ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 24-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2023 |
24-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
106-265 |
106-290 |
0-025 |
0.1% |
107-108 |
| High |
107-002 |
107-005 |
0-002 |
0.0% |
107-112 |
| Low |
106-188 |
106-102 |
-0-085 |
-0.2% |
106-102 |
| Close |
106-302 |
106-160 |
-0-142 |
-0.4% |
106-160 |
| Range |
0-135 |
0-222 |
0-088 |
64.8% |
1-010 |
| ATR |
0-168 |
0-172 |
0-004 |
2.3% |
0-000 |
| Volume |
3,262,508 |
1,989,117 |
-1,273,391 |
-39.0% |
10,891,353 |
|
| Daily Pivots for day following 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-223 |
108-094 |
106-282 |
|
| R3 |
108-001 |
107-192 |
106-221 |
|
| R2 |
107-098 |
107-098 |
106-201 |
|
| R1 |
106-289 |
106-289 |
106-180 |
106-242 |
| PP |
106-196 |
106-196 |
106-196 |
106-172 |
| S1 |
106-067 |
106-067 |
106-140 |
106-020 |
| S2 |
105-293 |
105-293 |
106-119 |
|
| S3 |
105-071 |
105-164 |
106-099 |
|
| S4 |
104-168 |
104-262 |
106-038 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-262 |
109-061 |
107-022 |
|
| R3 |
108-252 |
108-051 |
106-251 |
|
| R2 |
107-242 |
107-242 |
106-220 |
|
| R1 |
107-041 |
107-041 |
106-190 |
106-296 |
| PP |
106-232 |
106-232 |
106-232 |
106-199 |
| S1 |
106-031 |
106-031 |
106-130 |
105-286 |
| S2 |
105-222 |
105-222 |
106-100 |
|
| S3 |
104-212 |
105-021 |
106-069 |
|
| S4 |
103-202 |
104-011 |
105-298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-128 |
106-102 |
1-025 |
1.0% |
0-169 |
0.5% |
17% |
False |
True |
2,399,197 |
| 10 |
108-130 |
106-102 |
2-028 |
2.0% |
0-167 |
0.5% |
9% |
False |
True |
1,850,480 |
| 20 |
110-085 |
106-102 |
3-302 |
3.7% |
0-172 |
0.5% |
5% |
False |
True |
1,532,723 |
| 40 |
110-155 |
106-102 |
4-052 |
3.9% |
0-170 |
0.5% |
4% |
False |
True |
1,247,879 |
| 60 |
110-155 |
106-102 |
4-052 |
3.9% |
0-176 |
0.5% |
4% |
False |
True |
1,124,788 |
| 80 |
110-155 |
105-272 |
4-202 |
4.4% |
0-176 |
0.5% |
14% |
False |
False |
940,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-311 |
|
2.618 |
108-268 |
|
1.618 |
108-045 |
|
1.000 |
107-228 |
|
0.618 |
107-143 |
|
HIGH |
107-005 |
|
0.618 |
106-240 |
|
0.500 |
106-214 |
|
0.382 |
106-187 |
|
LOW |
106-102 |
|
0.618 |
105-285 |
|
1.000 |
105-200 |
|
1.618 |
105-062 |
|
2.618 |
104-160 |
|
4.250 |
103-117 |
|
|
| Fisher Pivots for day following 24-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-214 |
106-215 |
| PP |
106-196 |
106-197 |
| S1 |
106-178 |
106-178 |
|