ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 28-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2023 |
28-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
106-152 |
106-230 |
0-078 |
0.2% |
107-108 |
| High |
106-240 |
106-232 |
-0-008 |
0.0% |
107-112 |
| Low |
106-105 |
106-138 |
0-032 |
0.1% |
106-102 |
| Close |
106-210 |
106-215 |
0-005 |
0.0% |
106-160 |
| Range |
0-135 |
0-095 |
-0-040 |
-29.6% |
1-010 |
| ATR |
0-170 |
0-164 |
-0-005 |
-3.1% |
0-000 |
| Volume |
563,904 |
70,861 |
-493,043 |
-87.4% |
10,891,353 |
|
| Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-160 |
107-122 |
106-267 |
|
| R3 |
107-065 |
107-028 |
106-241 |
|
| R2 |
106-290 |
106-290 |
106-232 |
|
| R1 |
106-252 |
106-252 |
106-224 |
106-224 |
| PP |
106-195 |
106-195 |
106-195 |
106-181 |
| S1 |
106-158 |
106-158 |
106-206 |
106-129 |
| S2 |
106-100 |
106-100 |
106-198 |
|
| S3 |
106-005 |
106-062 |
106-189 |
|
| S4 |
105-230 |
105-288 |
106-163 |
|
|
| 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 |
107-008 |
106-102 |
0-225 |
0.7% |
0-138 |
0.4% |
50% |
False |
False |
1,845,570 |
| 10 |
108-130 |
106-102 |
2-028 |
2.0% |
0-172 |
0.5% |
17% |
False |
False |
1,728,145 |
| 20 |
110-085 |
106-102 |
3-302 |
3.7% |
0-173 |
0.5% |
9% |
False |
False |
1,486,456 |
| 40 |
110-155 |
106-102 |
4-052 |
3.9% |
0-172 |
0.5% |
8% |
False |
False |
1,236,258 |
| 60 |
110-155 |
106-102 |
4-052 |
3.9% |
0-171 |
0.5% |
8% |
False |
False |
1,088,155 |
| 80 |
110-155 |
105-272 |
4-202 |
4.3% |
0-175 |
0.5% |
18% |
False |
False |
948,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-316 |
|
2.618 |
107-161 |
|
1.618 |
107-066 |
|
1.000 |
107-008 |
|
0.618 |
106-291 |
|
HIGH |
106-232 |
|
0.618 |
106-196 |
|
0.500 |
106-185 |
|
0.382 |
106-174 |
|
LOW |
106-138 |
|
0.618 |
106-079 |
|
1.000 |
106-042 |
|
1.618 |
105-304 |
|
2.618 |
105-209 |
|
4.250 |
105-054 |
|
|
| Fisher Pivots for day following 28-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-205 |
106-215 |
| PP |
106-195 |
106-214 |
| S1 |
106-185 |
106-214 |
|