ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 02-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2023 |
02-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
109-110 |
109-252 |
0-142 |
0.4% |
109-218 |
| High |
109-310 |
110-085 |
0-095 |
0.3% |
109-270 |
| Low |
109-050 |
109-245 |
0-195 |
0.6% |
109-058 |
| Close |
109-280 |
109-305 |
0-025 |
0.1% |
109-100 |
| Range |
0-260 |
0-160 |
-0-100 |
-38.5% |
0-212 |
| ATR |
0-168 |
0-168 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,420,830 |
1,337,547 |
-83,283 |
-5.9% |
3,981,485 |
|
| Daily Pivots for day following 02-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-158 |
111-072 |
110-073 |
|
| R3 |
110-318 |
110-232 |
110-029 |
|
| R2 |
110-158 |
110-158 |
110-014 |
|
| R1 |
110-072 |
110-072 |
110-000 |
110-115 |
| PP |
109-318 |
109-318 |
109-318 |
110-020 |
| S1 |
109-232 |
109-232 |
109-290 |
109-275 |
| S2 |
109-158 |
109-158 |
109-276 |
|
| S3 |
108-318 |
109-072 |
109-261 |
|
| S4 |
108-158 |
108-232 |
109-217 |
|
|
| 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 |
110-085 |
108-315 |
1-090 |
1.2% |
0-155 |
0.4% |
76% |
True |
False |
1,128,408 |
| 10 |
110-085 |
108-315 |
1-090 |
1.2% |
0-144 |
0.4% |
76% |
True |
False |
975,475 |
| 20 |
110-155 |
107-262 |
2-212 |
2.4% |
0-178 |
0.5% |
80% |
False |
False |
1,052,814 |
| 40 |
110-155 |
107-210 |
2-265 |
2.6% |
0-166 |
0.5% |
81% |
False |
False |
901,979 |
| 60 |
110-155 |
106-012 |
4-142 |
4.0% |
0-175 |
0.5% |
88% |
False |
False |
836,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-125 |
|
2.618 |
111-184 |
|
1.618 |
111-024 |
|
1.000 |
110-245 |
|
0.618 |
110-184 |
|
HIGH |
110-085 |
|
0.618 |
110-024 |
|
0.500 |
110-005 |
|
0.382 |
109-306 |
|
LOW |
109-245 |
|
0.618 |
109-146 |
|
1.000 |
109-085 |
|
1.618 |
108-306 |
|
2.618 |
108-146 |
|
4.250 |
107-205 |
|
|
| Fisher Pivots for day following 02-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-005 |
109-274 |
| PP |
109-318 |
109-243 |
| S1 |
109-312 |
109-212 |
|