ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 27-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2023 |
27-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
111-130 |
110-285 |
-0-165 |
-0.5% |
111-315 |
| High |
111-190 |
111-105 |
-0-085 |
-0.2% |
112-005 |
| Low |
110-210 |
110-230 |
0-020 |
0.1% |
110-210 |
| Close |
110-295 |
111-045 |
0-070 |
0.2% |
110-295 |
| Range |
0-300 |
0-195 |
-0-105 |
-35.0% |
1-115 |
| ATR |
0-253 |
0-249 |
-0-004 |
-1.6% |
0-000 |
| Volume |
2,328,540 |
814,223 |
-1,514,317 |
-65.0% |
13,193,746 |
|
| Daily Pivots for day following 27-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-285 |
112-200 |
111-152 |
|
| R3 |
112-090 |
112-005 |
111-099 |
|
| R2 |
111-215 |
111-215 |
111-081 |
|
| R1 |
111-130 |
111-130 |
111-063 |
111-172 |
| PP |
111-020 |
111-020 |
111-020 |
111-041 |
| S1 |
110-255 |
110-255 |
111-027 |
110-298 |
| S2 |
110-145 |
110-145 |
111-009 |
|
| S3 |
109-270 |
110-060 |
110-311 |
|
| S4 |
109-075 |
109-185 |
110-258 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-088 |
114-147 |
111-214 |
|
| R3 |
113-293 |
113-032 |
111-095 |
|
| R2 |
112-178 |
112-178 |
111-055 |
|
| R1 |
111-237 |
111-237 |
111-015 |
111-150 |
| PP |
111-063 |
111-063 |
111-063 |
111-020 |
| S1 |
110-122 |
110-122 |
110-255 |
110-035 |
| S2 |
109-268 |
109-268 |
110-215 |
|
| S3 |
108-153 |
109-007 |
110-175 |
|
| S4 |
107-038 |
107-212 |
110-056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-005 |
110-210 |
1-115 |
1.2% |
0-244 |
0.7% |
36% |
False |
False |
2,801,593 |
| 10 |
113-175 |
110-210 |
2-285 |
2.6% |
0-248 |
0.7% |
17% |
False |
False |
2,326,023 |
| 20 |
116-000 |
110-210 |
5-110 |
4.8% |
0-250 |
0.7% |
9% |
False |
False |
2,088,630 |
| 40 |
116-080 |
110-210 |
5-190 |
5.0% |
0-252 |
0.7% |
9% |
False |
False |
1,788,201 |
| 60 |
116-080 |
110-210 |
5-190 |
5.0% |
0-258 |
0.7% |
9% |
False |
False |
1,622,188 |
| 80 |
116-080 |
109-220 |
6-180 |
5.9% |
0-262 |
0.7% |
22% |
False |
False |
1,341,657 |
| 100 |
116-080 |
109-055 |
7-025 |
6.4% |
0-271 |
0.8% |
28% |
False |
False |
1,073,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-294 |
|
2.618 |
112-296 |
|
1.618 |
112-101 |
|
1.000 |
111-300 |
|
0.618 |
111-226 |
|
HIGH |
111-105 |
|
0.618 |
111-031 |
|
0.500 |
111-008 |
|
0.382 |
110-304 |
|
LOW |
110-230 |
|
0.618 |
110-109 |
|
1.000 |
110-035 |
|
1.618 |
109-234 |
|
2.618 |
109-039 |
|
4.250 |
108-041 |
|
|
| Fisher Pivots for day following 27-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-032 |
111-043 |
| PP |
111-020 |
111-042 |
| S1 |
111-008 |
111-040 |
|