ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 28-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2023 |
28-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
110-285 |
111-050 |
0-085 |
0.2% |
111-315 |
| High |
111-105 |
111-080 |
-0-025 |
-0.1% |
112-005 |
| Low |
110-230 |
110-240 |
0-010 |
0.0% |
110-210 |
| Close |
111-045 |
111-055 |
0-010 |
0.0% |
110-295 |
| Range |
0-195 |
0-160 |
-0-035 |
-17.9% |
1-115 |
| ATR |
0-249 |
0-243 |
-0-006 |
-2.6% |
0-000 |
| Volume |
814,223 |
114,262 |
-699,961 |
-86.0% |
13,193,746 |
|
| Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-178 |
112-117 |
111-143 |
|
| R3 |
112-018 |
111-277 |
111-099 |
|
| R2 |
111-178 |
111-178 |
111-084 |
|
| R1 |
111-117 |
111-117 |
111-070 |
111-148 |
| PP |
111-018 |
111-018 |
111-018 |
111-034 |
| S1 |
110-277 |
110-277 |
111-040 |
110-308 |
| S2 |
110-178 |
110-178 |
111-026 |
|
| S3 |
110-018 |
110-117 |
111-011 |
|
| S4 |
109-178 |
109-277 |
110-287 |
|
|
| 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 |
111-190 |
110-210 |
0-300 |
0.8% |
0-210 |
0.6% |
55% |
False |
False |
2,260,465 |
| 10 |
113-175 |
110-210 |
2-285 |
2.6% |
0-252 |
0.7% |
18% |
False |
False |
2,218,451 |
| 20 |
116-000 |
110-210 |
5-110 |
4.8% |
0-249 |
0.7% |
10% |
False |
False |
2,035,082 |
| 40 |
116-080 |
110-210 |
5-190 |
5.0% |
0-252 |
0.7% |
9% |
False |
False |
1,770,787 |
| 60 |
116-080 |
110-210 |
5-190 |
5.0% |
0-252 |
0.7% |
9% |
False |
False |
1,581,427 |
| 80 |
116-080 |
109-220 |
6-180 |
5.9% |
0-260 |
0.7% |
23% |
False |
False |
1,342,997 |
| 100 |
116-080 |
109-055 |
7-025 |
6.4% |
0-271 |
0.8% |
28% |
False |
False |
1,074,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-120 |
|
2.618 |
112-179 |
|
1.618 |
112-019 |
|
1.000 |
111-240 |
|
0.618 |
111-179 |
|
HIGH |
111-080 |
|
0.618 |
111-019 |
|
0.500 |
111-000 |
|
0.382 |
110-301 |
|
LOW |
110-240 |
|
0.618 |
110-141 |
|
1.000 |
110-080 |
|
1.618 |
109-301 |
|
2.618 |
109-141 |
|
4.250 |
108-200 |
|
|
| Fisher Pivots for day following 28-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-037 |
111-050 |
| PP |
111-018 |
111-045 |
| S1 |
111-000 |
111-040 |
|