ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 06-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2023 |
06-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
109-288 |
109-020 |
-0-268 |
-0.8% |
109-108 |
| High |
110-005 |
109-020 |
-0-305 |
-0.9% |
110-085 |
| Low |
109-012 |
108-075 |
-0-258 |
-0.7% |
108-315 |
| Close |
109-028 |
108-125 |
-0-222 |
-0.6% |
109-028 |
| Range |
0-312 |
0-265 |
-0-048 |
-15.2% |
1-090 |
| ATR |
0-178 |
0-185 |
0-007 |
3.8% |
0-000 |
| Volume |
1,712,715 |
1,504,662 |
-208,053 |
-12.1% |
6,630,723 |
|
| Daily Pivots for day following 06-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-015 |
110-175 |
108-271 |
|
| R3 |
110-070 |
109-230 |
108-198 |
|
| R2 |
109-125 |
109-125 |
108-174 |
|
| R1 |
108-285 |
108-285 |
108-149 |
108-232 |
| PP |
108-180 |
108-180 |
108-180 |
108-154 |
| S1 |
108-020 |
108-020 |
108-101 |
107-288 |
| S2 |
107-235 |
107-235 |
108-076 |
|
| S3 |
106-290 |
107-075 |
108-052 |
|
| S4 |
106-025 |
106-130 |
107-299 |
|
|
| 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 |
108-075 |
2-010 |
1.9% |
0-226 |
0.7% |
8% |
False |
True |
1,459,866 |
| 10 |
110-085 |
108-075 |
2-010 |
1.9% |
0-172 |
0.5% |
8% |
False |
True |
1,140,941 |
| 20 |
110-155 |
108-075 |
2-080 |
2.1% |
0-178 |
0.5% |
7% |
False |
True |
1,084,512 |
| 40 |
110-155 |
107-210 |
2-265 |
2.6% |
0-172 |
0.5% |
26% |
False |
False |
942,594 |
| 60 |
110-155 |
106-125 |
4-030 |
3.8% |
0-180 |
0.5% |
49% |
False |
False |
890,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-186 |
|
2.618 |
111-074 |
|
1.618 |
110-129 |
|
1.000 |
109-285 |
|
0.618 |
109-184 |
|
HIGH |
109-020 |
|
0.618 |
108-239 |
|
0.500 |
108-208 |
|
0.382 |
108-176 |
|
LOW |
108-075 |
|
0.618 |
107-231 |
|
1.000 |
107-130 |
|
1.618 |
106-286 |
|
2.618 |
106-021 |
|
4.250 |
104-229 |
|
|
| Fisher Pivots for day following 06-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-208 |
109-080 |
| PP |
108-180 |
108-308 |
| S1 |
108-152 |
108-217 |
|