ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 11-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2023 |
11-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
114-150 |
114-000 |
-0-150 |
-0.4% |
112-180 |
| High |
114-195 |
114-190 |
-0-005 |
0.0% |
114-115 |
| Low |
113-265 |
113-315 |
0-050 |
0.1% |
112-125 |
| Close |
114-000 |
114-140 |
0-140 |
0.4% |
114-070 |
| Range |
0-250 |
0-195 |
-0-055 |
-22.0% |
1-310 |
| ATR |
0-270 |
0-264 |
-0-005 |
-2.0% |
0-000 |
| Volume |
1,363,124 |
1,393,845 |
30,721 |
2.3% |
6,538,771 |
|
| Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-053 |
115-292 |
114-247 |
|
| R3 |
115-178 |
115-097 |
114-194 |
|
| R2 |
114-303 |
114-303 |
114-176 |
|
| R1 |
114-222 |
114-222 |
114-158 |
114-262 |
| PP |
114-108 |
114-108 |
114-108 |
114-129 |
| S1 |
114-027 |
114-027 |
114-122 |
114-068 |
| S2 |
113-233 |
113-233 |
114-104 |
|
| S3 |
113-038 |
113-152 |
114-086 |
|
| S4 |
112-163 |
112-277 |
114-033 |
|
|
| 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 |
112-185 |
2-050 |
1.9% |
0-296 |
0.8% |
86% |
False |
False |
1,559,040 |
| 10 |
114-235 |
111-280 |
2-275 |
2.5% |
0-244 |
0.7% |
90% |
False |
False |
1,367,186 |
| 20 |
115-115 |
111-280 |
3-155 |
3.0% |
0-248 |
0.7% |
74% |
False |
False |
1,239,328 |
| 40 |
115-115 |
111-280 |
3-155 |
3.0% |
0-258 |
0.7% |
74% |
False |
False |
1,213,812 |
| 60 |
115-115 |
109-055 |
6-060 |
5.4% |
0-276 |
0.8% |
85% |
False |
False |
812,413 |
| 80 |
115-115 |
109-055 |
6-060 |
5.4% |
0-296 |
0.8% |
85% |
False |
False |
609,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-059 |
|
2.618 |
116-061 |
|
1.618 |
115-186 |
|
1.000 |
115-065 |
|
0.618 |
114-311 |
|
HIGH |
114-190 |
|
0.618 |
114-116 |
|
0.500 |
114-092 |
|
0.382 |
114-069 |
|
LOW |
113-315 |
|
0.618 |
113-194 |
|
1.000 |
113-120 |
|
1.618 |
112-319 |
|
2.618 |
112-124 |
|
4.250 |
111-126 |
|
|
| Fisher Pivots for day following 11-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-124 |
114-123 |
| PP |
114-108 |
114-107 |
| S1 |
114-092 |
114-090 |
|