ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 03-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2023 |
03-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
109-252 |
109-288 |
0-035 |
0.1% |
109-108 |
High |
110-085 |
110-005 |
-0-080 |
-0.2% |
110-085 |
Low |
109-245 |
109-012 |
-0-232 |
-0.7% |
108-315 |
Close |
109-305 |
109-028 |
-0-278 |
-0.8% |
109-028 |
Range |
0-160 |
0-312 |
0-152 |
95.3% |
1-090 |
ATR |
0-168 |
0-178 |
0-010 |
6.2% |
0-000 |
Volume |
1,337,547 |
1,712,715 |
375,168 |
28.0% |
6,630,723 |
|
Daily Pivots for day following 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-099 |
111-216 |
109-199 |
|
R3 |
111-107 |
110-223 |
109-113 |
|
R2 |
110-114 |
110-114 |
109-085 |
|
R1 |
109-231 |
109-231 |
109-056 |
109-176 |
PP |
109-122 |
109-122 |
109-122 |
109-094 |
S1 |
108-238 |
108-238 |
108-319 |
108-184 |
S2 |
108-129 |
108-129 |
108-290 |
|
S3 |
107-137 |
107-246 |
108-262 |
|
S4 |
106-144 |
106-253 |
108-176 |
|
|
Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-092 |
112-150 |
109-253 |
|
R3 |
112-002 |
111-060 |
109-140 |
|
R2 |
110-232 |
110-232 |
109-103 |
|
R1 |
109-290 |
109-290 |
109-065 |
109-216 |
PP |
109-142 |
109-142 |
109-142 |
109-106 |
S1 |
108-200 |
108-200 |
108-310 |
108-126 |
S2 |
108-052 |
108-052 |
108-272 |
|
S3 |
106-282 |
107-110 |
108-235 |
|
S4 |
105-192 |
106-020 |
108-122 |
|
|
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% |
0-199 |
0.6% |
8% |
False |
False |
1,326,144 |
10 |
110-085 |
108-315 |
1-090 |
1.2% |
0-159 |
0.5% |
8% |
False |
False |
1,061,220 |
20 |
110-155 |
107-278 |
2-198 |
2.4% |
0-184 |
0.5% |
47% |
False |
False |
1,088,679 |
40 |
110-155 |
107-210 |
2-265 |
2.6% |
0-171 |
0.5% |
51% |
False |
False |
926,402 |
60 |
110-155 |
106-012 |
4-142 |
4.1% |
0-178 |
0.5% |
69% |
False |
False |
865,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-053 |
2.618 |
112-183 |
1.618 |
111-191 |
1.000 |
110-318 |
0.618 |
110-198 |
HIGH |
110-005 |
0.618 |
109-206 |
0.500 |
109-169 |
0.382 |
109-132 |
LOW |
109-012 |
0.618 |
108-139 |
1.000 |
108-020 |
1.618 |
107-147 |
2.618 |
106-154 |
4.250 |
104-284 |
|
|
Fisher Pivots for day following 03-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
109-169 |
109-209 |
PP |
109-122 |
109-148 |
S1 |
109-075 |
109-088 |
|