ECBOT 5 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 |
108-310 |
109-088 |
0-098 |
0.3% |
108-020 |
| High |
109-100 |
109-288 |
0-188 |
0.5% |
109-032 |
| Low |
108-305 |
108-270 |
-0-035 |
-0.1% |
107-262 |
| Close |
109-072 |
109-250 |
0-178 |
0.5% |
109-008 |
| Range |
0-115 |
1-018 |
0-222 |
193.5% |
1-090 |
| ATR |
0-174 |
0-186 |
0-012 |
6.7% |
0-000 |
| Volume |
873,694 |
1,583,544 |
709,850 |
81.2% |
4,516,912 |
|
| Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-215 |
112-090 |
110-116 |
|
| R3 |
111-198 |
111-072 |
110-023 |
|
| R2 |
110-180 |
110-180 |
109-312 |
|
| R1 |
110-055 |
110-055 |
109-281 |
110-118 |
| PP |
109-162 |
109-162 |
109-162 |
109-194 |
| S1 |
109-038 |
109-038 |
109-219 |
109-100 |
| S2 |
108-145 |
108-145 |
109-188 |
|
| S3 |
107-128 |
108-020 |
109-157 |
|
| S4 |
106-110 |
107-002 |
109-064 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-158 |
112-012 |
109-233 |
|
| R3 |
111-068 |
110-242 |
109-120 |
|
| R2 |
109-298 |
109-298 |
109-083 |
|
| R1 |
109-152 |
109-152 |
109-045 |
109-225 |
| PP |
108-208 |
108-208 |
108-208 |
108-244 |
| S1 |
108-062 |
108-062 |
108-290 |
108-135 |
| S2 |
107-118 |
107-118 |
108-252 |
|
| S3 |
106-028 |
106-292 |
108-215 |
|
| S4 |
104-258 |
105-202 |
108-102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-288 |
107-278 |
2-010 |
1.9% |
0-229 |
0.7% |
94% |
True |
False |
1,192,705 |
| 10 |
109-288 |
107-210 |
2-078 |
2.0% |
0-181 |
0.5% |
95% |
True |
False |
1,023,152 |
| 20 |
109-288 |
107-210 |
2-078 |
2.0% |
0-163 |
0.5% |
95% |
True |
False |
847,603 |
| 40 |
109-288 |
107-210 |
2-078 |
2.0% |
0-177 |
0.5% |
95% |
True |
False |
900,708 |
| 60 |
109-288 |
105-215 |
4-072 |
3.8% |
0-183 |
0.5% |
97% |
True |
False |
602,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-122 |
|
2.618 |
112-211 |
|
1.618 |
111-194 |
|
1.000 |
110-305 |
|
0.618 |
110-176 |
|
HIGH |
109-288 |
|
0.618 |
109-159 |
|
0.500 |
109-119 |
|
0.382 |
109-079 |
|
LOW |
108-270 |
|
0.618 |
108-061 |
|
1.000 |
107-252 |
|
1.618 |
107-044 |
|
2.618 |
106-026 |
|
4.250 |
104-116 |
|
|
| Fisher Pivots for day following 12-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-206 |
109-205 |
| PP |
109-162 |
109-160 |
| S1 |
109-119 |
109-115 |
|