ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 08-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2023 |
08-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
108-110 |
108-092 |
-0-018 |
-0.1% |
109-108 |
| High |
108-235 |
108-172 |
-0-062 |
-0.2% |
110-085 |
| Low |
108-078 |
108-080 |
0-002 |
0.0% |
108-315 |
| Close |
108-085 |
108-122 |
0-038 |
0.1% |
109-028 |
| Range |
0-158 |
0-092 |
-0-065 |
-41.3% |
1-090 |
| ATR |
0-183 |
0-177 |
-0-006 |
-3.5% |
0-000 |
| Volume |
1,428,709 |
921,552 |
-507,157 |
-35.5% |
6,630,723 |
|
| Daily Pivots for day following 08-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-082 |
109-035 |
108-173 |
|
| R3 |
108-310 |
108-262 |
108-148 |
|
| R2 |
108-218 |
108-218 |
108-139 |
|
| R1 |
108-170 |
108-170 |
108-131 |
108-194 |
| PP |
108-125 |
108-125 |
108-125 |
108-137 |
| S1 |
108-078 |
108-078 |
108-114 |
108-101 |
| S2 |
108-032 |
108-032 |
108-106 |
|
| S3 |
107-260 |
107-305 |
108-097 |
|
| S4 |
107-168 |
107-212 |
108-072 |
|
|
| 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% |
0-198 |
0.6% |
7% |
False |
False |
1,381,037 |
| 10 |
110-085 |
108-075 |
2-010 |
1.9% |
0-173 |
0.5% |
7% |
False |
False |
1,210,822 |
| 20 |
110-155 |
108-075 |
2-080 |
2.1% |
0-175 |
0.5% |
7% |
False |
False |
1,106,111 |
| 40 |
110-155 |
107-210 |
2-265 |
2.6% |
0-170 |
0.5% |
26% |
False |
False |
965,709 |
| 60 |
110-155 |
107-210 |
2-265 |
2.6% |
0-172 |
0.5% |
26% |
False |
False |
928,654 |
| 80 |
110-155 |
105-215 |
4-260 |
4.4% |
0-180 |
0.5% |
56% |
False |
False |
697,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-246 |
|
2.618 |
109-095 |
|
1.618 |
109-002 |
|
1.000 |
108-265 |
|
0.618 |
108-230 |
|
HIGH |
108-172 |
|
0.618 |
108-137 |
|
0.500 |
108-126 |
|
0.382 |
108-115 |
|
LOW |
108-080 |
|
0.618 |
108-023 |
|
1.000 |
107-308 |
|
1.618 |
107-250 |
|
2.618 |
107-158 |
|
4.250 |
107-007 |
|
|
| Fisher Pivots for day following 08-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-126 |
108-208 |
| PP |
108-125 |
108-179 |
| S1 |
108-124 |
108-151 |
|