |
110-155 |
107-210 |
2-265 |
2.6% |
0-168 |
0.5% |
59% |
False |
False |
970,543 |
40 |
110-155 |
107-210 |
2-265 |
2.6% |
0-176 |
0.5% |
59% |
False |
False |
914,568 |
60 |
110-155 |
105-272 |
4-202 |
4.2% |
0-178 |
0.5% |
75% |
False |
False |
755,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-223 |
2.618 |
110-072 |
1.618 |
109-300 |
1.000 |
109-242 |
0.618 |
109-207 |
HIGH |
109-150 |
0.618 |
109-115 |
0.500 |
109-104 |
0.382 |
109-093 |
LOW |
109-058 |
0.618 |
109-000 |
1.000 |
108-285 |
1.618 |
108-228 |
2.618 |
108-135 |
4.250 |
107-304 |
|
|
Fisher Pivots for day following 27-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
109-104 |
109-164 |
PP |
109-102 |
109-142 |
S1 |
109-101 |
109-121 |
|