ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 10-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2023 |
10-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
108-165 |
108-058 |
-0-108 |
-0.3% |
109-020 |
| High |
108-190 |
108-065 |
-0-125 |
-0.4% |
109-020 |
| Low |
108-015 |
107-272 |
-0-062 |
-0.2% |
107-272 |
| Close |
108-022 |
107-290 |
-0-052 |
-0.2% |
107-290 |
| Range |
0-175 |
0-112 |
-0-062 |
-35.7% |
1-068 |
| ATR |
0-176 |
0-172 |
-0-005 |
-2.6% |
0-000 |
| Volume |
939,974 |
988,718 |
48,744 |
5.2% |
5,783,615 |
|
| Daily Pivots for day following 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-013 |
108-264 |
108-032 |
|
| R3 |
108-221 |
108-152 |
108-001 |
|
| R2 |
108-108 |
108-108 |
107-311 |
|
| R1 |
108-039 |
108-039 |
107-300 |
108-018 |
| PP |
107-316 |
107-316 |
107-316 |
107-305 |
| S1 |
107-247 |
107-247 |
107-280 |
107-225 |
| S2 |
107-203 |
107-203 |
107-269 |
|
| S3 |
107-091 |
107-134 |
107-259 |
|
| S4 |
106-298 |
107-022 |
107-228 |
|
|
| Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-290 |
111-038 |
108-183 |
|
| R3 |
110-222 |
109-290 |
108-077 |
|
| R2 |
109-155 |
109-155 |
108-041 |
|
| R1 |
108-222 |
108-222 |
108-006 |
108-155 |
| PP |
108-088 |
108-088 |
108-088 |
108-054 |
| S1 |
107-155 |
107-155 |
107-254 |
107-088 |
| S2 |
107-020 |
107-020 |
107-219 |
|
| S3 |
105-272 |
106-088 |
107-183 |
|
| S4 |
104-205 |
105-020 |
107-077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-020 |
107-272 |
1-068 |
1.1% |
0-160 |
0.5% |
5% |
False |
True |
1,156,723 |
| 10 |
110-085 |
107-272 |
2-132 |
2.2% |
0-180 |
0.5% |
2% |
False |
True |
1,241,433 |
| 20 |
110-155 |
107-272 |
2-202 |
2.4% |
0-167 |
0.5% |
2% |
False |
True |
1,079,683 |
| 40 |
110-155 |
107-210 |
2-265 |
2.6% |
0-165 |
0.5% |
9% |
False |
False |
963,643 |
| 60 |
110-155 |
107-210 |
2-265 |
2.6% |
0-174 |
0.5% |
9% |
False |
False |
960,366 |
| 80 |
110-155 |
105-215 |
4-260 |
4.5% |
0-179 |
0.5% |
46% |
False |
False |
721,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-223 |
|
2.618 |
109-040 |
|
1.618 |
108-247 |
|
1.000 |
108-178 |
|
0.618 |
108-135 |
|
HIGH |
108-065 |
|
0.618 |
108-022 |
|
0.500 |
108-009 |
|
0.382 |
107-315 |
|
LOW |
107-272 |
|
0.618 |
107-203 |
|
1.000 |
107-160 |
|
1.618 |
107-090 |
|
2.618 |
106-298 |
|
4.250 |
106-114 |
|
|
| Fisher Pivots for day following 10-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-009 |
108-071 |
| PP |
107-316 |
108-038 |
| S1 |
107-303 |
108-004 |
|