ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 01-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
111-050 |
111-030 |
-0-020 |
-0.1% |
111-315 |
| High |
111-080 |
111-045 |
-0-035 |
-0.1% |
112-005 |
| Low |
110-240 |
110-155 |
-0-085 |
-0.2% |
110-210 |
| Close |
111-055 |
110-180 |
-0-195 |
-0.5% |
110-295 |
| Range |
0-160 |
0-210 |
0-050 |
31.3% |
1-115 |
| ATR |
0-243 |
0-241 |
-0-002 |
-0.7% |
0-000 |
| Volume |
114,262 |
39,659 |
-74,603 |
-65.3% |
13,193,746 |
|
| Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-223 |
112-092 |
110-296 |
|
| R3 |
112-013 |
111-202 |
110-238 |
|
| R2 |
111-123 |
111-123 |
110-218 |
|
| R1 |
110-312 |
110-312 |
110-199 |
110-272 |
| PP |
110-233 |
110-233 |
110-233 |
110-214 |
| S1 |
110-102 |
110-102 |
110-161 |
110-062 |
| S2 |
110-023 |
110-023 |
110-142 |
|
| S3 |
109-133 |
109-212 |
110-122 |
|
| S4 |
108-243 |
109-002 |
110-064 |
|
|
| 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 |
110-155 |
1-035 |
1.0% |
0-220 |
0.6% |
7% |
False |
True |
1,441,301 |
| 10 |
112-180 |
110-155 |
2-025 |
1.9% |
0-227 |
0.6% |
4% |
False |
True |
1,977,099 |
| 20 |
116-000 |
110-155 |
5-165 |
5.0% |
0-251 |
0.7% |
1% |
False |
True |
1,933,319 |
| 40 |
116-080 |
110-155 |
5-245 |
5.2% |
0-252 |
0.7% |
1% |
False |
True |
1,738,916 |
| 60 |
116-080 |
110-155 |
5-245 |
5.2% |
0-251 |
0.7% |
1% |
False |
True |
1,548,897 |
| 80 |
116-080 |
109-220 |
6-180 |
5.9% |
0-258 |
0.7% |
13% |
False |
False |
1,343,458 |
| 100 |
116-080 |
109-055 |
7-025 |
6.4% |
0-269 |
0.8% |
20% |
False |
False |
1,075,165 |
| 120 |
117-000 |
109-055 |
7-265 |
7.1% |
0-277 |
0.8% |
18% |
False |
False |
895,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-298 |
|
2.618 |
112-275 |
|
1.618 |
112-065 |
|
1.000 |
111-255 |
|
0.618 |
111-175 |
|
HIGH |
111-045 |
|
0.618 |
110-285 |
|
0.500 |
110-260 |
|
0.382 |
110-235 |
|
LOW |
110-155 |
|
0.618 |
110-025 |
|
1.000 |
109-265 |
|
1.618 |
109-135 |
|
2.618 |
108-245 |
|
4.250 |
107-222 |
|
|
| Fisher Pivots for day following 01-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-260 |
110-290 |
| PP |
110-233 |
110-253 |
| S1 |
110-207 |
110-217 |
|