ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 03-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2022 |
03-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
112-160 |
112-180 |
0-020 |
0.1% |
113-060 |
| High |
112-165 |
113-035 |
0-190 |
0.5% |
113-065 |
| Low |
111-280 |
112-125 |
0-165 |
0.5% |
111-280 |
| Close |
112-095 |
112-205 |
0-110 |
0.3% |
112-095 |
| Range |
0-205 |
0-230 |
0-025 |
12.2% |
1-105 |
| ATR |
0-250 |
0-251 |
0-001 |
0.3% |
0-000 |
| Volume |
1,314,511 |
1,471,344 |
156,833 |
11.9% |
3,577,046 |
|
| Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-278 |
114-152 |
113-012 |
|
| R3 |
114-048 |
113-242 |
112-268 |
|
| R2 |
113-138 |
113-138 |
112-247 |
|
| R1 |
113-012 |
113-012 |
112-226 |
113-075 |
| PP |
112-228 |
112-228 |
112-228 |
112-260 |
| S1 |
112-102 |
112-102 |
112-184 |
112-165 |
| S2 |
111-318 |
111-318 |
112-163 |
|
| S3 |
111-088 |
111-192 |
112-142 |
|
| S4 |
110-178 |
110-282 |
112-078 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-142 |
115-223 |
113-009 |
|
| R3 |
115-037 |
114-118 |
112-212 |
|
| R2 |
113-252 |
113-252 |
112-173 |
|
| R1 |
113-013 |
113-013 |
112-134 |
112-240 |
| PP |
112-147 |
112-147 |
112-147 |
112-100 |
| S1 |
111-228 |
111-228 |
112-056 |
111-135 |
| S2 |
111-042 |
111-042 |
112-017 |
|
| S3 |
109-257 |
110-123 |
111-298 |
|
| S4 |
108-152 |
109-018 |
111-181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-065 |
111-280 |
1-105 |
1.2% |
0-206 |
0.6% |
58% |
False |
False |
1,009,678 |
| 10 |
114-230 |
111-280 |
2-270 |
2.5% |
0-209 |
0.6% |
27% |
False |
False |
979,238 |
| 20 |
115-115 |
111-280 |
3-155 |
3.1% |
0-240 |
0.7% |
22% |
False |
False |
1,137,661 |
| 40 |
115-115 |
109-225 |
5-210 |
5.0% |
0-262 |
0.7% |
52% |
False |
False |
984,392 |
| 60 |
115-115 |
109-055 |
6-060 |
5.5% |
0-280 |
0.8% |
56% |
False |
False |
657,184 |
| 80 |
116-280 |
109-055 |
7-225 |
6.8% |
0-288 |
0.8% |
45% |
False |
False |
492,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-052 |
|
2.618 |
114-317 |
|
1.618 |
114-087 |
|
1.000 |
113-265 |
|
0.618 |
113-177 |
|
HIGH |
113-035 |
|
0.618 |
112-267 |
|
0.500 |
112-240 |
|
0.382 |
112-213 |
|
LOW |
112-125 |
|
0.618 |
111-303 |
|
1.000 |
111-215 |
|
1.618 |
111-073 |
|
2.618 |
110-163 |
|
4.250 |
109-108 |
|
|
| Fisher Pivots for day following 03-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-240 |
112-189 |
| PP |
112-228 |
112-173 |
| S1 |
112-217 |
112-158 |
|