ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 21-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2023 |
21-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
107-052 |
107-108 |
0-055 |
0.2% |
107-275 |
| High |
107-128 |
107-112 |
-0-015 |
0.0% |
108-130 |
| Low |
106-270 |
106-228 |
-0-042 |
-0.1% |
106-270 |
| Close |
107-112 |
106-242 |
-0-190 |
-0.6% |
107-112 |
| Range |
0-178 |
0-205 |
0-028 |
15.5% |
1-180 |
| ATR |
0-174 |
0-176 |
0-002 |
1.3% |
0-000 |
| Volume |
1,104,636 |
2,298,265 |
1,193,629 |
108.1% |
6,624,737 |
|
| Daily Pivots for day following 21-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-276 |
108-144 |
107-035 |
|
| R3 |
108-071 |
107-259 |
106-299 |
|
| R2 |
107-186 |
107-186 |
106-280 |
|
| R1 |
107-054 |
107-054 |
106-261 |
107-018 |
| PP |
106-301 |
106-301 |
106-301 |
106-282 |
| S1 |
106-169 |
106-169 |
106-224 |
106-132 |
| S2 |
106-096 |
106-096 |
106-205 |
|
| S3 |
105-211 |
105-284 |
106-186 |
|
| S4 |
105-006 |
105-079 |
106-130 |
|
|
| 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 |
106-228 |
1-222 |
1.6% |
0-206 |
0.6% |
3% |
False |
True |
1,610,719 |
| 10 |
108-235 |
106-228 |
2-008 |
1.9% |
0-163 |
0.5% |
2% |
False |
True |
1,320,195 |
| 20 |
110-085 |
106-228 |
3-178 |
3.3% |
0-168 |
0.5% |
1% |
False |
True |
1,230,568 |
| 40 |
110-155 |
106-228 |
3-248 |
3.5% |
0-169 |
0.5% |
1% |
False |
True |
1,069,594 |
| 60 |
110-155 |
106-228 |
3-248 |
3.5% |
0-176 |
0.5% |
1% |
False |
True |
1,053,445 |
| 80 |
110-155 |
105-272 |
4-202 |
4.3% |
0-179 |
0.5% |
20% |
False |
False |
833,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-024 |
|
2.618 |
109-009 |
|
1.618 |
108-124 |
|
1.000 |
107-318 |
|
0.618 |
107-239 |
|
HIGH |
107-112 |
|
0.618 |
107-034 |
|
0.500 |
107-010 |
|
0.382 |
106-306 |
|
LOW |
106-228 |
|
0.618 |
106-101 |
|
1.000 |
106-022 |
|
1.618 |
105-216 |
|
2.618 |
105-011 |
|
4.250 |
103-316 |
|
|
| Fisher Pivots for day following 21-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-010 |
107-042 |
| PP |
106-301 |
107-002 |
| S1 |
106-272 |
106-282 |
|