ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 07-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2023 |
07-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
109-020 |
108-110 |
-0-230 |
-0.7% |
109-108 |
| High |
109-020 |
108-235 |
-0-105 |
-0.3% |
110-085 |
| Low |
108-075 |
108-078 |
0-002 |
0.0% |
108-315 |
| Close |
108-125 |
108-085 |
-0-040 |
-0.1% |
109-028 |
| Range |
0-265 |
0-158 |
-0-108 |
-40.6% |
1-090 |
| ATR |
0-185 |
0-183 |
-0-002 |
-1.1% |
0-000 |
| Volume |
1,504,662 |
1,428,709 |
-75,953 |
-5.0% |
6,630,723 |
|
| Daily Pivots for day following 07-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-285 |
109-182 |
108-172 |
|
| R3 |
109-128 |
109-025 |
108-128 |
|
| R2 |
108-290 |
108-290 |
108-114 |
|
| R1 |
108-188 |
108-188 |
108-099 |
108-160 |
| PP |
108-132 |
108-132 |
108-132 |
108-119 |
| S1 |
108-030 |
108-030 |
108-071 |
108-002 |
| S2 |
107-295 |
107-295 |
108-056 |
|
| S3 |
107-138 |
107-192 |
108-042 |
|
| S4 |
106-300 |
107-035 |
107-318 |
|
|
| 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% |
0-231 |
0.7% |
2% |
False |
False |
1,480,892 |
| 10 |
110-085 |
108-075 |
2-010 |
1.9% |
0-175 |
0.5% |
2% |
False |
False |
1,207,087 |
| 20 |
110-155 |
108-075 |
2-080 |
2.1% |
0-178 |
0.5% |
1% |
False |
False |
1,105,541 |
| 40 |
110-155 |
107-210 |
2-265 |
2.6% |
0-172 |
0.5% |
22% |
False |
False |
959,320 |
| 60 |
110-155 |
106-210 |
3-265 |
3.5% |
0-179 |
0.5% |
42% |
False |
False |
913,811 |
| 80 |
110-155 |
105-215 |
4-260 |
4.4% |
0-184 |
0.5% |
54% |
False |
False |
686,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-264 |
|
2.618 |
110-007 |
|
1.618 |
109-170 |
|
1.000 |
109-072 |
|
0.618 |
109-012 |
|
HIGH |
108-235 |
|
0.618 |
108-175 |
|
0.500 |
108-156 |
|
0.382 |
108-138 |
|
LOW |
108-078 |
|
0.618 |
107-300 |
|
1.000 |
107-240 |
|
1.618 |
107-143 |
|
2.618 |
106-305 |
|
4.250 |
106-048 |
|
|
| Fisher Pivots for day following 07-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-156 |
109-040 |
| PP |
108-132 |
108-268 |
| S1 |
108-109 |
108-177 |
|