ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 27-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2023 |
27-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
115-075 |
114-250 |
-0-145 |
-0.4% |
115-010 |
| High |
115-090 |
114-280 |
-0-130 |
-0.4% |
115-130 |
| Low |
114-215 |
114-120 |
-0-095 |
-0.3% |
114-120 |
| Close |
114-275 |
114-195 |
-0-080 |
-0.2% |
114-195 |
| Range |
0-195 |
0-160 |
-0-035 |
-17.9% |
1-010 |
| ATR |
0-257 |
0-250 |
-0-007 |
-2.7% |
0-000 |
| Volume |
1,274,095 |
1,143,961 |
-130,134 |
-10.2% |
6,049,719 |
|
| Daily Pivots for day following 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-038 |
115-277 |
114-283 |
|
| R3 |
115-198 |
115-117 |
114-239 |
|
| R2 |
115-038 |
115-038 |
114-224 |
|
| R1 |
114-277 |
114-277 |
114-210 |
114-238 |
| PP |
114-198 |
114-198 |
114-198 |
114-179 |
| S1 |
114-117 |
114-117 |
114-180 |
114-078 |
| S2 |
114-038 |
114-038 |
114-166 |
|
| S3 |
113-198 |
113-277 |
114-151 |
|
| S4 |
113-038 |
113-117 |
114-107 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-285 |
117-090 |
115-056 |
|
| R3 |
116-275 |
116-080 |
114-286 |
|
| R2 |
115-265 |
115-265 |
114-256 |
|
| R1 |
115-070 |
115-070 |
114-225 |
115-002 |
| PP |
114-255 |
114-255 |
114-255 |
114-221 |
| S1 |
114-060 |
114-060 |
114-165 |
113-312 |
| S2 |
113-245 |
113-245 |
114-134 |
|
| S3 |
112-235 |
113-050 |
114-104 |
|
| S4 |
111-225 |
112-040 |
114-014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-130 |
114-120 |
1-010 |
0.9% |
0-186 |
0.5% |
23% |
False |
True |
1,209,943 |
| 10 |
116-080 |
114-095 |
1-305 |
1.7% |
0-234 |
0.6% |
16% |
False |
False |
1,446,977 |
| 20 |
116-080 |
111-280 |
4-120 |
3.8% |
0-252 |
0.7% |
63% |
False |
False |
1,487,772 |
| 40 |
116-080 |
111-280 |
4-120 |
3.8% |
0-262 |
0.7% |
63% |
False |
False |
1,388,967 |
| 60 |
116-080 |
109-220 |
6-180 |
5.7% |
0-266 |
0.7% |
75% |
False |
False |
1,092,666 |
| 80 |
116-080 |
109-055 |
7-025 |
6.2% |
0-276 |
0.8% |
77% |
False |
False |
819,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-000 |
|
2.618 |
116-059 |
|
1.618 |
115-219 |
|
1.000 |
115-120 |
|
0.618 |
115-059 |
|
HIGH |
114-280 |
|
0.618 |
114-219 |
|
0.500 |
114-200 |
|
0.382 |
114-181 |
|
LOW |
114-120 |
|
0.618 |
114-021 |
|
1.000 |
113-280 |
|
1.618 |
113-181 |
|
2.618 |
113-021 |
|
4.250 |
112-080 |
|
|
| Fisher Pivots for day following 27-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-200 |
114-285 |
| PP |
114-198 |
114-255 |
| S1 |
114-197 |
114-225 |
|