ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 27-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2023 |
27-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
106-290 |
106-152 |
-0-138 |
-0.4% |
107-108 |
| High |
107-005 |
106-240 |
-0-085 |
-0.2% |
107-112 |
| Low |
106-102 |
106-105 |
0-002 |
0.0% |
106-102 |
| Close |
106-160 |
106-210 |
0-050 |
0.1% |
106-160 |
| Range |
0-222 |
0-135 |
-0-088 |
-39.3% |
1-010 |
| ATR |
0-172 |
0-170 |
-0-003 |
-1.5% |
0-000 |
| Volume |
1,989,117 |
563,904 |
-1,425,213 |
-71.7% |
10,891,353 |
|
| Daily Pivots for day following 27-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-270 |
107-215 |
106-284 |
|
| R3 |
107-135 |
107-080 |
106-247 |
|
| R2 |
107-000 |
107-000 |
106-235 |
|
| R1 |
106-265 |
106-265 |
106-222 |
106-292 |
| PP |
106-185 |
106-185 |
106-185 |
106-199 |
| S1 |
106-130 |
106-130 |
106-198 |
106-158 |
| S2 |
106-050 |
106-050 |
106-185 |
|
| S3 |
105-235 |
105-315 |
106-173 |
|
| S4 |
105-100 |
105-180 |
106-136 |
|
|
| 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 |
107-112 |
106-102 |
1-010 |
1.0% |
0-160 |
0.5% |
33% |
False |
False |
2,291,051 |
| 10 |
108-130 |
106-102 |
2-028 |
2.0% |
0-169 |
0.5% |
16% |
False |
False |
1,807,999 |
| 20 |
110-085 |
106-102 |
3-302 |
3.7% |
0-174 |
0.5% |
9% |
False |
False |
1,524,716 |
| 40 |
110-155 |
106-102 |
4-052 |
3.9% |
0-171 |
0.5% |
8% |
False |
False |
1,247,629 |
| 60 |
110-155 |
106-102 |
4-052 |
3.9% |
0-176 |
0.5% |
8% |
False |
False |
1,117,951 |
| 80 |
110-155 |
105-272 |
4-202 |
4.3% |
0-177 |
0.5% |
17% |
False |
False |
947,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-174 |
|
2.618 |
107-273 |
|
1.618 |
107-138 |
|
1.000 |
107-055 |
|
0.618 |
107-003 |
|
HIGH |
106-240 |
|
0.618 |
106-188 |
|
0.500 |
106-172 |
|
0.382 |
106-157 |
|
LOW |
106-105 |
|
0.618 |
106-022 |
|
1.000 |
105-290 |
|
1.618 |
105-207 |
|
2.618 |
105-072 |
|
4.250 |
104-171 |
|
|
| Fisher Pivots for day following 27-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-198 |
106-214 |
| PP |
106-185 |
106-212 |
| S1 |
106-172 |
106-211 |
|