ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 30-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2023 |
30-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
109-135 |
109-108 |
-0-028 |
-0.1% |
109-218 |
High |
109-150 |
109-128 |
-0-022 |
-0.1% |
109-270 |
Low |
109-058 |
108-315 |
-0-062 |
-0.2% |
109-058 |
Close |
109-100 |
109-010 |
-0-090 |
-0.3% |
109-100 |
Range |
0-092 |
0-132 |
0-040 |
43.2% |
0-212 |
ATR |
0-165 |
0-163 |
-0-002 |
-1.4% |
0-000 |
Volume |
724,036 |
836,055 |
112,019 |
15.5% |
3,981,485 |
|
Daily Pivots for day following 30-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-122 |
110-038 |
109-083 |
|
R3 |
109-309 |
109-226 |
109-046 |
|
R2 |
109-177 |
109-177 |
109-034 |
|
R1 |
109-093 |
109-093 |
109-022 |
109-069 |
PP |
109-044 |
109-044 |
109-044 |
109-032 |
S1 |
108-281 |
108-281 |
108-318 |
108-256 |
S2 |
108-232 |
108-232 |
108-306 |
|
S3 |
108-099 |
108-148 |
108-294 |
|
S4 |
107-287 |
108-016 |
108-257 |
|
|
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 |
108-315 |
0-275 |
0.8% |
0-118 |
0.3% |
5% |
False |
True |
822,016 |
10 |
110-155 |
108-315 |
1-160 |
1.4% |
0-150 |
0.4% |
3% |
False |
True |
909,034 |
20 |
110-155 |
107-210 |
2-265 |
2.6% |
0-171 |
0.5% |
49% |
False |
False |
986,060 |
40 |
110-155 |
107-210 |
2-265 |
2.6% |
0-170 |
0.5% |
49% |
False |
False |
889,004 |
60 |
110-155 |
105-272 |
4-202 |
4.2% |
0-176 |
0.5% |
69% |
False |
False |
769,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-051 |
2.618 |
110-154 |
1.618 |
110-022 |
1.000 |
109-260 |
0.618 |
109-209 |
HIGH |
109-128 |
0.618 |
109-077 |
0.500 |
109-061 |
0.382 |
109-046 |
LOW |
108-315 |
0.618 |
108-233 |
1.000 |
108-182 |
1.618 |
108-101 |
2.618 |
107-288 |
4.250 |
107-072 |
|
|
Fisher Pivots for day following 30-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
109-061 |
109-116 |
PP |
109-044 |
109-081 |
S1 |
109-027 |
109-045 |
|