ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 13-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2023 |
13-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
108-058 |
107-275 |
-0-102 |
-0.3% |
109-020 |
| High |
108-065 |
107-302 |
-0-082 |
-0.2% |
109-020 |
| Low |
107-272 |
107-238 |
-0-035 |
-0.1% |
107-272 |
| Close |
107-290 |
107-272 |
-0-018 |
-0.1% |
107-290 |
| Range |
0-112 |
0-065 |
-0-048 |
-42.2% |
1-068 |
| ATR |
0-172 |
0-164 |
-0-008 |
-4.4% |
0-000 |
| Volume |
988,718 |
869,405 |
-119,313 |
-12.1% |
5,783,615 |
|
| Daily Pivots for day following 13-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-146 |
108-114 |
107-308 |
|
| R3 |
108-081 |
108-049 |
107-290 |
|
| R2 |
108-016 |
108-016 |
107-284 |
|
| R1 |
107-304 |
107-304 |
107-278 |
107-288 |
| PP |
107-271 |
107-271 |
107-271 |
107-262 |
| S1 |
107-239 |
107-239 |
107-267 |
107-222 |
| S2 |
107-206 |
107-206 |
107-261 |
|
| S3 |
107-141 |
107-174 |
107-255 |
|
| S4 |
107-076 |
107-109 |
107-237 |
|
|
| Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-290 |
111-038 |
108-183 |
|
| R3 |
110-222 |
109-290 |
108-077 |
|
| R2 |
109-155 |
109-155 |
108-041 |
|
| R1 |
108-222 |
108-222 |
108-006 |
108-155 |
| PP |
108-088 |
108-088 |
108-088 |
108-054 |
| S1 |
107-155 |
107-155 |
107-254 |
107-088 |
| S2 |
107-020 |
107-020 |
107-219 |
|
| S3 |
105-272 |
106-088 |
107-183 |
|
| S4 |
104-205 |
105-020 |
107-077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-235 |
107-238 |
0-318 |
0.9% |
0-120 |
0.3% |
11% |
False |
True |
1,029,671 |
| 10 |
110-085 |
107-238 |
2-168 |
2.3% |
0-173 |
0.5% |
4% |
False |
True |
1,244,768 |
| 20 |
110-155 |
107-238 |
2-238 |
2.5% |
0-162 |
0.5% |
4% |
False |
True |
1,076,901 |
| 40 |
110-155 |
107-210 |
2-265 |
2.6% |
0-162 |
0.5% |
7% |
False |
False |
955,800 |
| 60 |
110-155 |
107-210 |
2-265 |
2.6% |
0-172 |
0.5% |
7% |
False |
False |
973,748 |
| 80 |
110-155 |
105-215 |
4-260 |
4.5% |
0-178 |
0.5% |
45% |
False |
False |
732,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-259 |
|
2.618 |
108-153 |
|
1.618 |
108-088 |
|
1.000 |
108-048 |
|
0.618 |
108-023 |
|
HIGH |
107-302 |
|
0.618 |
107-278 |
|
0.500 |
107-270 |
|
0.382 |
107-262 |
|
LOW |
107-238 |
|
0.618 |
107-197 |
|
1.000 |
107-172 |
|
1.618 |
107-132 |
|
2.618 |
107-067 |
|
4.250 |
106-281 |
|
|
| Fisher Pivots for day following 13-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-272 |
108-054 |
| PP |
107-271 |
108-020 |
| S1 |
107-270 |
107-306 |
|