ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 18-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2023 |
18-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
109-138 |
109-138 |
0-000 |
0.0% |
109-012 |
| High |
109-202 |
110-095 |
0-212 |
0.6% |
109-308 |
| Low |
109-062 |
109-125 |
0-062 |
0.2% |
108-262 |
| Close |
109-158 |
110-090 |
0-252 |
0.7% |
109-138 |
| Range |
0-140 |
0-290 |
0-150 |
107.1% |
1-045 |
| ATR |
0-182 |
0-189 |
0-008 |
4.3% |
0-000 |
| Volume |
965,241 |
1,338,826 |
373,585 |
38.7% |
5,300,575 |
|
| Daily Pivots for day following 18-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-227 |
112-128 |
110-250 |
|
| R3 |
111-257 |
111-158 |
110-170 |
|
| R2 |
110-287 |
110-287 |
110-143 |
|
| R1 |
110-188 |
110-188 |
110-117 |
110-238 |
| PP |
109-317 |
109-317 |
109-317 |
110-021 |
| S1 |
109-218 |
109-218 |
110-063 |
109-268 |
| S2 |
109-027 |
109-027 |
110-037 |
|
| S3 |
108-057 |
108-248 |
110-010 |
|
| S4 |
107-087 |
107-278 |
109-250 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-264 |
112-086 |
110-018 |
|
| R3 |
111-219 |
111-041 |
109-238 |
|
| R2 |
110-174 |
110-174 |
109-204 |
|
| R1 |
109-316 |
109-316 |
109-171 |
110-085 |
| PP |
109-129 |
109-129 |
109-129 |
109-174 |
| S1 |
108-271 |
108-271 |
109-104 |
109-040 |
| S2 |
108-084 |
108-084 |
109-071 |
|
| S3 |
107-039 |
107-226 |
109-037 |
|
| S4 |
105-314 |
106-181 |
108-257 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-095 |
108-270 |
1-145 |
1.3% |
0-212 |
0.6% |
99% |
True |
False |
1,137,272 |
| 10 |
110-095 |
107-262 |
2-152 |
2.2% |
0-208 |
0.6% |
99% |
True |
False |
1,120,721 |
| 20 |
110-095 |
107-210 |
2-205 |
2.4% |
0-169 |
0.5% |
99% |
True |
False |
867,718 |
| 40 |
110-095 |
107-210 |
2-205 |
2.4% |
0-178 |
0.5% |
99% |
True |
False |
977,298 |
| 60 |
110-095 |
105-215 |
4-200 |
4.2% |
0-187 |
0.5% |
100% |
True |
False |
656,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-048 |
|
2.618 |
112-214 |
|
1.618 |
111-244 |
|
1.000 |
111-065 |
|
0.618 |
110-274 |
|
HIGH |
110-095 |
|
0.618 |
109-304 |
|
0.500 |
109-270 |
|
0.382 |
109-236 |
|
LOW |
109-125 |
|
0.618 |
108-266 |
|
1.000 |
108-155 |
|
1.618 |
107-296 |
|
2.618 |
107-006 |
|
4.250 |
105-172 |
|
|
| Fisher Pivots for day following 18-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-043 |
110-033 |
| PP |
109-317 |
109-296 |
| S1 |
109-270 |
109-239 |
|