ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 12-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2023 |
12-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
114-000 |
114-160 |
0-160 |
0.4% |
112-180 |
| High |
114-190 |
115-135 |
0-265 |
0.7% |
114-115 |
| Low |
113-315 |
114-000 |
0-005 |
0.0% |
112-125 |
| Close |
114-140 |
115-075 |
0-255 |
0.7% |
114-070 |
| Range |
0-195 |
1-135 |
0-260 |
133.3% |
1-310 |
| ATR |
0-264 |
0-278 |
0-014 |
5.2% |
0-000 |
| Volume |
1,393,845 |
2,373,580 |
979,735 |
70.3% |
6,538,771 |
|
| Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-048 |
118-197 |
116-005 |
|
| R3 |
117-233 |
117-062 |
115-200 |
|
| R2 |
116-098 |
116-098 |
115-158 |
|
| R1 |
115-247 |
115-247 |
115-117 |
116-012 |
| PP |
114-283 |
114-283 |
114-283 |
115-006 |
| S1 |
114-112 |
114-112 |
115-033 |
114-198 |
| S2 |
113-148 |
113-148 |
114-312 |
|
| S3 |
112-013 |
112-297 |
114-270 |
|
| S4 |
110-198 |
111-162 |
114-145 |
|
|
| 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 |
115-135 |
112-205 |
2-250 |
2.4% |
1-017 |
0.9% |
93% |
True |
False |
1,758,627 |
| 10 |
115-135 |
111-280 |
3-175 |
3.1% |
0-271 |
0.7% |
95% |
True |
False |
1,528,567 |
| 20 |
115-135 |
111-280 |
3-175 |
3.1% |
0-245 |
0.7% |
95% |
True |
False |
1,265,541 |
| 40 |
115-135 |
111-280 |
3-175 |
3.1% |
0-266 |
0.7% |
95% |
True |
False |
1,271,837 |
| 60 |
115-135 |
109-055 |
6-080 |
5.4% |
0-280 |
0.8% |
97% |
True |
False |
851,967 |
| 80 |
115-135 |
109-055 |
6-080 |
5.4% |
0-300 |
0.8% |
97% |
True |
False |
639,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-149 |
|
2.618 |
119-046 |
|
1.618 |
117-231 |
|
1.000 |
116-270 |
|
0.618 |
116-096 |
|
HIGH |
115-135 |
|
0.618 |
114-281 |
|
0.500 |
114-228 |
|
0.382 |
114-174 |
|
LOW |
114-000 |
|
0.618 |
113-039 |
|
1.000 |
112-185 |
|
1.618 |
111-224 |
|
2.618 |
110-089 |
|
4.250 |
107-306 |
|
|
| Fisher Pivots for day following 12-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-019 |
115-010 |
| PP |
114-283 |
114-265 |
| S1 |
114-228 |
114-200 |
|