ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 23-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2023 |
23-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
106-240 |
106-265 |
0-025 |
0.1% |
107-275 |
| High |
107-008 |
107-002 |
-0-005 |
0.0% |
108-130 |
| Low |
106-222 |
106-188 |
-0-035 |
-0.1% |
106-270 |
| Close |
106-268 |
106-302 |
0-035 |
0.1% |
107-112 |
| Range |
0-105 |
0-135 |
0-030 |
28.6% |
1-180 |
| ATR |
0-171 |
0-168 |
-0-003 |
-1.5% |
0-000 |
| Volume |
3,341,463 |
3,262,508 |
-78,955 |
-2.4% |
6,624,737 |
|
| Daily Pivots for day following 23-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-036 |
107-304 |
107-057 |
|
| R3 |
107-221 |
107-169 |
107-020 |
|
| R2 |
107-086 |
107-086 |
107-007 |
|
| R1 |
107-034 |
107-034 |
106-315 |
107-060 |
| PP |
106-271 |
106-271 |
106-271 |
106-284 |
| S1 |
106-219 |
106-219 |
106-290 |
106-245 |
| S2 |
106-136 |
106-136 |
106-278 |
|
| S3 |
106-001 |
106-084 |
106-265 |
|
| S4 |
105-186 |
105-269 |
106-228 |
|
|
| 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 |
107-178 |
106-188 |
0-310 |
0.9% |
0-154 |
0.5% |
37% |
False |
True |
2,305,594 |
| 10 |
108-190 |
106-188 |
2-002 |
1.9% |
0-162 |
0.5% |
18% |
False |
True |
1,745,566 |
| 20 |
110-085 |
106-188 |
3-218 |
3.4% |
0-168 |
0.5% |
10% |
False |
True |
1,478,194 |
| 40 |
110-155 |
106-188 |
3-288 |
3.6% |
0-169 |
0.5% |
9% |
False |
True |
1,209,577 |
| 60 |
110-155 |
106-188 |
3-288 |
3.6% |
0-174 |
0.5% |
9% |
False |
True |
1,117,284 |
| 80 |
110-155 |
105-272 |
4-202 |
4.3% |
0-177 |
0.5% |
24% |
False |
False |
915,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-256 |
|
2.618 |
108-036 |
|
1.618 |
107-221 |
|
1.000 |
107-138 |
|
0.618 |
107-086 |
|
HIGH |
107-002 |
|
0.618 |
106-271 |
|
0.500 |
106-255 |
|
0.382 |
106-239 |
|
LOW |
106-188 |
|
0.618 |
106-104 |
|
1.000 |
106-052 |
|
1.618 |
105-289 |
|
2.618 |
105-154 |
|
4.250 |
104-254 |
|
|
| Fisher Pivots for day following 23-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-287 |
106-310 |
| PP |
106-271 |
106-308 |
| S1 |
106-255 |
106-305 |
|