ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 09-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2023 |
09-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
108-092 |
108-165 |
0-072 |
0.2% |
109-108 |
| High |
108-172 |
108-190 |
0-018 |
0.1% |
110-085 |
| Low |
108-080 |
108-015 |
-0-065 |
-0.2% |
108-315 |
| Close |
108-122 |
108-022 |
-0-100 |
-0.3% |
109-028 |
| Range |
0-092 |
0-175 |
0-082 |
89.2% |
1-090 |
| ATR |
0-177 |
0-176 |
0-000 |
-0.1% |
0-000 |
| Volume |
921,552 |
939,974 |
18,422 |
2.0% |
6,630,723 |
|
| Daily Pivots for day following 09-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-281 |
109-167 |
108-119 |
|
| R3 |
109-106 |
108-312 |
108-071 |
|
| R2 |
108-251 |
108-251 |
108-055 |
|
| R1 |
108-137 |
108-137 |
108-039 |
108-106 |
| PP |
108-076 |
108-076 |
108-076 |
108-061 |
| S1 |
107-282 |
107-282 |
108-006 |
107-251 |
| S2 |
107-221 |
107-221 |
107-310 |
|
| S3 |
107-046 |
107-107 |
107-294 |
|
| S4 |
106-191 |
106-252 |
107-246 |
|
|
| 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 |
110-005 |
108-015 |
1-310 |
1.8% |
0-200 |
0.6% |
1% |
False |
True |
1,301,522 |
| 10 |
110-085 |
108-015 |
2-070 |
2.1% |
0-178 |
0.5% |
1% |
False |
True |
1,214,965 |
| 20 |
110-155 |
108-015 |
2-140 |
2.3% |
0-178 |
0.5% |
1% |
False |
True |
1,109,425 |
| 40 |
110-155 |
107-210 |
2-265 |
2.6% |
0-171 |
0.5% |
15% |
False |
False |
972,048 |
| 60 |
110-155 |
107-210 |
2-265 |
2.6% |
0-174 |
0.5% |
15% |
False |
False |
944,270 |
| 80 |
110-155 |
105-215 |
4-260 |
4.5% |
0-179 |
0.5% |
50% |
False |
False |
709,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-294 |
|
2.618 |
110-008 |
|
1.618 |
109-153 |
|
1.000 |
109-045 |
|
0.618 |
108-298 |
|
HIGH |
108-190 |
|
0.618 |
108-123 |
|
0.500 |
108-102 |
|
0.382 |
108-082 |
|
LOW |
108-015 |
|
0.618 |
107-227 |
|
1.000 |
107-160 |
|
1.618 |
107-052 |
|
2.618 |
106-197 |
|
4.250 |
105-231 |
|
|
| Fisher Pivots for day following 09-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-102 |
108-125 |
| PP |
108-076 |
108-091 |
| S1 |
108-049 |
108-057 |
|