ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 17-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2023 |
17-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
107-092 |
107-052 |
-0-040 |
-0.1% |
107-275 |
| High |
107-178 |
107-128 |
-0-050 |
-0.1% |
108-130 |
| Low |
107-028 |
106-270 |
-0-078 |
-0.2% |
106-270 |
| Close |
107-092 |
107-112 |
0-020 |
0.1% |
107-112 |
| Range |
0-150 |
0-178 |
0-028 |
18.3% |
1-180 |
| ATR |
0-174 |
0-174 |
0-000 |
0.2% |
0-000 |
| Volume |
1,521,098 |
1,104,636 |
-416,462 |
-27.4% |
6,624,737 |
|
| Daily Pivots for day following 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-276 |
108-212 |
107-210 |
|
| R3 |
108-098 |
108-034 |
107-161 |
|
| R2 |
107-241 |
107-241 |
107-145 |
|
| R1 |
107-177 |
107-177 |
107-129 |
107-209 |
| PP |
107-063 |
107-063 |
107-063 |
107-079 |
| S1 |
106-319 |
106-319 |
107-096 |
107-031 |
| S2 |
106-206 |
106-206 |
107-080 |
|
| S3 |
106-028 |
106-142 |
107-064 |
|
| S4 |
105-171 |
105-284 |
107-015 |
|
|
| Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-071 |
111-112 |
108-068 |
|
| R3 |
110-211 |
109-252 |
107-250 |
|
| R2 |
109-031 |
109-031 |
107-204 |
|
| R1 |
108-072 |
108-072 |
107-158 |
107-281 |
| PP |
107-171 |
107-171 |
107-171 |
107-116 |
| S1 |
106-212 |
106-212 |
107-067 |
106-101 |
| S2 |
105-311 |
105-311 |
107-021 |
|
| S3 |
104-131 |
105-032 |
106-295 |
|
| S4 |
102-271 |
103-172 |
106-158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-130 |
106-270 |
1-180 |
1.5% |
0-178 |
0.5% |
33% |
False |
True |
1,324,947 |
| 10 |
109-020 |
106-270 |
2-070 |
2.1% |
0-169 |
0.5% |
23% |
False |
True |
1,240,835 |
| 20 |
110-085 |
106-270 |
3-135 |
3.2% |
0-164 |
0.5% |
15% |
False |
True |
1,151,028 |
| 40 |
110-155 |
106-270 |
3-205 |
3.4% |
0-167 |
0.5% |
14% |
False |
True |
1,025,826 |
| 60 |
110-155 |
106-270 |
3-205 |
3.4% |
0-174 |
0.5% |
14% |
False |
True |
1,051,070 |
| 80 |
110-155 |
105-272 |
4-202 |
4.3% |
0-180 |
0.5% |
32% |
False |
False |
804,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-242 |
|
2.618 |
108-272 |
|
1.618 |
108-095 |
|
1.000 |
107-305 |
|
0.618 |
107-237 |
|
HIGH |
107-128 |
|
0.618 |
107-060 |
|
0.500 |
107-039 |
|
0.382 |
107-018 |
|
LOW |
106-270 |
|
0.618 |
106-160 |
|
1.000 |
106-092 |
|
1.618 |
105-303 |
|
2.618 |
105-125 |
|
4.250 |
104-156 |
|
|
| Fisher Pivots for day following 17-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-088 |
107-100 |
| PP |
107-063 |
107-088 |
| S1 |
107-039 |
107-075 |
|