ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 16-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2023 |
16-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
107-150 |
107-092 |
-0-058 |
-0.2% |
109-020 |
High |
107-200 |
107-178 |
-0-022 |
-0.1% |
109-020 |
Low |
107-050 |
107-028 |
-0-022 |
-0.1% |
107-272 |
Close |
107-102 |
107-092 |
-0-010 |
0.0% |
107-290 |
Range |
0-150 |
0-150 |
0-000 |
0.0% |
1-068 |
ATR |
0-175 |
0-174 |
-0-002 |
-1.0% |
0-000 |
Volume |
1,365,183 |
1,521,098 |
155,915 |
11.4% |
5,783,615 |
|
Daily Pivots for day following 16-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108-229 |
108-151 |
107-175 |
|
R3 |
108-079 |
108-001 |
107-134 |
|
R2 |
107-249 |
107-249 |
107-120 |
|
R1 |
107-171 |
107-171 |
107-106 |
107-168 |
PP |
107-099 |
107-099 |
107-099 |
107-098 |
S1 |
107-021 |
107-021 |
107-079 |
107-018 |
S2 |
106-269 |
106-269 |
107-065 |
|
S3 |
106-119 |
106-191 |
107-051 |
|
S4 |
105-289 |
106-041 |
107-010 |
|
|
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 |
108-130 |
107-028 |
1-102 |
1.2% |
0-165 |
0.5% |
15% |
False |
True |
1,301,763 |
10 |
110-005 |
107-028 |
2-298 |
2.7% |
0-183 |
0.5% |
7% |
False |
True |
1,301,643 |
20 |
110-085 |
107-028 |
3-058 |
3.0% |
0-163 |
0.5% |
6% |
False |
True |
1,138,559 |
40 |
110-155 |
107-028 |
3-128 |
3.2% |
0-167 |
0.5% |
6% |
False |
True |
1,018,580 |
60 |
110-155 |
107-028 |
3-128 |
3.2% |
0-174 |
0.5% |
6% |
False |
True |
1,046,833 |
80 |
110-155 |
105-272 |
4-202 |
4.3% |
0-180 |
0.5% |
31% |
False |
False |
790,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109-175 |
2.618 |
108-250 |
1.618 |
108-100 |
1.000 |
108-008 |
0.618 |
107-270 |
HIGH |
107-178 |
0.618 |
107-120 |
0.500 |
107-102 |
0.382 |
107-085 |
LOW |
107-028 |
0.618 |
106-255 |
1.000 |
106-198 |
1.618 |
106-105 |
2.618 |
105-275 |
4.250 |
105-030 |
|
|
Fisher Pivots for day following 16-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
107-102 |
107-239 |
PP |
107-099 |
107-190 |
S1 |
107-096 |
107-141 |
|