ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 09-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2023 |
09-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
113-005 |
114-075 |
1-070 |
1.1% |
112-180 |
| High |
114-115 |
114-235 |
0-120 |
0.3% |
114-115 |
| Low |
112-205 |
114-000 |
1-115 |
1.2% |
112-125 |
| Close |
114-070 |
114-200 |
0-130 |
0.4% |
114-070 |
| Range |
1-230 |
0-235 |
-0-315 |
-57.3% |
1-310 |
| ATR |
0-274 |
0-271 |
-0-003 |
-1.0% |
0-000 |
| Volume |
2,171,557 |
1,491,031 |
-680,526 |
-31.3% |
6,538,771 |
|
| Daily Pivots for day following 09-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-210 |
116-120 |
115-009 |
|
| R3 |
115-295 |
115-205 |
114-265 |
|
| R2 |
115-060 |
115-060 |
114-243 |
|
| R1 |
114-290 |
114-290 |
114-222 |
115-015 |
| PP |
114-145 |
114-145 |
114-145 |
114-168 |
| S1 |
114-055 |
114-055 |
114-178 |
114-100 |
| S2 |
113-230 |
113-230 |
114-157 |
|
| S3 |
112-315 |
113-140 |
114-135 |
|
| S4 |
112-080 |
112-225 |
114-071 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-180 |
118-275 |
115-096 |
|
| R3 |
117-190 |
116-285 |
114-243 |
|
| R2 |
115-200 |
115-200 |
114-186 |
|
| R1 |
114-295 |
114-295 |
114-128 |
115-088 |
| PP |
113-210 |
113-210 |
113-210 |
113-266 |
| S1 |
112-305 |
112-305 |
114-012 |
113-098 |
| S2 |
111-220 |
111-220 |
113-274 |
|
| S3 |
109-230 |
110-315 |
113-217 |
|
| S4 |
107-240 |
109-005 |
113-044 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-235 |
112-125 |
2-110 |
2.0% |
0-295 |
0.8% |
95% |
True |
False |
1,605,960 |
| 10 |
114-235 |
111-280 |
2-275 |
2.5% |
0-244 |
0.7% |
96% |
True |
False |
1,235,916 |
| 20 |
115-115 |
111-280 |
3-155 |
3.0% |
0-250 |
0.7% |
79% |
False |
False |
1,215,201 |
| 40 |
115-115 |
110-215 |
4-220 |
4.1% |
0-268 |
0.7% |
84% |
False |
False |
1,146,163 |
| 60 |
115-115 |
109-055 |
6-060 |
5.4% |
0-285 |
0.8% |
88% |
False |
False |
766,482 |
| 80 |
115-115 |
109-055 |
6-060 |
5.4% |
0-294 |
0.8% |
88% |
False |
False |
574,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-274 |
|
2.618 |
116-210 |
|
1.618 |
115-295 |
|
1.000 |
115-150 |
|
0.618 |
115-060 |
|
HIGH |
114-235 |
|
0.618 |
114-145 |
|
0.500 |
114-118 |
|
0.382 |
114-090 |
|
LOW |
114-000 |
|
0.618 |
113-175 |
|
1.000 |
113-085 |
|
1.618 |
112-260 |
|
2.618 |
112-025 |
|
4.250 |
110-281 |
|
|
| Fisher Pivots for day following 09-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-172 |
114-097 |
| PP |
114-145 |
113-313 |
| S1 |
114-118 |
113-210 |
|