ECBOT 10 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 |
111-235 |
111-315 |
0-080 |
0.2% |
112-205 |
| High |
112-025 |
112-005 |
-0-020 |
-0.1% |
113-175 |
| Low |
111-085 |
110-315 |
-0-090 |
-0.3% |
111-085 |
| Close |
112-000 |
111-020 |
-0-300 |
-0.8% |
112-000 |
| Range |
0-260 |
1-010 |
0-070 |
26.9% |
2-090 |
| ATR |
0-252 |
0-258 |
0-006 |
2.2% |
0-000 |
| Volume |
1,656,139 |
2,819,904 |
1,163,765 |
70.3% |
9,252,261 |
|
| Daily Pivots for day following 21-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-143 |
113-252 |
111-202 |
|
| R3 |
113-133 |
112-242 |
111-111 |
|
| R2 |
112-123 |
112-123 |
111-080 |
|
| R1 |
111-232 |
111-232 |
111-050 |
111-172 |
| PP |
111-113 |
111-113 |
111-113 |
111-084 |
| S1 |
110-222 |
110-222 |
110-310 |
110-162 |
| S2 |
110-103 |
110-103 |
110-280 |
|
| S3 |
109-093 |
109-212 |
110-249 |
|
| S4 |
108-083 |
108-202 |
110-158 |
|
|
| Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-037 |
117-268 |
113-082 |
|
| R3 |
116-267 |
115-178 |
112-201 |
|
| R2 |
114-177 |
114-177 |
112-134 |
|
| R1 |
113-088 |
113-088 |
112-067 |
112-248 |
| PP |
112-087 |
112-087 |
112-087 |
112-006 |
| S1 |
110-318 |
110-318 |
111-253 |
110-158 |
| S2 |
109-317 |
109-317 |
111-186 |
|
| S3 |
107-227 |
108-228 |
111-119 |
|
| S4 |
105-137 |
106-138 |
110-238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-175 |
110-315 |
2-180 |
2.3% |
0-295 |
0.8% |
3% |
False |
True |
2,176,436 |
| 10 |
113-280 |
110-315 |
2-285 |
2.6% |
0-241 |
0.7% |
3% |
False |
True |
1,876,996 |
| 20 |
116-000 |
110-315 |
5-005 |
4.5% |
0-242 |
0.7% |
2% |
False |
True |
1,779,055 |
| 40 |
116-080 |
110-315 |
5-085 |
4.7% |
0-249 |
0.7% |
1% |
False |
True |
1,583,499 |
| 60 |
116-080 |
110-315 |
5-085 |
4.7% |
0-261 |
0.7% |
1% |
False |
True |
1,541,769 |
| 80 |
116-080 |
109-220 |
6-180 |
5.9% |
0-267 |
0.8% |
21% |
False |
False |
1,201,972 |
| 100 |
116-080 |
109-055 |
7-025 |
6.4% |
0-282 |
0.8% |
27% |
False |
False |
961,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-128 |
|
2.618 |
114-229 |
|
1.618 |
113-219 |
|
1.000 |
113-015 |
|
0.618 |
112-209 |
|
HIGH |
112-005 |
|
0.618 |
111-199 |
|
0.500 |
111-160 |
|
0.382 |
111-121 |
|
LOW |
110-315 |
|
0.618 |
110-111 |
|
1.000 |
109-305 |
|
1.618 |
109-101 |
|
2.618 |
108-091 |
|
4.250 |
106-192 |
|
|
| Fisher Pivots for day following 21-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-160 |
111-215 |
| PP |
111-113 |
111-150 |
| S1 |
111-067 |
111-085 |
|