ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 31-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2023 |
31-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
109-108 |
109-038 |
-0-070 |
-0.2% |
109-218 |
High |
109-128 |
109-150 |
0-022 |
0.1% |
109-270 |
Low |
108-315 |
109-020 |
0-025 |
0.1% |
109-058 |
Close |
109-010 |
109-078 |
0-068 |
0.2% |
109-100 |
Range |
0-132 |
0-130 |
-0-002 |
-1.9% |
0-212 |
ATR |
0-163 |
0-161 |
-0-002 |
-1.0% |
0-000 |
Volume |
836,055 |
1,323,576 |
487,521 |
58.3% |
3,981,485 |
|
Daily Pivots for day following 31-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-152 |
110-085 |
109-149 |
|
R3 |
110-022 |
109-275 |
109-113 |
|
R2 |
109-212 |
109-212 |
109-101 |
|
R1 |
109-145 |
109-145 |
109-089 |
109-179 |
PP |
109-082 |
109-082 |
109-082 |
109-099 |
S1 |
109-015 |
109-015 |
109-066 |
109-049 |
S2 |
108-272 |
108-272 |
109-054 |
|
S3 |
108-142 |
108-205 |
109-042 |
|
S4 |
108-012 |
108-075 |
109-006 |
|
|
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% |
30% |
False |
False |
933,283 |
10 |
110-155 |
108-315 |
1-160 |
1.4% |
0-149 |
0.4% |
17% |
False |
False |
944,867 |
20 |
110-155 |
107-262 |
2-212 |
2.4% |
0-171 |
0.5% |
53% |
False |
False |
1,011,570 |
40 |
110-155 |
107-210 |
2-265 |
2.6% |
0-168 |
0.5% |
56% |
False |
False |
890,091 |
60 |
110-155 |
105-272 |
4-202 |
4.2% |
0-174 |
0.5% |
73% |
False |
False |
791,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-062 |
2.618 |
110-170 |
1.618 |
110-040 |
1.000 |
109-280 |
0.618 |
109-230 |
HIGH |
109-150 |
0.618 |
109-100 |
0.500 |
109-085 |
0.382 |
109-070 |
LOW |
109-020 |
0.618 |
108-260 |
1.000 |
108-210 |
1.618 |
108-130 |
2.618 |
108-000 |
4.250 |
107-108 |
|
|
Fisher Pivots for day following 31-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
109-085 |
109-076 |
PP |
109-082 |
109-074 |
S1 |
109-080 |
109-072 |
|