ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 01-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2023 |
01-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
109-038 |
109-110 |
0-072 |
0.2% |
109-218 |
| High |
109-150 |
109-310 |
0-160 |
0.5% |
109-270 |
| Low |
109-020 |
109-050 |
0-030 |
0.1% |
109-058 |
| Close |
109-078 |
109-280 |
0-202 |
0.6% |
109-100 |
| Range |
0-130 |
0-260 |
0-130 |
100.0% |
0-212 |
| ATR |
0-161 |
0-168 |
0-007 |
4.4% |
0-000 |
| Volume |
1,323,576 |
1,420,830 |
97,254 |
7.3% |
3,981,485 |
|
| Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-033 |
111-257 |
110-103 |
|
| R3 |
111-093 |
110-317 |
110-032 |
|
| R2 |
110-153 |
110-153 |
110-008 |
|
| R1 |
110-057 |
110-057 |
109-304 |
110-105 |
| PP |
109-213 |
109-213 |
109-213 |
109-238 |
| S1 |
109-117 |
109-117 |
109-256 |
109-165 |
| S2 |
108-273 |
108-273 |
109-232 |
|
| S3 |
108-013 |
108-177 |
109-208 |
|
| S4 |
107-073 |
107-237 |
109-137 |
|
|
| 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 |
109-310 |
108-315 |
0-315 |
0.9% |
0-148 |
0.4% |
90% |
True |
False |
1,040,608 |
| 10 |
110-155 |
108-315 |
1-160 |
1.4% |
0-146 |
0.4% |
59% |
False |
False |
953,067 |
| 20 |
110-155 |
107-262 |
2-212 |
2.4% |
0-177 |
0.5% |
77% |
False |
False |
1,036,894 |
| 40 |
110-155 |
107-210 |
2-265 |
2.6% |
0-167 |
0.5% |
78% |
False |
False |
890,841 |
| 60 |
110-155 |
105-272 |
4-202 |
4.2% |
0-176 |
0.5% |
87% |
False |
False |
814,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-135 |
|
2.618 |
112-031 |
|
1.618 |
111-091 |
|
1.000 |
110-250 |
|
0.618 |
110-151 |
|
HIGH |
109-310 |
|
0.618 |
109-211 |
|
0.500 |
109-180 |
|
0.382 |
109-149 |
|
LOW |
109-050 |
|
0.618 |
108-209 |
|
1.000 |
108-110 |
|
1.618 |
107-269 |
|
2.618 |
107-009 |
|
4.250 |
105-225 |
|
|
| Fisher Pivots for day following 01-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-247 |
109-238 |
| PP |
109-213 |
109-195 |
| S1 |
109-180 |
109-152 |
|