ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 15-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2023 |
15-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
107-290 |
107-150 |
-0-140 |
-0.4% |
109-020 |
| High |
108-130 |
107-200 |
-0-250 |
-0.7% |
109-020 |
| Low |
107-102 |
107-050 |
-0-052 |
-0.2% |
107-272 |
| Close |
107-150 |
107-102 |
-0-048 |
-0.1% |
107-290 |
| Range |
1-028 |
0-150 |
-0-198 |
-56.8% |
1-068 |
| ATR |
0-177 |
0-175 |
-0-002 |
-1.1% |
0-000 |
| Volume |
1,764,415 |
1,365,183 |
-399,232 |
-22.6% |
5,783,615 |
|
| Daily Pivots for day following 15-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-248 |
108-165 |
107-185 |
|
| R3 |
108-098 |
108-015 |
107-144 |
|
| R2 |
107-268 |
107-268 |
107-130 |
|
| R1 |
107-185 |
107-185 |
107-116 |
107-151 |
| PP |
107-118 |
107-118 |
107-118 |
107-101 |
| S1 |
107-035 |
107-035 |
107-089 |
107-001 |
| S2 |
106-288 |
106-288 |
107-075 |
|
| S3 |
106-138 |
106-205 |
107-061 |
|
| S4 |
105-308 |
106-055 |
107-020 |
|
|
| 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 |
108-190 |
107-050 |
1-140 |
1.3% |
0-170 |
0.5% |
11% |
False |
True |
1,185,539 |
| 10 |
110-085 |
107-050 |
3-035 |
2.9% |
0-184 |
0.5% |
5% |
False |
True |
1,283,288 |
| 20 |
110-155 |
107-050 |
3-105 |
3.1% |
0-165 |
0.5% |
5% |
False |
True |
1,118,177 |
| 40 |
110-155 |
107-050 |
3-105 |
3.1% |
0-167 |
0.5% |
5% |
False |
True |
992,948 |
| 60 |
110-155 |
107-050 |
3-105 |
3.1% |
0-173 |
0.5% |
5% |
False |
True |
1,024,258 |
| 80 |
110-155 |
105-215 |
4-260 |
4.5% |
0-182 |
0.5% |
34% |
False |
False |
771,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-198 |
|
2.618 |
108-273 |
|
1.618 |
108-123 |
|
1.000 |
108-030 |
|
0.618 |
107-293 |
|
HIGH |
107-200 |
|
0.618 |
107-143 |
|
0.500 |
107-125 |
|
0.382 |
107-107 |
|
LOW |
107-050 |
|
0.618 |
106-277 |
|
1.000 |
106-220 |
|
1.618 |
106-127 |
|
2.618 |
105-297 |
|
4.250 |
105-052 |
|
|
| Fisher Pivots for day following 15-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-125 |
107-250 |
| PP |
107-118 |
107-201 |
| S1 |
107-110 |
107-152 |
|