ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 22-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2023 |
22-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
107-108 |
106-240 |
-0-188 |
-0.5% |
107-275 |
| High |
107-112 |
107-008 |
-0-105 |
-0.3% |
108-130 |
| Low |
106-228 |
106-222 |
-0-005 |
0.0% |
106-270 |
| Close |
106-242 |
106-268 |
0-025 |
0.1% |
107-112 |
| Range |
0-205 |
0-105 |
-0-100 |
-48.8% |
1-180 |
| ATR |
0-176 |
0-171 |
-0-005 |
-2.9% |
0-000 |
| Volume |
2,298,265 |
3,341,463 |
1,043,198 |
45.4% |
6,624,737 |
|
| Daily Pivots for day following 22-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-268 |
107-212 |
107-005 |
|
| R3 |
107-162 |
107-108 |
106-296 |
|
| R2 |
107-058 |
107-058 |
106-287 |
|
| R1 |
107-002 |
107-002 |
106-277 |
107-030 |
| PP |
106-272 |
106-272 |
106-272 |
106-286 |
| S1 |
106-218 |
106-218 |
106-258 |
106-245 |
| S2 |
106-168 |
106-168 |
106-248 |
|
| S3 |
106-062 |
106-112 |
106-239 |
|
| S4 |
105-278 |
106-008 |
106-210 |
|
|
| 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 |
107-200 |
106-222 |
0-298 |
0.9% |
0-158 |
0.5% |
15% |
False |
True |
1,926,129 |
| 10 |
108-190 |
106-222 |
1-288 |
1.8% |
0-158 |
0.5% |
7% |
False |
True |
1,511,470 |
| 20 |
110-085 |
106-222 |
3-182 |
3.3% |
0-166 |
0.5% |
4% |
False |
True |
1,359,279 |
| 40 |
110-155 |
106-222 |
3-252 |
3.5% |
0-169 |
0.5% |
4% |
False |
True |
1,140,527 |
| 60 |
110-155 |
106-222 |
3-252 |
3.5% |
0-175 |
0.5% |
4% |
False |
True |
1,077,419 |
| 80 |
110-155 |
105-272 |
4-202 |
4.3% |
0-179 |
0.5% |
21% |
False |
False |
874,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-134 |
|
2.618 |
107-282 |
|
1.618 |
107-177 |
|
1.000 |
107-112 |
|
0.618 |
107-072 |
|
HIGH |
107-008 |
|
0.618 |
106-287 |
|
0.500 |
106-275 |
|
0.382 |
106-263 |
|
LOW |
106-222 |
|
0.618 |
106-158 |
|
1.000 |
106-118 |
|
1.618 |
106-053 |
|
2.618 |
105-268 |
|
4.250 |
105-096 |
|
|
| Fisher Pivots for day following 22-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-275 |
107-015 |
| PP |
106-272 |
106-312 |
| S1 |
106-270 |
106-290 |
|