ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 03-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2023 |
03-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
115-100 |
115-160 |
0-060 |
0.2% |
114-210 |
| High |
116-000 |
115-225 |
-0-095 |
-0.3% |
116-000 |
| Low |
115-100 |
114-080 |
-1-020 |
-0.9% |
114-055 |
| Close |
115-175 |
114-135 |
-1-040 |
-1.0% |
114-135 |
| Range |
0-220 |
1-145 |
0-245 |
111.4% |
1-265 |
| ATR |
0-246 |
0-262 |
0-016 |
6.3% |
0-000 |
| Volume |
1,955,041 |
2,558,318 |
603,277 |
30.9% |
9,903,161 |
|
| Daily Pivots for day following 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-048 |
118-077 |
115-071 |
|
| R3 |
117-223 |
116-252 |
114-263 |
|
| R2 |
116-078 |
116-078 |
114-220 |
|
| R1 |
115-107 |
115-107 |
114-178 |
115-020 |
| PP |
114-253 |
114-253 |
114-253 |
114-210 |
| S1 |
113-282 |
113-282 |
114-092 |
113-195 |
| S2 |
113-108 |
113-108 |
114-050 |
|
| S3 |
111-283 |
112-137 |
114-007 |
|
| S4 |
110-138 |
110-312 |
113-199 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-112 |
119-068 |
115-137 |
|
| R3 |
118-167 |
117-123 |
114-296 |
|
| R2 |
116-222 |
116-222 |
114-242 |
|
| R1 |
115-178 |
115-178 |
114-189 |
115-068 |
| PP |
114-277 |
114-277 |
114-277 |
114-221 |
| S1 |
113-233 |
113-233 |
114-081 |
113-122 |
| S2 |
113-012 |
113-012 |
114-028 |
|
| S3 |
111-067 |
111-288 |
113-294 |
|
| S4 |
109-122 |
110-023 |
113-133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-000 |
114-055 |
1-265 |
1.6% |
0-276 |
0.8% |
14% |
False |
False |
1,980,632 |
| 10 |
116-000 |
114-055 |
1-265 |
1.6% |
0-231 |
0.6% |
14% |
False |
False |
1,595,288 |
| 20 |
116-080 |
112-205 |
3-195 |
3.2% |
0-270 |
0.7% |
49% |
False |
False |
1,658,303 |
| 40 |
116-080 |
111-280 |
4-120 |
3.8% |
0-255 |
0.7% |
58% |
False |
False |
1,410,005 |
| 60 |
116-080 |
109-225 |
6-175 |
5.7% |
0-265 |
0.7% |
72% |
False |
False |
1,256,555 |
| 80 |
116-080 |
109-055 |
7-025 |
6.2% |
0-278 |
0.8% |
74% |
False |
False |
943,661 |
| 100 |
116-080 |
109-055 |
7-025 |
6.2% |
0-285 |
0.8% |
74% |
False |
False |
754,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-281 |
|
2.618 |
119-162 |
|
1.618 |
118-017 |
|
1.000 |
117-050 |
|
0.618 |
116-192 |
|
HIGH |
115-225 |
|
0.618 |
115-047 |
|
0.500 |
114-312 |
|
0.382 |
114-258 |
|
LOW |
114-080 |
|
0.618 |
113-113 |
|
1.000 |
112-255 |
|
1.618 |
111-288 |
|
2.618 |
110-143 |
|
4.250 |
108-024 |
|
|
| Fisher Pivots for day following 03-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-312 |
115-040 |
| PP |
114-253 |
114-285 |
| S1 |
114-194 |
114-210 |
|