ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 14-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2023 |
14-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
107-275 |
107-290 |
0-015 |
0.0% |
109-020 |
| High |
107-302 |
108-130 |
0-148 |
0.4% |
109-020 |
| Low |
107-238 |
107-102 |
-0-135 |
-0.4% |
107-272 |
| Close |
107-272 |
107-150 |
-0-122 |
-0.4% |
107-290 |
| Range |
0-065 |
1-028 |
0-282 |
434.6% |
1-068 |
| ATR |
0-164 |
0-177 |
0-013 |
8.0% |
0-000 |
| Volume |
869,405 |
1,764,415 |
895,010 |
102.9% |
5,783,615 |
|
| Daily Pivots for day following 14-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-317 |
110-101 |
108-021 |
|
| R3 |
109-289 |
109-073 |
107-246 |
|
| R2 |
108-262 |
108-262 |
107-214 |
|
| R1 |
108-046 |
108-046 |
107-182 |
107-300 |
| PP |
107-234 |
107-234 |
107-234 |
107-201 |
| S1 |
107-018 |
107-018 |
107-118 |
106-272 |
| S2 |
106-207 |
106-207 |
107-086 |
|
| S3 |
105-179 |
105-311 |
107-054 |
|
| S4 |
104-152 |
104-283 |
106-279 |
|
|
| 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 |
108-190 |
107-102 |
1-088 |
1.2% |
0-158 |
0.5% |
12% |
False |
True |
1,096,812 |
| 10 |
110-085 |
107-102 |
2-302 |
2.7% |
0-195 |
0.6% |
5% |
False |
True |
1,288,852 |
| 20 |
110-155 |
107-102 |
3-052 |
2.9% |
0-172 |
0.5% |
5% |
False |
True |
1,116,860 |
| 40 |
110-155 |
107-102 |
3-052 |
2.9% |
0-168 |
0.5% |
5% |
False |
True |
977,313 |
| 60 |
110-155 |
107-102 |
3-052 |
2.9% |
0-174 |
0.5% |
5% |
False |
True |
1,002,514 |
| 80 |
110-155 |
105-215 |
4-260 |
4.5% |
0-182 |
0.5% |
37% |
False |
False |
754,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-007 |
|
2.618 |
111-080 |
|
1.618 |
110-052 |
|
1.000 |
109-158 |
|
0.618 |
109-025 |
|
HIGH |
108-130 |
|
0.618 |
107-317 |
|
0.500 |
107-276 |
|
0.382 |
107-235 |
|
LOW |
107-102 |
|
0.618 |
106-208 |
|
1.000 |
106-075 |
|
1.618 |
105-180 |
|
2.618 |
104-153 |
|
4.250 |
102-226 |
|
|
| Fisher Pivots for day following 14-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-276 |
107-276 |
| PP |
107-234 |
107-234 |
| S1 |
107-192 |
107-192 |
|